Page 61 - AugDefComp

Risk Analysis 6/30/2021

Asset Class: Balanced

Ticker 3 Yr Return 3 Yr Risk Info Sharpe 3 Yr Risk Rank
Total Excess Total Excess Ratio Ratio

RISK / RETURN (3-Year)

Vanguard Instl Trgt Retire Inc Instl VITRX 8.12 0.68 6.13 0.73 0.93 1.09 36
16.0
S&P Target Date Retirement Income 7.44 0.00 6.44 0.00 0.94 46
0.24
0.53
Target-Date Retirement Median (35 funds) VITVX 7.97 -0.23 6.60 1.86 -0.17 1.01 50 3 Yr
Return (Total Annualized Return, %) 8.0 S&P Target Date 2015 VITWX 10.06 0.00 8.36 0.00 0.37 0.89 44 3 Yr
12.0
8.51
7.24
4
1.37
0.98
Vanguard Instl Trgt Retire 2015 Instl
8.74
0.57
9.31
8.65
Target-Date 2015 Median (31 funds)
0.94
50
1.37
1.63
1.04
0.91
9.61
0.64
54
Vanguard Instl Trgt Retire 2020 Instl
38
9.02
0.00
9.26
S&P Target Date 2020
0.00
0.84
50
9.54
1.55
0.55
0.94
0.88
9.96
Target-Date 2020 Median (42 funds)
4.0
1.11
0.71
0.88
Vanguard Instl Trgt Retire 2025 Instl
10.99
S&P Target Date 2025 VRIVX 11.17 0.00 11.33 0.00 1.57 0.81 59 3 Yr
50
10.06
0.0
Target-Date 2025 Median (51 funds) 10.73 0.67 10.99 1.58 0.42 0.85 50
0.0 4.5 9.0 13.5 18.0
3 Yr
Risk (Total Annualized StdDev, %) Vanguard Instl Trgt Retire 2030 Instl VTTWX 11.92 0.98 12.70 0.75 1.30 0.85 54
S&P Target Date 2030 10.95 0.00 12.80 0.00 0.77 56
RISK / RETURN PEER RANK (3-Year) Target-Date 2030 Median (50 funds) 11.73 0.79 12.68 1.56 0.49 0.83 50
3 Yr
1 Vanguard Instl Trgt Retire 2035 Instl VITFX 12.64 0.71 14.05 0.97 0.73 0.83 43
S&P Target Date 2035 11.93 0.00 14.56 0.00 0.76 58
Target-Date 2035 Median (50 funds) VIRSX 12.56 0.63 14.19 1.65 0.34 0.82 50 3 Yr
Return Rank (Total Return Rank, %) 50 S&P Target Date 2040 VITLX 12.60 0.00 15.72 0.00 0.36 0.75 51 3 Yr
25
0.91
47
Vanguard Instl Trgt Retire 2040 Instl
0.81
0.81
0.74
13.34
15.41
0.80
15.61
0.55
13.16
Target-Date 2040 Median (50 funds)
50
1.70
1.10
14.07
1.24
16.62
0.88
43
Vanguard Instl Trgt Retire 2045 Instl
0.80
0.00
S&P Target Date 2045
0.75
37
16.39
0.00
12.97
0.83
0.80
1.68
16.75
Target-Date 2045 Median (50 funds)
13.81
50
0.49
75
0.80
1.02
0.90
Vanguard Instl Trgt Retire 2050 Instl
16.75
S&P Target Date 2050 VTRLX 14.17 0.00 16.64 0.00 1.14 0.74 33 3 Yr
39
13.15
100
Target-Date 2050 Median (50 funds) 13.98 0.83 16.99 1.69 0.46 0.79 50
0.0 4.5 9.0 13.5 18.0
3 Yr
Risk (Total Annualized StdDev, %)
Past performance is no guarantee of future results. Rankings provided based on total returns. Performance quoted for mutual funds may include performance of a predecessor
fund/share class prior to the share class commencement of operations.
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