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Vanguard FTSE Social Index Fund Admiral Shares (VF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

CUSIP

921910717

Issuer

Vanguard

Inception Date

Feb 7, 2019

Region

North America (U.S.)

Min. Investment

$3,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

VFTAX has an expense ratio of 0.14%, which is considered low compared to other funds.


Expense ratio chart for VFTAX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VFTAX vs. VOO VFTAX vs. ESGV VFTAX vs. VFTNX VFTAX vs. VTSAX VFTAX vs. FITLX VFTAX vs. VFIAX VFTAX vs. VTI VFTAX vs. VITAX VFTAX vs. VAIPX VFTAX vs. VEU
Popular comparisons:
VFTAX vs. VOO VFTAX vs. ESGV VFTAX vs. VFTNX VFTAX vs. VTSAX VFTAX vs. FITLX VFTAX vs. VFIAX VFTAX vs. VTI VFTAX vs. VITAX VFTAX vs. VAIPX VFTAX vs. VEU

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard FTSE Social Index Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


90.00%100.00%110.00%120.00%130.00%140.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
145.43%
119.17%
VFTAX (Vanguard FTSE Social Index Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE Social Index Fund Admiral Shares had a return of 26.98% year-to-date (YTD) and 27.43% in the last 12 months.


VFTAX

YTD

26.98%

1M

0.71%

6M

9.97%

1Y

27.43%

5Y*

14.80%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of VFTAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.90%5.47%2.53%-4.54%4.97%4.63%0.56%2.39%2.22%-0.88%6.21%26.98%
20237.68%-2.11%4.19%1.23%1.95%6.46%3.33%-1.72%-5.01%-2.14%10.27%4.91%31.78%
2022-6.87%-3.86%3.34%-9.98%-0.98%-7.82%9.60%-4.49%-9.43%6.66%5.48%-6.54%-24.22%
2021-0.90%2.00%3.53%5.73%0.10%3.25%2.73%3.30%-5.06%7.42%-0.60%3.79%27.70%
20200.23%-7.94%-13.27%13.45%5.57%3.01%6.45%8.07%-3.88%-2.86%10.94%4.23%22.63%
20193.00%1.93%4.32%-6.38%7.05%2.09%-1.98%1.79%2.75%4.12%3.32%23.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, VFTAX is among the top 9% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VFTAX is 9191
Overall Rank
The Sharpe Ratio Rank of VFTAX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of VFTAX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of VFTAX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VFTAX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of VFTAX is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VFTAX, currently valued at 2.11, compared to the broader market-1.000.001.002.003.004.002.112.10
The chart of Sortino ratio for VFTAX, currently valued at 2.79, compared to the broader market-2.000.002.004.006.008.0010.002.792.80
The chart of Omega ratio for VFTAX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.39
The chart of Calmar ratio for VFTAX, currently valued at 3.10, compared to the broader market0.002.004.006.008.0010.0012.0014.003.103.09
The chart of Martin ratio for VFTAX, currently valued at 13.24, compared to the broader market0.0020.0040.0060.0013.2413.49
VFTAX
^GSPC

The current Vanguard FTSE Social Index Fund Admiral Shares Sharpe ratio is 2.11. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE Social Index Fund Admiral Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.11
2.10
VFTAX (Vanguard FTSE Social Index Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE Social Index Fund Admiral Shares provided a 0.73% dividend yield over the last twelve months, with an annual payout of $0.41 per share. The fund has been increasing its distributions for 2 consecutive years.


0.90%1.00%1.10%1.20%1.30%1.40%$0.00$0.10$0.20$0.30$0.40$0.5020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.41$0.50$0.47$0.44$0.45$0.44

Dividend yield

0.73%1.10%1.34%0.94%1.21%1.44%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard FTSE Social Index Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.00$0.41
2023$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.16$0.50
2022$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.14$0.47
2021$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.14$0.44
2020$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.13$0.45
2019$0.09$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.13$0.44

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.75%
-2.62%
VFTAX (Vanguard FTSE Social Index Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Social Index Fund Admiral Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard FTSE Social Index Fund Admiral Shares was 34.20%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current Vanguard FTSE Social Index Fund Admiral Shares drawdown is 2.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.2%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-29.12%Dec 28, 2021202Oct 14, 2022316Jan 19, 2024518
-9.89%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-9.34%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-6.99%May 6, 201920Jun 3, 201913Jun 20, 201933

Volatility

Volatility Chart

The current Vanguard FTSE Social Index Fund Admiral Shares volatility is 4.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.09%
3.79%
VFTAX (Vanguard FTSE Social Index Fund Admiral Shares)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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