Fact sheet: Vanguard US Fndmntl Val Inv

Fund information

Fund name
Vanguard US Fundamental Value Inv USD
Fund company manager
Vanguard Group Inc (IRL)
Fund type
SIB
Fund manager(s)
Pzena Investment Management, L.L.C.
since 03/05/2005
The Vanguard Group, Inc.
since 03/05/2005
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

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

24.55 %

1 Year rank in sector

19/205

Sector

FO Equity - USA

Yield
-
Fund size

£ 32.1 m

FE Risk score

136

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    87.16%
  • UK
    7.06%
  • Switzerland
    2.69%
  • Canada
    2.59%
  • Money Market
    0.5%
  • Financials
    42.88%
  • Energy
    14.53%
  • Information Technology
    12.94%
  • Consumer Discretionary
    11.34%
  • Health Care
    9.65%
  • US Equities
    87.8%
  • UK Equities
    5.59%
  • Swiss Equities
    2.65%
  • Canadian Equities
    2.06%
  • Money Market
    1.9%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund4.49 %10.91 %24.55 %38.11 %97.33 %
Sector2.41 %8.08 %17.63 %32.81 %74.17 %
Rank within sector23 / 21657 / 21219 / 20571 / 17429 / 145
Quartile th1 st2 nd1 st2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund10.85 %21.64 %-7.91 %10.34 %39.83 %
Sector12.47 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector129 / 20823 / 193161 / 17790 / 16511 / 147
Quartile th3 rd1 st4 th3 rd1 st

Risk statistics

Alpha-0.29
Beta1.22
Sharpe0.34
Volatility14.94
Tracking error7.71
Information ratio0.12
R-Squared0.75

Price movement

52 week high208.4978
52 week low162.7412
Current bid price0
Current offer price0
Current mid price207.796

Holdings by region

  • 87.16% USA
  • 7.06% UK
  • 2.69% Switzerland
  • 2.59% Canada
  • 0.5% Money Market

Holdings by sector

  • 42.88% Financials
  • 14.53% Energy
  • 12.94% Information Technology
  • 11.34% Consumer Discretionary
  • 9.65% Health Care
  • 5.27% Industrials
  • 2.89% Consumer Staples
  • 0.5% Money Market

Holdings by asset type

  • 87.8% US Equities
  • 5.59% UK Equities
  • 2.65% Swiss Equities
  • 2.06% Canadian Equities
  • 1.9% Money Market

Individual holdings

  • 4.1% CITIGROUP INC
  • 3.9% ROYAL DUTCH SHELL
  • 3.5% COGNIZANT TECHNOLOGY SOLUTIONS CORP
  • 3.5% MYLAN NV
  • 3.4% BANK OF AMERICA CORP
  • 3.4% MORGAN STANLEY
  • 3.3% Dover Corp ORD
  • 3.3% VOYA FINL INC
  • 3.2% FRANKLIN RESOURCES INC
  • 3.2% HEWLETT PACKARD ENTERPRISE CO