Performance Monitoring Report

Transcription

1 Performance Monitoring Report Third Quarter 2018 ABC Company 401(k) and Profit Sharing Plan (Demo Only) An Index Fund Advisors, Inc. Quarterly Fiduciary Report on the Performance of Peer Groups and Their Comprised Funds.

2 Summary # Fund Name Peer Group Score PCTL Expense PB Turnover Sharpe (3 yr) Sharpe (5 yr) Sharpe (10 yr) 1 DFA Emerging Markets (DFEMX) US Fund Diversified Emerging Mkts % 0.48% % DFA Emerging Markets Small Cap (DEMSX) US Fund Diversified Emerging Mkts % 0.73% % DFA Emerging Markets Value (DFEVX) US Fund Diversified Emerging Mkts % 0.57% % DFA International Small Cap Value (DISVX) US Fund Foreign Small/Mid Value % 0.68% % DFA International Small Company (DFISX) US Fund Foreign Small/Mid Blend % 0.53% 1.48 N/A DFA International Value (DFIVX) US Fund Foreign Large Value % 0.43% % DFA Intl Real Estate Securities (DFITX) US Fund Global Real Estate % 0.28% % DFA Real Estate Portfolio (DFREX) US Fund Real Estate % 0.18% % DFA U.S. Large Cap Value (DFLVX) US Fund Large Value % 0.27% % DFA U.S. Micro Cap (DFSCX) US Fund Small Blend % 0.52% % DFA U.S. Small Cap Value (DFSVX) US Fund Small Value % 0.52% % DFA US Vector Equity Portfolio (DFVEX) US Fund Mid-Cap Value % 0.32% % Dimensional 2005 Target Dt Rtr Inc Instl (DRIMX) US Fund Target-Date % 0.19% 2.28 N/A N/A N/A N/A 14 Dimensional 2010 Target Dt Rtr Inc Instl (DRIBX) US Fund Target-Date % 0.2% 2.28 N/A N/A N/A N/A 15 Dimensional 2015 Target Dt Rtr Inc Instl (DRIQX) US Fund Target-Date % 0.2% 2.28 N/A N/A N/A N/A 16 Dimensional 2020 Target Dt Rtr Inc Instl (DRIRX) US Fund Target-Date % 0.22% 2.28 N/A N/A N/A N/A 17 Dimensional 2025 Target Dt Rtr Inc Instl (DRIUX) US Fund Target-Date % 0.23% 2.28 N/A N/A N/A N/A 18 Dimensional 2030 Target Dt Rtr Inc Instl (DRIWX) US Fund Target-Date % 0.25% 2.28 N/A N/A N/A N/A 19 Dimensional 2035 Target Dt Rtr Inc Instl (DRIGX) US Fund Target-Date % 0.26% 2.28 N/A N/A N/A N/A 20 Dimensional 2040 Target Dt Rtr Inc Instl (DRIHX) US Fund Target-Date % 0.27% 2.28 N/A N/A N/A N/A 21 Dimensional 2045 Target Dt Rtr Inc Instl (DRIIX) US Fund Target-Date % 0.26% 2.28 N/A N/A N/A N/A 22 Dimensional 2050 Target Dt Rtr Inc Instl (DRIJX) US Fund Target-Date % 0.27% 2.28 N/A N/A N/A N/A 23 Dimensional 2055 Target Dt Rtr Inc Instl (DRIKX) US Fund Target-Date % 0.27% 2.28 N/A N/A N/A N/A 24 Dimensional 2060 Target Dt Rtr Inc Instl (DRILX) S&P 500 TR USD % 0.27% 2.28 N/A N/A N/A N/A 25 Vanguard Emerging Market Index (VEMIX) US Fund Diversified Emerging Mkts % 0.32% % Vanguard Total International Stock Index Investor Shares (VGSTX) US Fund Foreign Large Blend % 0.17% % Vanguard Total Intl Stock Index Admiral (VTIAX) US Fund Foreign Large Blend % 0.11% % Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) US Fund Large Blend % 0.14% % Vanguard Total Stock Mkt Idx Adm (VTSAX) US Fund Large Blend % 0.04% % Schwab S&P 500 Index (SWPPX) US Fund Large Blend % 0.03% %

3 *Note: N/A values indicate insufficient data

4 Summary # Fund Name Peer Group Score Percentile Expense Credit Rating Avg. Credit Duration Standard Deviation (3 yr) Standard Deviation (5 yr) Standard Deviation (10 yr) 1 DFA Five Year Global Fixed Income (DFGBX) US Fund World Bond % 0.27% AA 3.79 yrs. 1.76% 1.92% 2.28% 2 DFA Intermediate-Term Extnd Qlty Instl (DFTEX) US Fund Corporate Bond % 0.22% A 6.88 yrs. 3.74% 4.07% N/A 3 DFA One Yr Fixed Income (DFIHX) US Fund Ultrashort Bond % 0.17% AA 0.90 yrs. 0.38% 0.35% 0.58% 4 DFA Short-Term Government (DFFGX) US Fund Short Government % 0.19% AAA 2.77 yrs. 1.39% 1.31% 1.94% 5 DFA Two Year Global Fixed Income (DFGFX) US Fund World Bond % 0.17% AA 1.53 yrs. 0.49% 0.44% 0.60% 6 Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) US Fund Inflation-Protected Bond % 0.2% AAA 7.7 yrs. 3.08% 3.66% 5.90% 7 Vanguard Short-Term Federal Adm (VSGDX) US Fund Short Government % 0.1% AA 2.17 yrs. 1.07% 0.99% 1.44% 8 Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) US Fund Intermediate-Term Bond % 0.15% AA 6.07 yrs. 2.78% 2.82% 3.33% 9 Vanguard Total Bond Market Index Adm (VBTLX) US Fund Intermediate-Term Bond % 0.05% AA 6.07 yrs. 2.78% 2.82% 3.33%

5 Introduction Monitoring vs Selection Scoring System

6 Equity Scoring Table Factor Weight Prospectus Net Expense P/B Turnover Average Market Cap # of Holdings % of Assets in Top 10 Holdings Sharpe 10 Years Sharpe 5 Years Sharpe 3 Years Fixed Income Scoring Table Factor Weight Avg. Effective Duration Prospectus Net Expense 3 Year Annualized St. Dev. 5 Year Annualized St. Dev. 10 Year Annualized St. Dev. Summary

7 Sharpe : Prospectus Net Expense : P/B : Turnover : Average Market Cap: # of Holdings: % Asset in Top 10 Holdings: Average Effective Duration: Standard Deviation: