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
39.5%
1 Year rank in sector
16/206
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
£30m (£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.
129
Top in this sector
Fund name1 Year
Boost NASDAQ 100 3x LD ETP89.9%
Boost S&P500 3x LD ETP76.8%
T. Rowe Price US LgeCap Gth Eq69.2%
JOHCM US Sm Mid Cap Eq59.6%
Dodge & Cox US Stk59.3%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA85.3%
    UK5.7%
    Money Market3.9%
    Switzerland2.7%
    Canada2.4%
  • Financials41.5%
    Information Technology14.4%
    Energy13.3%
    Consumer Discretionary12%
    Industrials7.4%
  • US Equities87.1%
    UK Equities5.7%
    Canadian Equities2.6%
    Swiss Equities2.3%
    Money Market2.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.2%7.4%19%39.5%30.1%82.5%
Sector3.5%7.4%9%25.5%24.5%64.5%
Rank within sector141 / 21889 / 2176 / 21516 / 20653 / 17246 / 145
Quartile3rd2nd1st1st2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund4%21.6%-7.9%10.3%39.8%
Sector5%8.9%-1.6%10.7%31.8%
Rank within sector156 / 21723 / 206173 / 18893 / 17113 / 156
Quartile3rd1st4th3rd1st
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.
0.5
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.
1.18
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.
0.37
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%.
14.74
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.
7.29
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.
0.2
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.
0.76
Price movement
52 week high196.05
52 week low137.8
Current bid price-
Current offer price-
Current mid price195.15
Region
1USA85.34%
2UK5.67%
3Money Market3.9%
4Switzerland2.69%
5Canada2.4%
Industry sector
1Financials41.52%
2Information Technology14.42%
3Energy13.26%
4Consumer Discretionary12.01%
5Industrials7.4%
6Health Care4.9%
7Money Market3.9%
8Consumer Staples2.59%
Asset type
1US Equities87.05%
2UK Equities5.67%
3Canadian Equities2.64%
4Swiss Equities2.34%
5Money Market2.3%
Individual holdings
1BANK OF AMERICA CORP3.8%
2ROYAL DUTCH SHELL3.7%
3VOYA FINL INC3.6%
4CITIGROUP INC3.4%
5MORGAN STANLEY3.3%
6Dover Corp ORD3.2%
7ORACLE CORP3.2%
8CAPITAL ONE FINANCIAL CORP3.1%
9Goldman Sachs Group Inc ORD3.1%
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 V 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 price141.0587
CurrencyGBP
Price updated17/02/2017
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 price195.1531
CurrencyUSD
Price updated17/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeV125
Data provided by

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