VANGUARD DIVERSIFIED EQUITY FUND INVESTOR SHARES

Alpha 1 Year-1.55 Alpha 10 Years-0.79 Alpha 15 Years-0.90 Alpha 3 Years-2.35 Alpha 5 Years-0.72 Average Gain 1 Year4.15 Average Gain 10 Years3.54 Average Gain 15 Years3.61 Average Gain 3 Years4.37 Average Gain 5 Years4.57 Average Loss 1 Year-3.77 Average Loss 10 Years-4.20 Average Loss 15 Years-3.93 Average Loss 3 Years-4.82 Average Loss 5 Years-4.68 Batting Average 1 Year25.00 Batting Average 10 Years49.17 Batting Average 15 Years50.00 Batting Average 3 Years30.56 Batting Average 5 Years45.00 Beta 1 Year1.05 Beta 10 Years1.04 Beta 15 Years1.05 Beta 3 Years1.03 Beta 5 Years1.04 Capture Ratio Down 1 Year108.92 Capture Ratio Down 10 Years104.82 Capture Ratio Down 15 Years105.88 Capture Ratio Down 3 Years107.08 Capture Ratio Down 5 Years103.94 Capture Ratio Up 1 Year97.86 Capture Ratio Up 10 Years101.03 Capture Ratio Up 15 Years101.64 Capture Ratio Up 3 Years96.78 Capture Ratio Up 5 Years100.90 Correlation 1 Year99.67 Correlation 10 Years99.38 Correlation 15 Years99.41 Correlation 3 Years99.40 Correlation 5 Years99.37 High 1 Year51.18 Information Ratio 1 Year-1.47 Information Ratio 10 Years-0.28 Information Ratio 15 Years-0.26 Information Ratio 3 Years-1.38 Information Ratio 5 Years-0.25 Low 1 Year38.71 Maximum Loss 1 Year-10.22 Maximum Loss 10 Years-27.23 Maximum Loss 15 Years-27.23 Maximum Loss 3 Years-27.23 Maximum Loss 5 Years-27.23 Performance Current Year13.47 Performance since Inception511.71 Risk adjusted Return 10 Years6.91 Risk adjusted Return 3 Years-1.60 Risk adjusted Return 5 Years7.01 Risk adjusted Return Since Inception5.24 R-Squared (R²) 1 Year99.34 R-Squared (R²) 10 Years98.75 R-Squared (R²) 15 Years98.82 R-Squared (R²) 3 Years98.80 R-Squared (R²) 5 Years98.74 Sortino Ratio 1 Year2.30 Sortino Ratio 10 Years1.02 Sortino Ratio 15 Years1.34 Sortino Ratio 3 Years0.31 Sortino Ratio 5 Years1.09 Tracking Error 1 Year1.62 Tracking Error 10 Years1.99 Tracking Error 15 Years1.90 Tracking Error 3 Years2.05 Tracking Error 5 Years2.39 Trailing Performance 1 Month1.38 Trailing Performance 1 Week2.15 Trailing Performance 1 Year18.73 Trailing Performance 10 Years213.39 Trailing Performance 2 Years34.90 Trailing Performance 3 Months8.06 Trailing Performance 3 Years16.95 Trailing Performance 4 Years65.96 Trailing Performance 5 Years90.68 Trailing Performance 6 Months12.47 Trailing Return 1 Month1.38 Trailing Return 1 Year18.73 Trailing Return 10 Years12.10 Trailing Return 15 Years13.67 Trailing Return 2 Months3.96 Trailing Return 2 Years16.15 Trailing Return 3 Months8.06 Trailing Return 3 Years5.36 Trailing Return 4 Years13.50 Trailing Return 5 Years13.78 Trailing Return 6 Months12.47 Trailing Return 6 Years12.49 Trailing Return 7 Years13.21 Trailing Return 8 Years13.63 Trailing Return 9 Months32.24 Trailing Return 9 Years12.05 Trailing Return Since Inception9.92 Trailing Return YTD - Year to Date13.47 Treynor Ratio 1 Year20.28 Treynor Ratio 10 Years9.71 Treynor Ratio 15 Years12.31 Treynor Ratio 3 Years2.22 Treynor Ratio 5 Years12.03

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