Page 65 - AugDefComp

Risk Analysis 6/30/2021

Asset Class: Equity

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

RISK / RETURN (3-Year)

American Funds American Mutual R6 RMFGX 12.45 0.03 14.49 6.84 0.00 0.79 3
25.0
Russell 1000 Value Index 12.42 0.00 20.08 0.00 0.62 51
Large Value Median (389 funds) RFNGX 12.10 -0.32 20.07 4.20 -0.11 0.61 50 3 Yr
Return (Total Annualized Return, %) 12.5 S&P 500 Index PRILX 18.67 -1.15 18.52 0.00 -0.48 0.95 40 3 Yr
18.8
15.64
3.21
18.16
American Funds Fundamental Invs R6
-0.94
27
0.82
-3.03
0.00
0.89
50
Large Blend Median (477 funds)
18.73
3.15
17.53
Parnassus Core Equity Institutional
21.38
0.67
1.20
6
2.70
16.31
4.06
0.00
0.95
40
18.67
0.00
18.52
S&P 500 Index
50
17.53
-1.15
0.89
18.73
3.15
-0.48
Large Blend Median (477 funds)
6.3
0.95
0.01
Vanguard Institutional Index I
0.00
18.52
S&P 500 Index VINIX 18.65 -0.02 18.52 0.00 -1.85 0.95 40 3 Yr
40
18.67
0.0
Large Blend Median (477 funds) 17.53 -1.15 18.73 3.15 -0.48 0.89 50
0.0 6.3 12.5 18.8 25.0
3 Yr
Risk (Total Annualized StdDev, %) Vanguard Total Stock Mkt Idx Adm VTSAX 18.75 0.08 19.41 1.68 0.05 0.92 70
S&P 500 Index 18.67 0.00 18.52 0.00 0.95 40
RISK / RETURN PEER RANK (3-Year) Large Blend Median (477 funds) 17.53 -1.15 18.73 3.15 -0.48 0.89 50
3 Yr
1 American Funds Growth Fund of Amer R6 RGAGX 20.79 -4.35 19.27 4.23 -1.03 1.01 40
Russell 1000 Growth Index 25.14 0.00 19.79 0.00 1.17 58
Large Growth Median (376 funds) AMDVX 22.57 -2.57 19.59 4.91 -0.66 1.08 50 3 Yr
Return Rank (Total Return Rank, %) 50 Russell Mid-Cap Value Index VMCIX 11.86 -0.74 23.31 0.00 -0.17 0.55 35 3 Yr
25
20.98
American Century Mid Cap Value R6
0.51
-1.54
10.32
-0.33
11
4.59
0.00
4.72
0.50
50
11.12
24.39
Mid-Cap Value Median (129 funds)
1.24
0.05
33
Vanguard Mid Cap Index Institutional
21.61
0.06
16.51
0.76
47
0.74
16.45
0.00
22.10
0.00
Russell Mid-Cap Index
-3.44
Mid-Cap Blend Median (145 funds)
-0.73
0.60
22.23
4.89
50
13.00
75
MassMutual Mid Cap Growth I
4.16
0.89
21.85
45
22.39
Russell Mid-Cap Growth Index MEFZX 19.33 -3.06 21.00 0.00 -0.74 0.98 25 3 Yr
0.00
100
Mid-Cap Growth Median (174 funds) 20.68 -1.70 22.17 6.19 -0.34 0.89 50
0.0 6.3 12.5 18.8 25.0
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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