C000012154 Performance — Diversified Value Portfolio
Data updated: 2026-08-28
C000012154 returned +3.05% year to date and +15.18% over one year to Jun 2026. Annualised returns are +14.74% over 3 years and +9.76% over 5 years. Against its US Mid-Cap Value category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $151, against $148 for the category, and to $115 over one year, against $120. Volatility over the past three years was 10.88% a year. In the 12 months to Jun 2026 the fund took in a net $246.1M, and assets reached $1.43B.
C000012154 Growth of $100
What $100 invested in Diversified Value Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Value category average over the same months.
| Period | C000012154 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $115 | $120 |
| 3 years (Jul 2023 – Jun 2026) | $151 | $148 |
| 5 years (Jul 2021 – Jun 2026) | $159 | $154 |
| Since data start (Jul 2019 – Jun 2026) | $235 | $212 |
C000012154 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.05% |
| 1 year | +15.18% |
| 3 years (annualised) | +14.74% |
| 5 years (annualised) | +9.76% |
C000012154 Annual Returns
Calendar-year total returns of Diversified Value Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +3.05% |
| 2025 | +16.83% |
| 2024 | +14.89% |
| 2023 | +20.13% |
| 2022 | −11.49% |
| 2021 | +30.47% |
| 2020 | +11.78% |
| 2019 (Jul–Dec) | +9.38% |
C000012154 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 | +1.4% | +2.0% | −4.4% | +4.6% | −0.1% | −0.2% | — | — | — | — | — | — |
| 2025 | +4.1% | −1.2% | −4.2% | −2.2% | +4.6% | +3.8% | +1.0% | +3.3% | +1.8% | +1.1% | +1.8% | +2.2% |
| 2024 | +0.8% | +3.7% | +3.9% | −3.8% | +3.2% | +1.3% | +3.2% | +1.4% | +0.4% | −1.1% | +5.0% | −3.6% |
| 2023 | +7.1% | −3.5% | +1.0% | +1.5% | −1.7% | +5.7% | +4.4% | −2.2% | −3.8% | −2.5% | +8.3% | +5.3% |
| 2022 | −1.9% | −1.6% | +1.9% | −7.6% | +1.7% | −9.0% | +8.4% | −3.3% | −9.7% | +10.5% | +6.1% | −5.1% |
| 2021 | −0.6% | +7.2% | +5.5% | +4.9% | +2.2% | 0.0% | +1.2% | +2.0% | −2.8% | +6.6% | −3.4% | +4.8% |
| 2020 | −1.5% | −9.1% | −17.1% | +12.8% | +4.2% | +1.3% | +4.3% | +5.8% | −3.6% | −0.6% | +14.3% | +4.5% |
| 2019 | — | — | — | — | — | — | +1.3% | −2.9% | +3.1% | +1.8% | +3.5% | +2.3% |
C000012154 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 10.88%
- 3-year Sharpe ratio: 0.94 (vs 4.5% risk-free rate)
- Best month: +8.32% (Nov 2023)
- Worst month: −4.44% (Mar 2026)
C000012154 Fund Flows
Monthly money in and out of Diversified Value Portfolio, from SEC Form N-PORT.
- 12-month net flow: $246.1M
- 12-month gross sales (incl. reinvestments): $482.2M
- Sales ÷ redemptions: 2.04×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $17.8M | $21.1M | −$3.3M |
| May 2026 | $7.1M | $16.9M | −$9.8M |
| Apr 2026 | $10.5M | $22.0M | −$11.6M |
| Mar 2026 | $357.0M | $27.7M | $329.3M |
| Feb 2026 | $16.4M | $18.6M | −$2.2M |
| Jan 2026 | $9.2M | $20.7M | −$11.5M |
| Dec 2025 | $21.1M | $19.4M | $1.6M |
| Nov 2025 | $16.7M | $16.4M | $291K |
| Oct 2025 | $6.8M | $20.4M | −$13.6M |
| Sep 2025 | $4.6M | $15.8M | −$11.3M |
| Aug 2025 | $8.3M | $15.5M | −$7.2M |
| Jul 2025 | $6.7M | $21.4M | −$14.7M |
C000012154 Assets Under Management
Net assets of Diversified Value Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.43B |
| 2026-03-31 | $1.40B |
| 2025-12-31 | $1.44B |
| 2025-09-30 | $1.39B |
| 2025-06-30 | $1.34B |
| 2025-03-31 | $1.31B |
| 2024-12-31 | $1.36B |
| 2024-09-30 | $1.39B |
| 2024-06-30 | $1.31B |
| 2024-03-31 | $1.25B |
| 2023-12-31 | $1.15B |
| 2023-09-30 | $1.05B |
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.