AVGIX Performance — VP Disciplined Core Value Fund, Class I
Data updated: 2024-05-29
AVGIX returned +21.64% over one year to Mar 2024. The annualised 3-year return is +5.16%. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $116, against $128 for the category, and to $122 over one year, against $124. Volatility over the past three years was 16.62% a year. In the 12 months to Mar 2024 the fund lost a net $55.4M, and assets reached $354.08M.
AVGIX Growth of $100
What $100 invested in VP Disciplined Core Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | AVGIX | Category average |
|---|---|---|
| 1 year (Apr 2023 – Mar 2024) | $122 | $124 |
| 3 years (Apr 2021 – Mar 2024) | $116 | $128 |
| Since data start (Jul 2019 – Mar 2024) | $157 | $169 |
AVGIX Trailing Returns
Total returns to Mar 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +21.64% |
| 3 years (annualised) | +5.16% |
AVGIX Annual Returns
Calendar-year total returns of VP Disciplined Core Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Mar) | +10.43% |
| 2023 | +8.65% |
| 2022 | −12.74% |
| 2021 | +23.65% |
| 2020 | +11.81% |
| 2019 (Jul–Dec) | +8.79% |
AVGIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +1.4% | +3.9% | +4.8% | — | — | — | — | — | — | — | — | — |
| 2023 | +5.6% | −2.9% | −3.8% | −0.1% | −3.6% | +6.9% | +3.6% | −1.7% | −3.6% | −3.3% | +7.0% | +5.3% |
| 2022 | −3.7% | −0.6% | +3.3% | −6.2% | +1.2% | −9.7% | +4.7% | −2.8% | −8.7% | +10.1% | +6.1% | −5.1% |
| 2021 | −0.9% | +5.8% | +6.1% | +3.2% | +3.1% | −1.7% | +1.4% | +2.9% | −4.7% | +4.6% | −3.0% | +5.4% |
| 2020 | −1.4% | −8.2% | −12.5% | +11.3% | +4.1% | +1.7% | +5.2% | +5.6% | −3.5% | −2.2% | +10.6% | +3.2% |
| 2019 | — | — | — | — | — | — | +1.8% | −3.0% | +2.6% | +1.9% | +3.0% | +2.2% |
AVGIX Risk
Risk measures from monthly returns over Apr 2021 – Mar 2024.
- 3-year volatility (annualised): 16.62%
- 3-year Sharpe ratio: 0.04 (vs 4.5% risk-free rate)
- Best month: +10.14% (Oct 2022)
- Worst month: −9.67% (Jun 2022)
AVGIX Fund Flows
Monthly money in and out of VP Disciplined Core Value Fund, from SEC Form N-PORT.
- 12-month net flow: −$55.4M
- 12-month gross sales (incl. reinvestments): $19.4M
- Sales ÷ redemptions: 0.26×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2024 | $2.2M | $4.7M | −$2.5M |
| Feb 2024 | $704K | $4.4M | −$3.7M |
| Jan 2024 | $1.3M | $4.9M | −$3.5M |
| Dec 2023 | $2.1M | $6.1M | −$4.0M |
| Nov 2023 | $1.2M | $3.4M | −$2.2M |
| Oct 2023 | $679K | $4.2M | −$3.6M |
| Sep 2023 | $2.0M | $5.3M | −$3.3M |
| Aug 2023 | $2.5M | $4.5M | −$1.9M |
| Jul 2023 | $1.3M | $5.6M | −$4.3M |
| Jun 2023 | $2.2M | $23.0M | −$20.8M |
| May 2023 | $1.8M | $4.8M | −$3.1M |
| Apr 2023 | $1.4M | $3.9M | −$2.5M |
AVGIX Assets Under Management
Net assets of VP Disciplined Core Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-03-31 | $354.08M |
| 2023-12-31 | $331.14M |
| 2023-09-30 | $314.79M |
| 2023-06-30 | $331.14M |
| 2023-03-31 | $349.27M |
| 2022-12-31 | $360.77M |
| 2022-09-30 | $333.80M |
| 2022-06-30 | $365.23M |
| 2022-03-31 | $436.71M |
| 2021-12-31 | $451.06M |
| 2021-09-30 | $429.68M |
| 2021-06-30 | $444.13M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.