The following posts provide historical data for Vanguard funds.
Tracking error traces fund performance compared to the fund benchmark index.
Index fund data posts provide detailed data regarding index fund turnover rates, brokerage commission expense, security lending revenue, and the ratio of eft shares to the total fund asset base.
Cross trade data posts provide the percentages of fund purchase and sale transactions using cross trades and in-kind transactions. Both methods reduce fund transaction expense.
Index fund data
- Vanguard stock index fund turnover rates
- Vanguard brokerage commissions
- Vanguard security lending
- Vanguard ETFs
Cross trade data
- International Small-Caps and Vanguard funds
- Momentum and P/E vs. Market Cap visualizations for new Vanguard factor ETFs and others