Page 103 - MayDefComp

Risk Analysis 3/31/2021

Asset Class: International

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

RISK / RETURN (3-Year)

Vanguard Developed Markets Index Admiral VTMGX 6.56 0.02 18.51 2.44 0.01 0.36 70
11.0
MSCI EAFE 6.54 0.00 17.72 0.00 0.36 43
Foreign Large Blend Median (234 funds) RERGX 10.20 -0.34 17.86 4.05 -0.10 0.34 50 3 Yr
6.20
Return (Total Annualized Return, %) 5.5 MSCI EAFE Growth RWIGX 10.26 -2.54 15.80 0.00 -0.57 0.60 21 3 Yr
8.3
5.96
-0.06
18.74
American Funds Europacific Growth R6
-0.01
0.53
73
0.00
Foreign Large Growth Median (116 funds)
0.58
17.37
10.57
50
0.32
0.06
5.46
16.78
-0.82
10.88
25
3.09
0.61
American Funds Capital World Gr&Inc R6
0.71
48
18.11
0.00
0.00
13.42
MSCI World
18.20
World Large Stock Median (244 funds)
50
5.18
0.59
11.06
-2.36
2.8
Invesco Developing Markets R6
8.16
0.44
4.55
1.29
19.18
MSCI Emerging Markets ODVIX 6.87 0.00 18.45 0.00 0.28 0.36 14 3 Yr
25
0.0
Diversified Emerging Mkts Median (251 funds) 5.92 -0.95 20.02 5.48 -0.22 0.32 50
0.0 5.0 10.0 15.0 20.0
3 Yr
Risk (Total Annualized StdDev, %)
RISK / RETURN PEER RANK (3-Year)
1
Return Rank (Total Return Rank, %) 50
25
75
100
0.0 5.0 10.0 15.0 20.0
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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