514-515 / 537
ABC Company Retirement Plan
Vanguard Total Intl Stock Index Admiral - VTIAX
Monitoring Rating: Pass
Objective
The investment seeks to track the performance of a
benchmark index that measures the investment return of
stocks issued by companies located in developed and
emerging markets, excluding the United States. The fund
employs an indexing investment approach designed to track
the performance of the FTSE Global All Cap ex US Index, a
float-adjusted market-capitalization-weighted index designed
to measure equity market performance of companies located
in developed and emerging markets, excluding the United
States. The index includes approximately 5,800 stocks of
companies located in over 45 countries.
Statistics
Inception Date
04/29/1996
Manager Tenure
8.91
Assets($1000s)
$283,434,157
Net Exp Ratio
0.11
12b-1 Fees
-
Average Mkt Cap($1000s)
$21,373,730
# of Holdings
6,108
% of Assets in Top 10
7.63
Risk Characteristics
VTIAX Cat Avg
3 Yr Std Dev
11.80 11.81
5 Yr Std Dev
11.24 11.32
5 Yr Beta
0.96 0.92
5 Yr Alpha
0.68 -0.12
5 Yr Sharpe
0.70 0.72
5 Yr Information Ratio
0.27 -0.25
5 Yr Tracking Error
1.71 3.62
5 Yr Upside Capture
99.22 91.26
5 Yr Downside Capture
95.43 92.28
5 Yr Batting Avg
0.53 0.47
Excess Returns vs. Category/Index
vs MSCI ACWI Ex USA NR USD
vs Category Avg
2
1
0
-1
10-Yr
5-Yr
3-Yr
12-Month
3-Month
0.04
0.46
0.55
-0.40
0.04
0.21
-0.13
0.17
0.92
-0.43
Calendar Year Performance
2012
2013
2014
2015
2016
VTIAX
18.21
15.14
-4.17
-4.26
4.67
Cat Avg
17.89
19.33
-5.12
-1.67
0.97
Index
16.83
15.29
-3.87
-5.66
4.50
Cat Rank
42
82
30
80
12
Equity- 12 Month Moving Windows: Jun 2007 - Jun 2017
Vanguard Total Intl -
Stock Index Admiral
Small - Large
2
1
0
-1
-2
Europe - Asia
2
1
0
-1
-2
1
0
-1
-
AsiaPac Sm
AsiaPac Lg
Europe Sm
Europe Lg
Sector Allocation vs. Category
2
0
-2
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
0.17
-0.94
1.41
-0.10
0.39
-1.06
-1.04
1.23
1.03
-1.56
1.00
+/-Category Avg
Asset Allocation
Other (1.37%)
Non-US Bonds (0.00%)
US Bonds (0.03%)
Non-US Stocks (94.57%)
US Stocks (0.82%)
Cash (3.21%)