Nasdaq - Delayed Quote USD

Vanguard FTSE Social Index Fund Investor Shares (VFTSX)

20.74 +0.07 (+0.34%)
At close: November 11 at 6:45 PM EST

Fund Summary

The investment seeks to track the performance of a benchmark index that measures the investment return of large- and mid-capitalization stocks. The fund employs an indexing investment approach designed to track the performance of the FTSE4Good US Select Index. The index is composed of the stocks of companies that have been screened for certain social and environmental criteria by the index sponsor, which is independent of Vanguard. The Advisor attempts to replicate the index by investing all, or substantially all, of its assets in the stocks that make up the index.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 36.84%
Worst 1Y Total Return -42.39%
Number of Years Up 12
Number of Years Down 6

Performance & Risk

YTD Return 9.16%
5y Average Return 11.99%
Rank in Category (ytd) 13
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.00
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
VFTSXCategory AverageVFTSXCategory AverageVFTSXCategory Average
Alpha 1.33 -0.02 0.48 -0.01 0.32 -0.02
BETA 1 0.01 1.02 0.01 1.02 0.01
Mean Annual Return 1.33 0.01 0.97 0.01 1.19 0.01
R-squared 99.25 0.95 98.41 0.95 97.69 0.95
Standard Deviation 12.05 0.19 12.22 0.15 12.98 0.14
Sharpe Ratio 1.18 0.01 0.87 0.01 1.06 0.01
Treynor Ratio 14.78 0.16 10.22 0.15 13.46 0.12

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