C000012151 Performance — Total Bond Market Index Portfolio
Data updated: 2026-08-28
C000012151 returned +0.65% year to date and +3.52% over one year to Jun 2026. Annualised returns are +4.02% over 3 years and −0.05% over 5 years. The fund trailed its Intermediate Core Bond category average: $100 invested three years ago grew to $113, against $115 for the category, and to $104 over one year, against $104. Volatility over the past three years was 5.46% a year. In the 12 months to Jun 2026 the fund took in a net $665.5M, and assets reached $5.48B.
C000012151 Growth of $100
What $100 invested in Total Bond Market Index Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Core Bond category average over the same months.
| Period | C000012151 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $104 | $104 |
| 3 years (Jul 2023 – Jun 2026) | $113 | $115 |
| 5 years (Jul 2021 – Jun 2026) | $100 | $102 |
| Since data start (Jul 2019 – Jun 2026) | $108 | $112 |
C000012151 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.65% |
| 1 year | +3.52% |
| 3 years (annualised) | +4.02% |
| 5 years (annualised) | −0.05% |
C000012151 Annual Returns
Calendar-year total returns of Total Bond Market Index Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +0.65% |
| 2025 | +6.94% |
| 2024 | +1.24% |
| 2023 | +5.58% |
| 2022 | −13.21% |
| 2021 | −1.72% |
| 2020 | +7.58% |
| 2019 (Jul–Dec) | +2.43% |
C000012151 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.2% | +1.6% | −1.8% | +0.2% | +0.3% | +0.2% | — | — | — | — | — | — |
| 2025 | +0.5% | +2.2% | 0.0% | +0.4% | −0.7% | +1.5% | −0.3% | +1.1% | +1.0% | +0.7% | +0.6% | −0.3% |
| 2024 | −0.3% | −1.3% | +0.8% | −2.4% | +1.7% | +0.9% | +2.3% | +1.3% | +1.4% | −2.5% | +1.0% | −1.6% |
| 2023 | +3.2% | −2.6% | +2.6% | +0.6% | −1.1% | −0.4% | −0.1% | −0.6% | −2.5% | −1.5% | +4.5% | +3.7% |
| 2022 | −2.1% | −1.2% | −2.8% | −3.8% | +0.6% | −1.6% | +2.3% | −2.7% | −4.2% | −1.4% | +3.7% | −0.6% |
| 2021 | −0.8% | −1.5% | −1.3% | +0.9% | +0.2% | +0.8% | +1.1% | −0.2% | −0.9% | 0.0% | +0.3% | −0.4% |
| 2020 | +2.1% | +1.8% | −0.7% | +1.7% | +0.5% | +0.7% | +1.6% | −1.0% | +0.1% | −0.5% | +1.1% | +0.1% |
| 2019 | — | — | — | — | — | — | +0.3% | +2.8% | −0.6% | +0.2% | −0.1% | −0.2% |
C000012151 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 5.46%
- 3-year Sharpe ratio: -0.09 (vs 4.5% risk-free rate)
- Best month: +4.49% (Nov 2023)
- Worst month: −2.54% (Sep 2023)
C000012151 Fund Flows
Monthly money in and out of Total Bond Market Index Portfolio, from SEC Form N-PORT.
- 12-month net flow: $665.5M
- 12-month gross sales (incl. reinvestments): $1.6B
- Sales ÷ redemptions: 1.70×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $75.2M | $136.2M | −$60.9M |
| May 2026 | $74.8M | $43.0M | $31.8M |
| Apr 2026 | $100.2M | $70.2M | $30.0M |
| Mar 2026 | $329.4M | $163.2M | $166.2M |
| Feb 2026 | $62.6M | $106.6M | −$44.0M |
| Jan 2026 | $404.1M | $65.3M | $338.8M |
| Dec 2025 | $91.6M | $42.5M | $49.1M |
| Nov 2025 | $76.1M | $65.5M | $10.6M |
| Oct 2025 | $119.2M | $99.5M | $19.6M |
| Sep 2025 | $68.6M | $37.1M | $31.6M |
| Aug 2025 | $73.6M | $76.7M | −$3.1M |
| Jul 2025 | $141.7M | $45.9M | $95.8M |
C000012151 Assets Under Management
Net assets of Total Bond Market Index Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $5.48B |
| 2026-03-31 | $5.45B |
| 2025-12-31 | $5.17B |
| 2025-09-30 | $5.04B |
| 2025-06-30 | $4.82B |
| 2025-03-31 | $4.71B |
| 2024-12-31 | $4.58B |
| 2024-09-30 | $4.67B |
| 2024-06-30 | $4.36B |
| 2024-03-31 | $4.36B |
| 2023-12-31 | $4.32B |
| 2023-09-30 | $4.00B |
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.