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Vanguard S&P Mid-Cap 400 Value Index Fund

The fund employs an indexing investment approach designed to track the performance of the S&P MidCap 400® Value Index, which represents the value companies, as determined by the index sponsor, of the S&P MidCap 400 Index. The Advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.

Price & daily flows

SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1Y SHOWN

$923Massets under management
0.15%expense ratio · $15 per $10,000 a year
net flow, trailing month
13Kavg daily volume, 30 days
295holdings · US-domiciled
2010listed September 6, 2010 · beta 0.79
The book at a glance
USFD+1.1%RS+2.0%SNX-0.3%PR-0.5%OVV+0.2%JLL+0.8%WCC+3.3%NLY-0.6%PFGC+1.0%RGA+0.2%ARMK+0.7%PNFP+0.3%ILMN+2.9%DINO+5.0%TOL+1.4%BWA+4.6%AA+2.6%CCK+2.0%ENTG-0.7%UNM+0.9%SN+0.4%BJ+5.6%ALLY+1.5%FNF-0.3%OC+0.6%FHN-0.2%KNX+3.2%WTRG-0.6%AR+0.7%RRX+0.2%WSO-0.8%AMH-0.1%ARW+2.0%CNH+8.4%DAR-3.1%SSB+1.0%MOH+1.7%UMBF-0.5%WTFC+0.0%ZION+0.4%

CELL SIZE IS PORTFOLIO WEIGHT · COLOR IS TODAY’S MOVE · TOP 40 POSITIONS

HoldingsDownload CSV
#HoldingWeightPriceDay52-wk
1USFDUS FOODS HOLDING1.27%$109.62+1.1%
2RSRELIANCE STEEL & ALUMINUM1.19%$387.89+2.0%
3SNXTD SYNNEX1.10%$250.14-0.3%
4PRPERMIAN RESOURCES0.96%$23.75-0.5%
5OVVOVINTIV0.99%$66.82+0.2%
6JLLJONES LANG LASALLE0.95%$387.37+0.8%
7WCCWESCO INTERNATIONAL0.96%$349.14+3.3%
8NLYANNALY CAPITAL MANAGEMENT0.96%$23.16-0.6%
9PFGCPERFORMANCE FOOD GROUP1.03%$104.98+1.0%
10RGAREINSURANCE GROUP OF AMERICA0.89%$243.13+0.2%
11ARMKARAMARK0.86%$59.77+0.7%
12PNFPPINNACLE FINANCIAL PARTNERS0.91%$102.26+0.3%
13ILMNILLUMINA0.82%$219.40+2.9%
14DINOHF SINCLAIR0.80%$97.32+5.0%
15TOLTOLL BROTHERS0.79%$147.09+1.4%

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Sector weights
Finance35.03%
Financial Services23.49%
Financials22.54%
Consumer Discretionary18.29%
Industrials13.34%
Consumer Cyclical12.29%
Real Estate11.43%
Healthcare9.81%
Information Technology9.61%
Technology9.28%
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Country weights
United States99.22%
Bermuda1.34%
Ireland0.91%
Other0.8%
India0.42%
Sweden0.25%
United Kingdom0.11%
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Performance
1 week
1 month
3 months
6 months
YTD
1 year
3 years

PRICE RETURN, DISTRIBUTIONS NOT REINVESTED

Net flows
1 week
1 month
3 months
YTD
1 year

CREATION/REDEMPTION DOLLARS, DAILY RECORDS

The risk read
realized volatility, 30 days (annualized)
realized volatility, 1 year
deepest fall from a peak, 1 year
where it sits vs. that peak today

The top holding is 1.3% of the book; the top ten carry 10%. Spread across 250+ names, it behaves like roughly 189 equally-weighted positions.

VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK

Options tape
calls today
puts today
put/call ratio
8Kshares traded
Most-traded holdings, options premiumBullishBearish
MP MP MATERIALS$9M$7M
CG CARLYLE GROUP$284,677$11M
GME GAMESTOP$3M$5M
NTNX NUTANIX$5M$3M
CLF CLEVELAND-CLIFFS$4M$3M

TODAY’S OPTIONS PREMIUM IN THE FUND’S UNDERLYING NAMES

The case against IVOV

Due diligence cuts both ways. These funds sit on the same shelf and beat IVOV on at least one dimension that matters — the fee, the asset base, or where the money is going.

FundFeeAssetsFlow, 1MThe case
IJH iShares Core S&P Mid-Cap ETF0.05%$128.4B+$547M-10bp on fee · 139× the assets · +$547M in over the monthHead-to-head
IUSG iShares Core S&P U.S. Growth ETF0.04%$33.8B+$668M-11bp on fee · 37× the assets · +$668M in over the monthHead-to-head
IUSV iShares Core S&P U.S. Value ETF0.04%$28.1B+$103M-11bp on fee · 30× the assets · +$103M in over the monthHead-to-head
ILCG iShares Morningstar Growth ETF0.04%$3.3B+$7M-11bp on fee · 4× the assets · +$7M in over the monthHead-to-head
IMCB iShares Morningstar Mid-Cap ETF0.04%$1.7B+$15M-11bp on fee · 2× the assets · +$15M in over the monthHead-to-head
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InstrumentsHarvest substitutesTrade cost at $1MClient tearsheetStress this fund
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