Fact sheet: Vanguard US Fndmntl Val Inv

Fund information
Fund name
Vanguard US Fundamental Value Inv USD
Fund manager company
Vanguard Group Inc (IRL)
Fund type
OEIC
Fund managers
  • The Vanguard Group, Incsince 02/05/2005
  • Pzena Investment Management, L.L.C.since 02/05/2005
Fund objective
The fund seeks to provide long-term capital growth by investing mainly in large companies whose stocks are considered undervalued.
Benchmark
  • Russell 1000
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
14.1%
1 Year rank in sector
25/208
Sector
FO Equity - USA
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.95%
Fund size
£29m (£28m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
128
Top in this sector
Fund name1 Year
Dodge & Cox US Stk40%
Oyster US Selection34.6%
Hermes US SMID Equity33.9%
T. Rowe Price USLgeCapValEq32.7%
GAM Star Gamco US Eq32.5%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA87.8%
    UK6.4%
    Switzerland2.5%
    Canada2.4%
    Money Market0.9%
  • Financials42.1%
    Energy15.8%
    Information Technology15.4%
    Consumer Discretionary12.4%
    Industrials8.2%
  • US Equities87.8%
    UK Equities6.4%
    Swiss Equities2.5%
    Canadian Equities2.4%
    Money Market0.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund12.5%12%17.5%14.1%24%96.5%
Sector4%2.4%5.9%5%19.1%70.1%
Rank within sector3 / 2204 / 21921 / 21325 / 20857 / 17728 / 147
Quartile1st1st1st1st2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund19.9%-7.9%10.3%39.8%13.9%
Sector7.1%-1.6%10.7%31.8%10.2%
Rank within sector22 / 210177 / 19393 / 17812 / 16260 / 149
Quartile1st4th3rd1st2nd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-1.12
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
1.12
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.1
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
13.54
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
5.84
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-0.12
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.82
Price movement
52 week high184.9
52 week low130.3
Current bid price-
Current offer price-
Current mid price186.48
Region
1USA87.8%
2UK6.44%
3Switzerland2.48%
4Canada2.38%
5Money Market0.9%
Industry sector
1Financials42.12%
2Energy15.76%
3Information Technology15.36%
4Consumer Discretionary12.39%
5Industrials8.23%
6Health Care2.87%
7Consumer Staples2.38%
8Money Market0.9%
Asset type
1US Equities87.8%
2UK Equities6.44%
3Swiss Equities2.48%
4Canadian Equities2.38%
5Money Market0.9%
Individual holdings
1VOYA FINL INC3.8%
2BANK OF AMERICA CORP3.7%
3CITIGROUP INC3.6%
4MORGAN STANLEY3.6%
5ROYAL DUTCH SHELL3.6%
6Dover Corp ORD3.2%
7SEAGATE TECHNOLOGY PLC3.1%
8FRANKLIN RESOURCES INC3%
9PARKER-HANNIFIN CORP3%
Management
Fund manager group
Vanguard
Fund manager company
Vanguard Group Inc (IRL)
Fund type
OEIC
Fund objective
The fund seeks to provide long-term capital growth by investing mainly in large companies whose stocks are considered undervalued.
Benchmark
  • Russell 1000
Investment style
Value
Investment method
Shares
Fund managers
NameSinceBiography
The Vanguard Group, Inc02/05/2005
Pzena Investment Management, L.L.C.02/05/2005
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Iceland, Luxembourg, Netherlands, Offshore, Sweden
Vanguard US Fundamental Value Inv Inc GBP
Initial charge-
Annual charge0.95%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price134.3074
CurrencyGBP
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE8P5
Vanguard US Fundamental Value Inv USD
Initial charge-
Annual charge0.95%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price186.4764
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeV125
Data provided by

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