Page 98 - MayDefComp

Risk Analysis 3/31/2021

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 11.58 0.62 14.40 6.83 0.09 0.73 2
20.0
Russell 1000 Value Index 10.96 0.00 19.97 0.00 0.55 50
Large Value Median (386 funds) RFNGX 10.65 -0.31 19.99 4.17 -0.10 0.54 50 3 Yr
Return (Total Annualized Return, %) 10.0 S&P 500 Index PRILX 16.78 -1.28 18.40 0.00 -0.46 0.86 40 3 Yr
15.0
American Funds Fundamental Invs R6
-0.95
28
0.73
3.03
-2.87
13.91
18.09
0.00
0.80
18.59
3.11
Large Blend Median (472 funds)
15.50
50
16.22
2.79
19.57
Parnassus Core Equity Institutional
0.67
1.10
4.19
7
16.78
40
0.00
0.00
18.40
0.86
S&P 500 Index
18.59
50
15.50
Large Blend Median (472 funds)
-1.28
3.11
0.80
-0.46
5.0
0.01
0.86
Vanguard Institutional Index I
40
0.00
16.78
18.40
S&P 500 Index VINIX 16.76 -0.02 18.40 0.00 -1.81 0.86 40 3 Yr
0.0
Large Blend Median (472 funds) 15.50 -1.28 18.59 3.11 -0.46 0.80 50
0.0 6.3 12.5 18.8 25.0
3 Yr
Risk (Total Annualized StdDev, %) Vanguard Total Stock Mkt Idx Adm VTSAX 17.13 0.35 19.30 1.68 0.21 0.84 72
S&P 500 Index 16.78 0.00 18.40 0.00 0.86 40
RISK / RETURN PEER RANK (3-Year) Large Blend Median (472 funds) 15.50 -1.28 18.59 3.11 -0.46 0.80 50
3 Yr
1 American Funds Growth Fund of Amer R6 RGAGX 19.89 -2.90 19.08 4.03 -0.72 0.97 46
Russell 1000 Growth Index 22.80 0.00 19.41 0.00 1.08 54
Large Growth Median (393 funds) AMDVX 20.34 -2.45 19.28 4.83 -0.63 0.98 50 3 Yr
Return Rank (Total Return Rank, %) 50 Russell Mid-Cap Value Index VMCIX 10.70 -0.59 23.17 0.00 -0.11 0.50 35 3 Yr
25
4.55
20.86
-0.22
0.48
American Century Mid Cap Value R6
12
-0.98
9.72
0.00
10.10
50
4.70
0.46
24.25
Mid-Cap Value Median (126 funds)
1.26
-0.07
-0.05
21.53
33
14.66
0.68
Vanguard Mid Cap Index Institutional
0.67
Russell Mid-Cap Index
46
0.00
0.00
22.02
14.73
0.58
50
-1.93
12.80
Mid-Cap Blend Median (151 funds)
4.88
-0.46
22.19
75
3.77
MassMutual Select Mid Cap Growth I
0.79
39
Russell Mid-Cap Growth Index MEFZX 17.05 -2.36 20.87 0.00 -0.63 0.86 27 3 Yr
19.41
21.55
0.00
100
Mid-Cap Growth Median (185 funds) 18.87 -0.54 22.00 5.90 -0.10 0.85 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.
Page 23