Returns Of Largest U.S. Index Mutual Funds

Journal of Indexes: Correlation

November / December 2007

Global Index Data Largest U.S. Index Mutual Funds
Sorted By Total Net Assets In $US Millions

		$US Millions		Total Return %			Annualized Return %
Name	Ticker	Net Assets	Exp Ratio	3 Mo	YTD	2006	3-Yr	5-Yr	10-Yr	15-Yr	Mkt Cap	P/E	Std Dev	Yield
Vanguard 500 Index	VFINX	67,174.1	0.18	-3.28	5.13	15.64	12.03	11.86	6.67	10.82	55204	17.1	7.35	1.68
Vanguard 500 Idx Adm	VFIAX	49,784.2	0.09	-3.26	5.19	15.75	12.12	11.95	6.72	10.86	55204	17.1	7.35	1.76
Vanguard Tot Stk	VTSMX	46,936.8	0.19	-3.65	5.31	15.51	13.10	13.06	6.99	10.89	29353	17.5	7.93	1.55
Vanguard Inst Idx	VINIX	45,295.2	0.05	-3.27	5.19	15.79	12.15	11.99	6.79	10.96	55200	17.1	7.35	1.76
Vanguard Tot Stk Adm	VTSAX	30,605.5	0.09	-3.62	5.38	15.63	13.22	13.15	7.04	10.93	29353	17.5	7.94	1.64
Vanguard Total Bd Idx	VBMFX	27,384.7	0.20	1.80	2.99	4.27	3.60	4.19	5.77	6.12			2.83	5.01
Vanguard Total Intl Stk	VGTSX	25,775.5	0.00	-1.17	9.96	26.64	24.20	21.06	8.41		30267	15.5	9.82	2.07
Vanguard Inst Idx InstPl	VIIIX	24,568.1	0.03	-3.26	5.22	15.81	12.19	12.02	6.83	10.98	55200	17.1	7.35	1.78
Vanguard Eur Stk Idx	VEURX	23,352.8	0.27	-3.22	9.24	33.42	24.26	20.76	10.18	11.98	45669	14.2	9.66	2.35
Fidelity Spar US EqIx	FUSEX	23,107.8	0.10	-3.29	5.16	15.72	12.09	11.89	6.61	10.74	55913	17.4	7.34	1.76
Vanguard Tot Stk Inst	VITSX	13,494.7	0.06	-3.62	5.37	15.69	13.24	13.19	7.10	10.98	29353	17.5	7.93	1.67
Vanguard Total Bd Idx Ad	VBTLX	11,001.4	0.11	1.82	3.05	4.36	3.69	4.27	5.81	6.15			2.83	5.1
Vanguard Em Mkt Idx	VEIEX	10,830.5	0.45	7.96	21.84	29.39	37.69	32.48	11.88		14444	16.1	16.77	1.34
Vanguard Pac Stk Idx	VPACX	10,183.9	0.32	-2.33	4.34	11.99	17.58	16.72	4.05	4.48	19352	18.7	10.68	2.06
T. Rowe Price Eq Idx 500	PREIX	9,473.1	0.35	-3.34	4.98	15.41	11.82	11.66	6.45	10.58	55043	17.1	7.35	1.59
Fidelity Spar 500 Adv	FSMAX	9,372.3	0.07	-3.27	5.19	15.75	12.12	11.91	6.62	10.71	54196	17.1	7.35	1.61
Vanguard Total Bd Idx In	VBTIX	8,782.6	0.07	1.83	3.07	4.40	3.73	4.32	5.89	6.22			2.83	5.14
Dimensional Intl SmCpVal	DISVX	8,642.4	0.75	1.22	13.67	28.39	30.20	30.96	14.45		944	14.1	10.01	2.16
Vanguard Mid Cap Idx	VIMSX	8,500.5	0.22	-5.59	6.75	13.60	18.08	16.73			6970	19.1	10.42	1.19
Fidelity Spar 500 Idx	FSMKX	8,224.6	0.10	-3.28	5.16	15.71	12.09	11.89	6.62	10.71	54196	17.1	7.35	1.58
Vanguard Tot Stk InstPls	VITPX	7,814.8	0.03	-3.62	5.42	15.76	13.31	13.31			29380	17.5	7.95	1.57
Dimensional US LgCpVal	DFLVX	7,704.5	0.30	-3.95	2.14	20.18	16.07	15.58	9.49		18911	13.6	9.64	1.36
Fidelity U.S. Bond Index	FBIDX	7,625.3	0.32	0.98	2.32	4.33	3.42	4.33	5.99	6.27			2.66	4.82
Vanguard Gr Idx	VIGRX	6,916.8	0.22	-1.14	8.01	9.01	11.11	9.89	5.57		37852	21.6	8.22	0.78
Vanguard Inst Tot Bd Idx	VITBX	6,901.5	0.05	1.80	3.05	4.30	3.68	4.29					2.82	5.11
Vanguard 500 Index Signal	VIFSX	6,887.0	0.09	-3.27	5.19	15.66	12.05	11.87	6.68	10.83	55204	17.1	7.35
Dimensional EmergMrktsVal	DFEVX	6,800.0	0.70	15.89	34.41	37.93	48.63	41.82			3269	11.4	16.77	1.63
Vanguard SmCp Idx	NAESX	6,777.5	0.23	-6.02	4.28	15.66	15.42	17.36	8.48	12.24	1699	19.7	12.18	1.06
Fidelity Spar US Eq Adv	FUSVX	6,367.7	0.07	-3.27	5.20	15.75	12.12	11.91	6.61	10.74	55913	17.4	7.35	1.79
Fidelity 100 Index	FOHIX	6,094.9	0.00	-1.66							118647	16.6
Name	Ticker	Net Assets	Exp Ratio	3 Mo	YTD	2006	3-Yr	5-Yr	10-Yr	15-Yr	Mkt Cap	P/E	Std Dev	Yield
		$US Millions		Total Return %			Annualized Return %

* Source: Morningstar (funds) and Standard & Poor's (SPIVA). Data for index funds as of August 30, 2007. Data for SPIVA as of June 30, 2007. ER is expense ratio. YTD is year-to-date. Mkt Cap is geometric average market cap in $US millions. Std Dev is 3-year standard deviation. Yield is 12-month yield. SPIVA index outperformance is based on equal-weighted fund counts.

Journal of Indexes: Correlation

Discussion