FTSE Social Index Fund Investor Shares (VFTSX)

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Indexed to FTSE 4Good US Select Index

  Fact sheet (12/31/2013)

Summary of this fund

Vanguard FTSE Social Index Fund seeks to track the performance of a benchmark index that measures the investment return of large- and mid-capitalization stocks.

Investment approach

  • Seeks to track the performance of the FTSE4Good US Select Index.
  • Large- and mid-cap stocks.
  • Index screens for certain social and environmental criteria, leading to a growth orientation.
  • Passively managed, full-replication approach.
  • Fund remains fully invested.
  • Low expenses minimize net tracking error.

PRICE AND DISTRIBUTIONS

Price and distributions

as of 04/17/2014

NAV

The market value of a mutual fund's total assets, minus liabilities, divided by the number of shares outstanding. The value of a single share is called its share value or share price.

Change $/%
$11.76
$0.01 positive change   0.09%
SEC yield

A non-money market fund's SEC yield is based on a formula mandated by the Securities and Exchange Commission (SEC) that calculates a fund's hypothetical annualized income, as a percentage of its assets. A security's income, for the purposes of this calculation, is based on the current market yield to maturity (in the case of bonds) or projected dividend yield (for stocks) of the fund's holdings over a trailing 30 day period. This hypothetical income will differ (at times, significantly) from the fund's actual experience; as a result, income distributions from the fund may be higher or lower than implied by the SEC yield.



The SEC yield for a money market fund is calculated by annualizing its daily income distributions for the previous seven days.

1.57% B

BASED ON HOLDINGS' YIELD TO MATURITY/DIVIDEND FOR LAST 30 DAYS OF PRIOR MONTH

Dividend yield

The annual rate of return on a share of stock, determined by dividing the annual dividend by its current share price. In a stock mutual fund, this figure represents the average dividend yield of the stocks held by the fund.

1.77%

KEY FUND FACTS

Key fund facts

Expense ratio
0.28% as of 12/23/2013
Lipper peer average
expense ratio
1.22% as of 12/31/2013
Designation
Domestic Large Growth
Inception on
05/31/2000
Total net assets

This represents the total net assets for all share classes of Vanguard's U.S. funds that share the same investment strategy, management and holdings, but does not include any collective trusts sharing the same investment mandate.

$1.1 billion as of 03/31/2014
Net assets for
VFTSX
 
$703.9 million as of 03/31/2014
Holdings 
370 as of 03/31/2014
Management style
Index
Benchmark
FTSE 4Good US Select Index
Turnover rate 
 29.30%(Fiscal year-end  08/31/2013)

Fees and minimums

Fees and minimums

Purchase fee:

A fee charged by some mutual funds when an investor buys shares. This fee is not a sales charge or load because it is paid directly to the fund to offset the costs of trading certain securities.

None
Redemption fee:

A fee charged by some mutual funds when an investor sells shares. A redemption fee differs from a back-end load because the money is paid back into the fund. Many funds charge redemption fees only when shares are bought and then sold within a specific period of time, generally in an effort to discourage market-timing and short-term trading. Some brokers also charge their clients redemption fees for the sale of securities.

None
Minimum investment:
$3,000

ETF Knowledge Center™   

STYLEBOX

Stylebox

Stock
Index of large- and mid-cap companies screened for certain social criteria.



Expected range
Central tendency

About our styleboxes  

Objective

Vanguard FTSE Social Index Fund seeks to track the performance of a benchmark index that measures the investment return of large- and mid-capitalization stocks.

Investment approach

  • Seeks to track the performance of the FTSE4Good US Select Index.
  • Large- and mid-cap stocks.
  • Index screens for certain social and environmental criteria, leading to a growth orientation.
  • Passively managed, full-replication approach.
  • Fund remains fully invested.
  • Low expenses minimize net tracking error.

Total returns

as of 03/31/2014

View as:

as of 03/31/2014

View as:
30%
25
20
15
10
5
0%
 
 
 
 
 
  YTD 1 year 5 year 10 year Since inception

05/31/2000

NAV
2.76% 25.56% 23.09% 6.07% 2.51%
Benchmark

Spliced Social Index

**
2.79% 25.88% 23.37% 6.28%

Note: Fee adjusted for mutual funds where applicable.

* The fund held a subscription period from May 8, 2000 (the effective date of the fund) to May 31, 2000, during which time all assets were held directly or indirectly in money market instruments. Performance measurement began May 31, 2000.

** Calvert Social Index through December 16, 2005; FTSE4Good US Select Index thereafter.

The performance data shown represent past performance, which is not a guarantee of future results. Investment returns and principal value will fluctuate, so investors' shares, when sold, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data cited.


Sector weightings as of 03/31/2014

as of 03/31/2014
  Sector  VFTSX Benchmark

FTSE 4Good US Select Index

+/- Weight
Financials 27.8% 27.8% 0.0%
Health Care 21.1% 21.1% 0.0%
Technology 14.9% 14.9% 0.0%
Consumer Goods 12.2% 12.2% 0.0%
Consumer Services 10.2% 10.2% 0.0%
Industrials 6.5% 6.5% 0.0%
Oil & Gas 3.8% 3.8% 0.0%
Basic Materials 1.9% 1.9% 0.0%
Utilities 1.4% 1.4% 0.0%
Telecommunications 0.2% 0.2% 0.0%
Other 0.0% 0.0% 0.0%
0%
30%
Total 100.0% 100.0%

Sector categories are based on the Industry Classification Benchmark system.

Top 10 holdings as of 03/31/2014

 as of 03/31/2014
Rank Holding
1 Google Inc.
2 Johnson & Johnson
3 Wells Fargo & Co.
4 JPMorgan Chase & Co.
5 Procter & Gamble Co.
6 Pfizer Inc.
7 Bank of America Corp.
8 Merck & Co. Inc.
9 Citigroup Inc.
10 Oracle Corp.
Top 10 equals 22.6% of net assets

Portfolio holdings may exclude any temporary cash investments and equity index products.

Holdings policy for this fund  

Fundamentals

Stockas of 03/31/2014 VFTSX Benchmark

FTSE 4Good US Select Index

Number of stocks 370 370
Median market cap $52.3 billion $52.3 billion
P/E ratio 19.9x 19.9x
P/B ratio 2.4x 2.4x
Turnover rate 29.3% Fiscal year end 8/2013 N/A

Risk and volatility as of 03/31/2014

as of 03/31/2014
  VFTSX Benchmark

Spliced Social Index

R-squared N/A 1.00
Beta N/A 1.00
Alpha – 0.02 N/A
Standard deviation 13.01% 13.01%
Sharpe ratio 1.25 1.27

Risk and volatility are based on the share class with the earliest inception date.

Risk measures are calculated from trailing 36-month fund returns relative to the associated benchmarks.

An investment in the fund could lose money over short or even long periods. You should expect the fund’s share price and total return to fluctuate within a wide range, like the fluctuations of the overall stock market. The fund’s performance could be hurt by:

  • Stock market risk: The chance that stock prices overall will decline. Stock markets tend to move in cycles, with periods of rising stock prices and periods of falling stock prices. The fund’s target index may, at times, become focused in stocks of a particular sector, category, or group of companies. Because the fund seeks to track its target index, the fund may underperform the overall stock market.
  • Investment style risk: The chance that the stocks selected for the FTSE4Good US Select Index will, in the aggregate, trail returns from other mutual funds screened with similar criteria, from other asset classes, or from the overall stock market. Historically, mid-cap stocks have been more volatile in price than the large-cap stocks that dominate the overall market, and they often perform quite differently.



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