Benchmark Morningstar Category
Moderate Allocation

Asset Allocation

 

VSMGX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 07/31/2015
Cash 2.38 0.00 2.38 1.09 4.74
US Stock 37.89 0.00 37.89 49.61 45.45
Non US Stock 21.13 0.00 21.13 26.07 13.60
Bond 37.63 0.01 37.64 20.26 32.78
Other 0.97 0.00 0.97 2.97 3.42
 

Style Details

 

VSMGX

Avg Market Cap USD
31,523 Mil
 
Benchmark Market Cap USD
22,930 Mil
 
Category Avg Market Cap USD
46,203 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 43.64 36.97 51.47
Large 30.41 26.01 25.35
Medium 18.43 24.98 17.54
Small 5.70 11.53 4.61
Micro 1.82 0.51 1.04
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 07/31/2015
*Forward-looking based on historical data
Style and Market Cap Breakdown and Value and Growth Measures are calculated only using the long position holdings of the portfolio.
Price/Prospective Earnings* 17.36 17.19 18.16
Price/Book* 2.05 1.93 2.26
Price/Sales* 1.34 1.25 1.52
Price/Cash Flow* 7.89 7.51 9.06
Dividend Yield %* 2.45 2.49 2.30
Long-Term Earnings % 10.12 9.78 9.83
Historical Earnings % -29.11 -51.86 -13.00
Sales Growth % -6.67 -36.95 1.37
Cash-Flow Growth % -4.88 -47.91 2.19
Book-Value Growth % 2.42 -21.12 -1.65
 
Ownership Zone
Weighted Average of holdings

75% of fund's stock holdings
 
Holdings Style
Portfolio Weight%
> 50% 25–50% 10–25% 0–10%
Investment Style History
Year Style % Equity
*As of 07/31/2015
Style Box Detail calculations do not include the fund's short positions (if any).
2015* 59.02
2014 59.11
2013 59.63
2012 60.22
2011 59.02
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 06/30/2015
2015 37.63
2014 37.79
2013 37.49
2012 36.25
2011 37.45
 
Bond Statistics
Detail Value
As of 06/30/2015, *As of 07/31/2015
Average Effective Duration (Years)* 6.13
Average Effective Maturity (Years)* 8.18
Average Credit Quality AA
Average Weighted Coupon* 3.07
Average Weighted Price* 100.83
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 56.36 45.71 42.35
AA 10.48 21.01 9.77
A 18.01 18.82 15.87
BBB 15.14 13.70 15.81
BB 0.00 0.15 6.21
B 0.00 0.00 5.23
Below B 0.00 0.03 1.35
Not Rated 0.00 0.59 3.42
As of 06/30/2015
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

VSMGX

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 5.22 5.16 4.05
Consumer Cyclical 11.93 12.13 12.55
Financial Services 17.27 18.31 16.81
Real Estate 3.69 4.86 2.93
Sensitive
Communication Services 4.18 3.72 3.81
Energy 6.96 6.23 7.28
Industrials 11.55 11.92 11.73
Technology 14.29 13.08 14.42
Defensive
Consumer Defensive 8.73 8.71 8.12
Healthcare 13.21 11.95 15.50
Utilities 2.97 3.93 2.80
As of 07/31/2015
Sector data is calculated only using the long position holdings of the portfolio.
Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 53.65 69.84 25.13
Government 48.61 68.45 20.12
Government-Related 5.04 1.39 5.01
       
Corporate 21.26 24.78 32.72
       
Securitized 18.42 0.26 20.08
Agency Mortgage-Backed 15.42 0.02 13.21
Non-Agency Residential MBS 0.45 0.03 1.30
Commercial MBS 1.76 0.20 2.55
Asset-Backed 0.57 0.00 3.01
Covered Bond 0.23 0.00 0.01
       
Municipal 0.61 0.00 1.03
       
Cash & Equivalents 6.06 5.12 19.02
       
Other 0.00 0.00 2.02
As of 07/31/2015
Sector data is calculated only using the rescaled long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% 0.06 0.07 2.72
0% to 4% 72.11 80.36 63.70
4% to 6% 21.45 15.38 21.30
6% to 8% 5.41 3.00 10.05
8% to 10% 0.86 1.15 1.93
10% to 12% 0.09 0.05 0.25
More than 12% 0.02 0.00 0.06
As of 07/31/2015
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

VSMGX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 65.09 75.44 89.09
Japan 6.51 5.73 0.29
France 3.56 2.33 0.61
United Kingdom 3.25 3.77 1.42
Germany 2.91 1.36 0.33
Canada 2.79 1.16 1.38
Italy 2.35 1.71 0.15
Supranational 2.08 0.01 0.31
Netherlands 1.70 1.63 0.91
Spain 1.56 1.03 0.11
As of 07/31/2015
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

VSMGX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 22.20 20.58 20.94
3 to 5 Years 18.86 32.41 14.98
5 to 7 Years 11.61 31.27 13.98
7 to 10 Years 12.80 6.16 14.09
10 to 15 Years 5.37 2.59 4.19
15 to 20 Years 5.27 1.78 2.43
20 to 30 Years 20.87 4.58 22.52
Over 30 Years 3.02 0.64 6.87
As of 07/31/2015
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World Regions

 

VSMGX

% Stocks Benchmark Category Avg
As of 07/31/2015
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 67.65 68.69 78.43
North America 66.64 67.59 78.04
Latin America 1.01 1.11 0.39
Greater Europe 17.92 17.12 14.27
United Kingdom 5.28 4.73 4.67
Europe Developed 11.40 10.92 8.97
Europe Emerging 0.39 0.53 0.15
Africa/Middle East 0.84 0.94 0.47
Greater Asia 14.43 14.19 7.31
Japan 6.27 6.09 3.44
Australasia 1.80 1.48 0.72
Asia Developed 3.05 3.28 1.52
Asia Emerging 3.31 3.35 1.62
Market Classification
% Developed Markets 94.71 94.43 97.67
% Emerging Markets 5.29 5.57 2.33
 
Greater Asia Americas Greater Europe

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