Vanguard Russell 1000 Index Fund (VONE) Tearsheet as of 7:57 pm, May 02, 2014. Summary RATINGS* DIAMONDS* ETFG RISK RATING 2.65 ETFG REWARD RATING 4.09 Description Vanguard Russell 1000 is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Russell 1000 Index. ETFG SCORE BEHAVIORAL FUNDAMENTAL GLOBAL QUALITY 46.9 60.3 24.0 64.2 67.6 Inception Date: 09/22/2010 Expense Ratio: 0.12% Related Index: Russell 1000 TR USD Historical prices (1 year) Last 86.89 Change -0.04 (-0.05%) Last Volume 123 Bid 86.82 87.63 Ask 86.89 High 87.33 Low 86.84 Open 87.02 Previous Close 86.93 Volume 12K Dividend Yield 1.52% Beta 1.02 52wk High 87.78 52wk Low 80.40 Date 5/2/2014 Time 5:20:00 PM Apr 02 Apr 10 Apr 17 Apr 28 May 02 Key - Green Diamond Reward Ratings Key - Red Diamond Risk Ratings Key: 1 2 3 4 5 6 7 8 9 10 Key: 1 2 3 4 5 6 7 8 9 10 Underperform Market Perform Outperform Low Risk Moderate Risk High Risk (c) ETF Global Page 1 of 6
Exposure Geographic Exposure United States Ireland Bermuda Switzerland Netherlands Canada Great Britain Panama Jersey Singapore 95.9% Currency Exposure USD 99.3% Sector Exposure 15.6% 12.4% 16.9% 12.1% 5.5% 11.1% 9.4% 8.7% Information Technology Financials Health Care Consumer Discretionary Industrials Energy Consumer Staples Materials Utilities Telecommunication Services Services Industry Group Exposure 8.3% 5.8% 5.6% 5.5% 4.6% 4.6% 4.1% 4.1% Industry Exposure 99.9% (c) ETF Global Oil Gas & Consumable Fuels Pharmaceuticals 4%4.4% 5.8% Insurance 5.9% Software Computers & Peripherals 8.2% Media Commercial Banks IT Services Aerospace & Defense Chemicals Internet Software & Services Machinery Diversified Financial Services Biotechnology Coupon Exposure Real Estate Investment Trusts (REITs) Capital Markets 0-2% Specialty Retail Health Care Providers & Services Semiconductors & Semiconductor Equipment Food & Staples Retailing Hotels Restaurants & Leisure Industrial Conglomerates Beverages 99.4% Household Products Energy Equipment & Services Health Care Equipment & Supplies Internet & Catalog Retail Communications Equipment Electric Utilities Food Products Energy Software & Services Pharmaceuticals Biotechnology & Life Sciences 8.3% Capital Goods 9% Technology Hardware & Equipment Diversified Financials 9.4% Food Beverage & Tobacco Retailing Insurance Health Care Equipment & Services Materials Media Banks Utilities Sub-Industry Exposure Real Estate Semiconductors & Semiconductor Equipment Transportation Pharmaceuticals Food & Staples Retailing Integrated Oil & Gas 4.2% 6.9% Household & Personal Products Computer Hardware Consumer Services 7.6% Systems Software Telecommunication Services Aerospace & Defense 7.7% Consumer Durables & Apparel Internet Software & Services Automobiles & Components Biotechnology Commercial & Professional Services Diversified Financial Services Services Semiconductors Commercial & Professional Services Industrial Conglomerates Oil & Gas Exploration & Production Household Products Diversified Banks Health Care Equipment Maturity Exposure Communications Equipment Internet Retail 0-1 Soft Drinks Oil & Gas Equipment & Services IT Consulting & Services Electric Utilities Industrial Machinery Reinsurance Asset Management & Custody Banks Movies & Entertainment Cable & Satellite Packaged Foods & Meats Regional Banks Tobacco Data Processing & Outsourced Services Restaurants Page 2 of 6
Top Holdings Ticker Fund Ticker Constituent Name Country Currency Weight Shares Market Value 1 AAPL VONE Apple Inc USD 2.59% 56K 30.25M 2 XOM VONE Exxon Mobil Corp USD 2.24% 267K 26.08M 3 MSFT VONE Microsoft Corp USD 1.76% 502K 20.56M 4 GOOG VONE Google Inc USD 1.55% 16K 18.05M 5 JNJ VONE Johnson & Johnson USD 1.42% 169K 16.57M 6 GE VONE General Electric Co USD 1.38% 621K 16.08M 7 WFC VONE Wells Fargo & Co USD 1.24% 290K 14.42M 8 CVX VONE Chevron Corp USD 1.19% 116K 13.85M 9 JPM VONE JPMorgan Chase & Co USD 1.18% 227K 13.78M 10 BRK.B VONE Berkshire Hathaway Inc USD 1.16% 108K 13.51M 11 PG VONE Procter & Gamble Co/The USD 1.14% 165K 13.27M 12 PFE VONE Pfizer Inc USD 1.11% 402K 12.90M 13 VZ VONE Verizon Communications Inc USD 1.01% 248K 11.79M 14 T VONE AT&T Inc USD 0.97% 323K 11.33M 15 IBM VONE International Business Machines Corp USD 0.97% 59K 11.30M 16 BAC VONE Bank of America Corp USD 0.96% 647K 11.14M 17 MRK VONE Merck & Co Inc USD 0.88% 181K 10.29M 18 KO VONE Coca-Cola Co/The USD 0.76% 230K 8.88M 19 C VONE Citigroup Inc USD 0.75% 183K 8.70M 20 DIS VONE Walt Disney Co/The USD 0.74% 108K 8.66M Product Info Service Providers Tax Classification Administrator The Vanguard Group, Inc. Tax Classification Regulated Investment Company Advisor The Vanguard Group, Inc. Commodity Pool Operator - Commodity Trading Advisor - Custodian The Bank of New York Mellon Corporation Depositor - Depository - Distributor Vanguard Marketing Corporation Futures Commission Merchant - Expenses Management Fee.080% Expenses.040% Total Expenses.120% Fee Waivers.000% Net Expenses.120% General Partner - Marketing Agent - Pool Manager - Pool Tax Administrator - Portfolio Manager Jeffrey D. Miller Subadvisor - Trust Processing Agent - Transfer Agent The Vanguard Group, Inc. Trust Sponsor - Trustee - Additional Information Fiscal Year End August 31 Distribution Frequency Quarterly Listing Exchange The NASDAQ Stock Market, Inc. Creation Unit Size 50,000 Creation Fee $500.00 SEC Series Id S000030000 SEC Class Id C000092010 CTA NAV Symbol VONE.NV CTA Est Cash Symbol VONE.SO ETFG Index Membership Index #1 ETFG Global Composite CTA Total Cash Symbol CTA IOPV Symbol VONE.TC VONE.IV Index #2 ETFG Global Equity Index Index #3 ETFG US & Canada Index Index #4 ETFG G20 Index Index #5 ETFG G8 Index Index #6 ETFG Global 500 Index (c) ETF Global Page 3 of 6
Performance * 2010 Performance 2011 Performance 2012 Performance 2013 Performance 2014 Performance 12.42% Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4-14.90% Year Q1 Q2 Q3 Q4 Total 2010 - - - 10.83% - 2011 6.12% -0.48% -14.90% 10.97% -0.26% 2012 12.42% -4.04% 6.33% -0.70% 13.90% 2013 10.54% 1.98% 5.74% 9.52% 30.55% 2014 1.61% 0.45% - - 2.07% MTD YTD 1 Year 3 Year 5 Year 0.09% 2.07% 18.46% 39.11% - Peer Group Stats (Equity) 1 Month 3 Month 6 Month 1 Year 3 Year Peer Ave. Return 0.95% 0.74% 4.63% 10.13% 10.53% Peer Low -11.81% -23.03% -18.50% -29.78% -98.08% Peer 25th -0.58% -1.95% 1.31% 0.00% 0.00% Peer Median 1.20% 0.82% 4.66% 11.74% 0.00% Peer 75th 2.47% 3.48% 7.29% 19.97% 33.96% Peer High 15.03% 24.67% 29.17% 82.93% 88.58% Number of Funds 832 832 832 832 832 Fund Return -0.24% 0.89% 5.40% 19.62% 38.87% Fund Percentile 49% 49% 50% 69% 85% Peer Group Stats (Size and Style) 1 Month 3 Month 6 Month 1 Year 3 Year Peer Ave. Return 0.65% 0.14% 4.17% 13.30% 20.04% Peer Low -5.17% -13.27% -17.71% -29.78% -59.77% Peer 25th -0.77% -1.96% 1.45% 7.49% 0.00% Peer Median 0.92% -0.10% 4.21% 17.61% 30.44% Peer 75th 1.76% 2.21% 6.26% 20.64% 38.56% Peer High 15.03% 18.50% 29.17% 43.62% 61.86% Number of Funds 231 231 231 231 231 Fund Return -0.24% 0.89% 5.40% 19.62% 38.87% Fund Percentile 59% 60% 55% 59% 77% (c) ETF Global Page 4 of 6
Peer Group Stats (Large Cap) 1 Month 3 Month 6 Month 1 Year 3 Year Peer Ave. Return 1.63% 1.30% 5.09% 13.62% 21.45% Peer Low -2.78% -9.14% -5.60% -12.55% -30.05% Peer 25th 0.89% -0.40% 3.59% 7.49% 0.00% Peer Median 1.57% 1.53% 5.12% 17.10% 32.22% Peer 75th 2.32% 3.01% 6.37% 19.11% 38.73% Peer High 15.03% 12.50% 27.78% 33.12% 61.86% Number of Funds 110 110 110 110 110 Fund Return -0.24% 0.89% 5.40% 19.62% 38.87% Fund Percentile 36% 41% 36% 71% 75% * - as of 05/02/2014. All return calculations are based off of price only and do not include dividend reinvestment. All returns are cumulative unless stated otherwise. Fund Flows 1 Week 2 Week 1 Month 3 Month - - - - Fund Statistics Risk and Reward Diamond Ratings Dynamics Risk & Reward 6.04 Mar 21 Return and Risk Statistics Apr 1 Apr 11 Apr 22 May 1 Statistics 1 year 3 year 5 year Annualized Return 18.46% 11.63% - Beta 0.99 0.99 - Standard Deviation 11.55% 16.78% - Sharpe Ratio 1.56 0.67 - Treynor Ratio 0.18 0.11 - Sortino Ratio 2.52 1.08 - All return calculations are based off of price only and do not include dividend reinvestment. (c) ETF Global Page 5 of 6
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