Page 152 - AugDefComp

Vanguard Small Cap Index I VSCIX 6/30/2021

Fund Incep Date: Benchmark: Category: Net Assets: Manager Name: Manager Start Date: Expense Ratio: Expense Rank:
07/07/1997 Russell 2000 Index Small Blend $137,725.00M William A. Coleman 04/27/2016 0.04% 2

PORTFOLIO COMPOSITION (Holdings-based) INVESTMENT OVERVIEW
Assets The investment seeks to track the performance of the CRSP US Small Cap Index that measures the investment return of small-capitalization stocks. The fund
employs an indexing investment approach designed to track the performance of the CRSP US Small Cap Index, a broadly diversified index of stocks of small U.S.
Cash 0.12% 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 each
US Stocks 99.15% stock in approximately the same proportion as its weighting in the index.
US Bonds 0.00%
Non-US Stocks 0.73%
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 2.40% Median to 75th Percentile
Industrials 16.11% 10 75th to 95th Percentile
Technology 16.85%
Energy 3.67% 5 Vanguard Small Cap Index I
Russell 2000 Index
Cyclical
0
Basic Materials 4.63%
Consumer Cyclical 13.03%
-5
Real Estate 9.56%
Financial Services 13.06%
-10
Defensive
Consumer Defensive 4.14% -15
Healthcare 14.34% 4/2016 2/2017 4/2017 2/2018 4/2018 2/2019 4/2019 2/2020 4/2020 2/2021
Utilities 2.19%
3M YTD 1Y 3Y 5Y 7Y 10Y SI
TOP 10 HOLDINGS
Fund 5.59 16.39 56.51 / 70 14.76 / 13 15.97 / 22 11.51 / 18 12.90 / 11 9.92
Charles River Laboratories International Inc 0.34%
Benchmark 4.29 17.54 62.03 / 43 13.52 / 25 16.47 / 14 11.39 / 20 12.34 / 25
Avantor Inc 0.32% Peer Group Median 4.35 19.72 60.82 / 50 11.76 / 50 14.39 / 50 10.12 / 50 11.50 / 50
Bio-Techne Corp 0.32%
Number of Funds 246 225 199 179 152
Pool Corp 0.32%
PerkinElmer Inc 0.31% CALENDAR 2020 2019 2018 2017 2016 2015 2014 2013 2012
Diamondback Energy Inc 0.31% Fund 19.12 27.40 -9.32 16.25 18.32 -3.63 7.53 37.80 18.26
IDEX Corp 0.30% Benchmark 19.96 25.52 -11.01 14.65 21.31 -4.41 4.89 38.82 16.35
Entegris Inc 0.30% Peer Group Median 11.42 23.91 -12.01 13.03 21.27 -4.43 4.76 38.47 15.98
VICI Properties Inc Ordinary Shares 0.30%
Novavax Inc 0.29%
RISK & PERFORMANCE STATISTICS NOTES
Total: 3.11%
Peer Group
3 Yr Fund Benchmark
ASSET LOADINGS (Returns-based) Median
Alpha 1.55 0.00 -1.11
FUND EXPOSURES (WEIGHT) (Jul 18-Jun 21) Beta 0.95 1.00 0.98
100
75 R-Squared 98.08 100.00 95.92
Sharpe Ratio 0.63 0.57 0.52
50
25 Up Market Capture 96.43 100.00 97.49
0 Down Market Capture 92.69 100.00 101.17
Current Average
Fund Bmk Fund Bmk 5 Yr Fund Benchmark Peer Group
Cash 0.0 0.0 0.0 0.0 Median
Top Value 0.0 0.1 0.0 0.0 Alpha 0.42 0.00 -1.36
Top Growth 0.0 0.0 0.0 0.0 Beta 0.93 1.00 0.99
Mid Value 45.3 0.6 32.4 0.3 R-Squared 97.48 100.00 94.98
Mid Growth 5.6 0.0 11.2 0.0 Sharpe Ratio 0.79 0.78 0.69
Sm Value 10.2 48.3 17.3 48.1 Up Market Capture 92.15 100.00 94.91
Sm Growth 39.0 51.0 39.1 51.6 Down Market Capture 90.92 100.00 101.74

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