Ratings & Risk for Vanguard Total Intl Stock Index (VGTSX)

Morningstar Category: Foreign Large Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Above Average
    		169
    5-Year Above Average Above Average
    		145
    10-Year Above Average Average
    		105
    Overall Above Average Above Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 26.13 -0.02 -0.10
    5-Year 21.57 0.73 0.27
    10-Year 19.22 0.41 0.10
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 97.23 1.11 0.72
    3-Year 97.83 1.08 2.56
    5-Year 98.01 1.07 1.42
    10-Year 98.50 1.06 1.19

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009