Page 148 - AugDefComp

Vanguard Mid Cap Index Institutional VMCIX 6/30/2021

Fund Incep Date: Benchmark: Category: Net Assets: Manager Name: Manager Start Date: Expense Ratio: Expense Rank:
05/21/1998 Russell Mid-Cap Index Mid-Cap Blend $154,083.00M Donald M. Butler 05/21/1998 0.04% 2

PORTFOLIO COMPOSITION (Holdings-based) INVESTMENT OVERVIEW
Assets The investment seeks to track the performance of the CRSP US Mid Cap Index that measures the investment return of mid-capitalization stocks. The fund
employs an indexing investment approach designed to track the performance of the CRSP US Mid Cap Index, a broadly diversified index of stocks of mid-size
Cash 0.02% U.S. companies. The advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding
US Stocks 97.83% each stock in approximately the same proportion as its weighting in the index.
US Bonds 0.00%
Non-US Stocks 2.15%
Preferred Stocks 0.00% PERFORMANCE
Convertible Bonds 0.00%
Other 0.00% 3 Year Rolling Performance (Jul 16-Jun 21)
Non-US Bonds 0.00% 20
Sector Breakdown 5th to 25th Percentile
Sensitive 15 25th to Median
Communication Services 5.61% Median to 75th Percentile
Industrials 11.92% 10 75th to 95th Percentile
Technology 22.01%
Energy 3.82% 5 Vanguard Mid Cap
Index Institutional
Cyclical Russell Mid-Cap Index
0
Basic Materials 3.36%
Consumer Cyclical 12.12%
-5
Real Estate 8.67%
Financial Services 11.08%
-10
Defensive
Consumer Defensive 3.25% -15
Healthcare 13.03% 4/2016 2/2017 4/2017 2/2018 4/2018 2/2019 4/2019 2/2020 4/2020 2/2021
Utilities 5.12%
3M YTD 1Y 3Y 5Y 7Y 10Y SI
TOP 10 HOLDINGS
Fund 7.58 15.31 46.88 / 67 16.51 / 13 15.76 / 19 12.20 / 10 13.14 / 11 10.84
IDEXX Laboratories Inc 0.78%
Benchmark 7.50 16.25 49.80 / 53 16.45 / 16 15.62 / 20 12.03 / 14 13.24 / 9
DocuSign Inc 0.75% Peer Group Median 5.36 16.86 50.16 / 50 13.00 / 50 13.82 / 50 10.26 / 50 11.75 / 50
Marvell Technology Inc 0.68%
Number of Funds 167 145 126 107 96
IQVIA Holdings Inc 0.68%
Chipotle Mexican Grill Inc 0.63% CALENDAR 2020 2019 2018 2017 2016 2015 2014 2013 2012
Veeva Systems Inc Class A 0.62% Fund 18.26 31.04 -9.24 19.29 11.23 -1.33 13.78 35.17 16.01
Aptiv PLC 0.62% Benchmark 17.10 30.54 -9.06 18.52 13.80 -2.44 13.22 34.76 17.28
Centene Corp 0.62% Peer Group Median 12.79 26.65 -11.00 16.11 15.66 -3.13 9.21 33.59 16.53
Digital Realty Trust Inc 0.62%
Carrier Global Corp Ordinary Shares 0.61%
RISK & PERFORMANCE STATISTICS NOTES
Total: 6.62%
Peer Group
3 Yr Fund Benchmark
ASSET LOADINGS (Returns-based) Median
Alpha 0.32 0.00 -2.79
FUND EXPOSURES (WEIGHT) (Jul 18-Jun 21) Beta 0.98 1.00 1.00
100
75 R-Squared 99.73 100.00 96.11
Sharpe Ratio 0.76 0.74 0.60
50
25 Up Market Capture 97.76 100.00 96.73
0 Down Market Capture 96.85 100.00 105.82
Current Average
Fund Bmk Fund Bmk 5 Yr Fund Benchmark Peer Group
Cash 1.0 0.3 0.4 0.1 Median
Top Value 7.0 1.1 3.5 0.4 Alpha 0.41 0.00 -1.61
Top Growth 0.4 0.0 4.0 0.2 Beta 0.98 1.00 1.00
Mid Value 51.1 62.1 53.8 59.8 R-Squared 99.57 100.00 94.91
Mid Growth 40.5 36.5 38.3 39.0 Sharpe Ratio 0.87 0.85 0.73
Sm Value 0.0 0.0 0.0 0.2 Up Market Capture 97.98 100.00 97.99
Sm Growth 0.0 0.0 0.0 0.4 Down Market Capture 95.90 100.00 103.51

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