Vanguard Mid Cap Index Fund (VO)Tearsheet as of 7:51 pm, May 02, 2014.

Last 112.90 Change 0.08 (0.07%)

Last Volume 3271 Bid 108.00

Ask 115.01 High 113.63

Low 112.76 Open 113.02

Previous Close 112.82 Volume 354K

Dividend Yield 0.02% Beta 1.12

52wk High 115.51 52wk Low 104.31

Date 5/2/2014 Time 6:40:04 PM

Key - Green Diamond Reward Ratings

Key: 1 2 3 4 5 6 7 8 9 10

Underperform Market Perform Outperform

Key - Red Diamond Risk Ratings

Key: 1 2 3 4 5 6 7 8 9 10

Low Risk Moderate Risk High Risk

Summary

RATINGS* DIAMONDS*

ETFG RISK RATING 4.23

ETFG REWARD RATING 5.02

Description

Vanguard Mid-Cap ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the CRSP U.S. Mid Cap Index.

The Fund invests all of its assets in the stocks that make up the Index holding each stock in the same proportion as its weighting in the Index.

ETFG SCORE BEHAVIORAL FUNDAMENTAL GLOBAL QUALITY

51.6 48.0 44.8 63.3 81.6

Inception Date: 01/30/2004 Expense Ratio: 0.1% Related Index: CRSP US Mid Cap TR USD

Historical prices (1 year)

May 02Apr 28Apr 17Apr 10Apr 02

115.39

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Geographic Exposure Currency Exposure

Sector Exposure Industry Group Exposure

Industry Exposure Sub-Industry Exposure

Maturity Exposure

Exposure

92.2%

United StatesBermudaNetherlandsIrelandSwitzerlandJerseySingaporeOtherCanadaLiberiaCayman IslandsGreat Britain

98.6%

USDOtherCADCHF

16.1%

Financials

15.7%

Consumer Discretionary

15%

Information Technology

14.1%

Industrials

9.3%

Health Care

6.5%

Energy

6.2%

Consumer Staples

6.1%

Materials

6%UtilitiesOtherTelecommunication ServicesServices

8.7%

Capital Goods

6.7%

Software & Services

6.5%Energy6.1%

Materials6%

Utilities5.7%

Retailing5.7%

Health Care Equipment & Services4.7%

Insurance4.7%

Real Estate4.6%Food Beverage & Tobacco4.5%Technology Hardware & Equipment4.1%

Consumer Durables & Apparel4%

BanksOtherSemiconductors & Semiconductor EquipmentPharmaceuticals Biotechnology & Life SciencesDiversified FinancialsTransportationConsumer ServicesCommercial & Professional ServicesMediaAutomobiles & ComponentsHousehold & Personal ProductsTelecommunication ServicesServicesCommercial & Professional ServicesFood & Staples RetailingFinancial

5.5%

Oil Gas & Consumable Fuels

5.4%

Insurance

4.6%

Real Estate Investment Trusts (REITs)4.5%

Other4.5%

Specialty Retail

4.4%

Chemicals

4.4%

Semiconductors & Semiconductor EquipmentMachineryMulti-UtilitiesCommercial BanksIT ServicesHealth Care Equipment & SuppliesHealth Care Providers & ServicesSoftwareFood ProductsHousehold DurablesBeveragesHotels Restaurants & LeisureComputers & PeripheralsMediaProfessional ServicesEnergy Equipment & ServicesInternet Software & ServicesAerospace & DefenseElectronic Equipment Instruments & ComponentsBiotechnologyPharmaceuticalsThrifts & Mortgage FinanceCapital MarketsElectrical EquipmentConstruction & Engineering

6.5%

Other

5.2%

Multi-Utilities

5.2%

Semiconductors5.2%

Oil & Gas Exploration & Production4%

Regional Banks

4%

Health Care EquipmentData Processing & Outsourced ServicesIndustrial MachineryPackaged Foods & MeatsComputer Storage & PeripheralsApplication SoftwareSpecialty ChemicalsSpecialty StoresInternet Software & ServicesAerospace & DefenseBiotechnologyLife & Health InsuranceProperty & Casualty InsurancePharmaceuticalsHealth Care ServicesThrifts & Mortgage FinanceAutomotive RetailElectrical Components & EquipmentConstruction & Farm Machinery & Heavy TrucksConstruction & EngineeringResidential REIT'sDiversified ChemicalsResearch & Consulting ServicesAuto Parts & EquipmentTrading Companies & DistributorsAirlines

0-1

99.6%

Other

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Service Providers

Administrator The Vanguard Group, Inc.

Advisor The Vanguard Group, Inc.

Commodity Pool Operator -

Commodity Trading Advisor -

Custodian JPMorgan Chase Bank, N.A.

Depositor -

Depository -

Distributor Vanguard Marketing Corporation

Futures Commission Merchant -

General Partner -

Marketing Agent -

Pool Manager -

Pool Tax Administrator -

Portfolio Manager Donald M. Butler

Subadvisor -

Trust Processing Agent -

Transfer Agent The Vanguard Group, Inc.

Trust Sponsor -

Trustee -

ETFG Index Membership

Index #1 ETFG Global Composite

Index #2 ETFG Global Equity Index

Index #3 ETFG US & Canada Index

Index #4 ETFG G20 Index

Index #5 ETFG G8 Index

Index #6 ETFG Global 500 Index

Tax Classification

Tax Classification Regulated Investment Company

Expenses

Management Fee .070%

Other Expenses .020%

Total Expenses .090%

Fee Waivers .000%

Net Expenses .090%

Additional Information

Fiscal Year End December 31

Distribution Frequency Annual

Listing Exchange NYSE Arca, Inc.

Creation Unit Size 100,000

Creation Fee $500.00

SEC Series Id S000002844

SEC Class Id C000007794

CTA NAV Symbol VO.NV

CTA Est Cash Symbol VO.SO

CTA Total Cash Symbol VO.TC

CTA IOPV Symbol VO.IV

Top Holdings

Product Info

Ticker Fund Ticker Constituent Name Country Currency Weight Shares Market Value

1 DLPH VO Delphi Automotive PLC USD 0.68% 5M 339.84M

2 WDC VO Western Digital Corp USD 0.68% 4M 336.86M

3 SNDK VO SanDisk Corp USD 0.60% 4M 299.21M

4 MYL VO Mylan Inc/PA USD 0.60% 6M 297.55M

5 BSX VO Boston Scientific Corp USD 0.59% 22M 292.63M

6 CMG VO Chipotle Mexican Grill Inc USD 0.58% 507K 288.04M

7 STX VO Seagate Technology PLC USD 0.58% 5M 286.70M

8 CERN VO Cerner Corp USD 0.57% 5M 284.61M

9 HCN VO Health Care REIT Inc USD 0.57% 5M 283.37M

10 MCO VO Moody's Corp USD 0.56% 3M 277.40M

11 SHW VO Sherwin-Williams Co/The USD 0.55% 1M 274.10M

12 VRTX VO Vertex Pharmaceuticals Inc USD 0.55% 4M 272.54M

13 LUV VO Southwest Airlines Co USD 0.55% 11M 270.91M

14 UAL VO United Continental Holdings Inc USD 0.55% 6M 271.05M

15 AVB VO AvalonBay Communities Inc USD 0.53% 2M 263.91M

16 RF VO Regions Financial Corp USD 0.52% 23M 257.79M

17 HIG VO Hartford Financial Services Group Inc USD 0.52% 7M 257.32M

18 PNR VO Pentair Ltd USD 0.52% 3M 255.95M

19 GWW VO WW Grainger Inc USD 0.51% 1M 255.72M

20 ABC VO AmerisourceBergen Corp USD 0.49% 4M 245.67M

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2010 Performance 2011 Performance 2012 Performance 2013 Performance 2014 Performance

Performance

Year Q1 Q2 Q3 Q4 Total

2010 8.62% -9.89% 13.00% 12.29% 24.20%

2011 8.18% -0.16% -19.05% 10.51% -3.38%

2012 13.40% -5.37% 5.13% 1.58% 14.60%

2013 12.68% 2.42% 7.72% 7.36% 33.45%

2014 3.24% -0.60% - - 2.62%

MTD YTD 1 Year 3 Year 5 Year

0.26% 2.62% 19.60% 36.90% 149.39%

Peer Group Stats (Equity)

1 Month 3 Month 6 Month 1 Year 3 Year

Peer Ave. Return 0.95% 0.74% 4.63% 10.13% 10.53%

Peer Low -11.81% -23.03% -18.50% -29.78% -98.08%

Peer 25th -0.58% -1.95% 1.31% 0.00% 0.00%

Peer Median 1.20% 0.82% 4.66% 11.74% 0.00%

Peer 75th 2.47% 3.48% 7.29% 19.97% 33.96%

Peer High 15.03% 24.67% 29.17% 82.93% 88.58%

Number of Funds 832 832 832 832 832

Fund Return -1.67% -0.95% 5.06% 20.70% 36.37%

Fund Percentile 31% 31% 46% 73% 78%

Peer Group Stats (Size and Style)

1 Month 3 Month 6 Month 1 Year 3 Year

Peer Ave. Return 0.65% 0.14% 4.17% 13.30% 20.04%

Peer Low -5.17% -13.27% -17.71% -29.78% -59.77%

Peer 25th -0.77% -1.96% 1.45% 7.49% 0.00%

Peer Median 0.92% -0.10% 4.21% 17.61% 30.44%

Peer 75th 1.76% 2.21% 6.26% 20.64% 38.56%

Peer High 15.03% 18.50% 29.17% 43.62% 61.86%

Number of Funds 231 231 231 231 231

Fund Return -1.67% -0.95% 5.06% 20.70% 36.37%

Fund Percentile 35% 37% 49% 67% 65%

*

13.40%

-19.05%

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4

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Risk & Reward

Peer Group Stats (Mid Cap)

1 Month 3 Month 6 Month 1 Year 3 Year

Peer Ave. Return 0.41% -0.54% 4.01% 17.25% 31.62%

Peer Low -2.70% -5.41% -0.92% -18.47% -32.04%

Peer 25th -0.24% -1.96% 2.66% 16.02% 30.48%

Peer Median 0.32% -0.58% 4.21% 19.16% 36.12%

Peer 75th 1.16% 0.92% 5.24% 20.54% 39.03%

Peer High 2.47% 9.38% 12.05% 24.80% 51.36%

Number of Funds 37 37 37 37 37

Fund Return -1.67% -0.95% 5.06% 20.70% 36.37%

Fund Percentile 49% 38% 57% 54% 51%

- as of 05/02/2014. All return calculations are based off of price only and do not include dividend reinvestment. All returns are cumulative unless stated

otherwise.

Fund Flows

1 Week 2 Week 1 Month 3 Month

$175.83M $244.78M $208.01M $686.11M

Fund Statistics

Risk and Reward Diamond Ratings Dynamics

Return and Risk Statistics

Statistics 1 year 3 year 5 year

Annualized Return 19.60% 11.04% 20.05%

Beta 1.07 1.13 1.16

Standard Deviation 12.74% 19.16% 20.06%

Sharpe Ratio 1.50 0.55 0.98

Treynor Ratio 0.18 0.09 0.17

Sortino Ratio 2.49 0.90 1.61

All return calculations are based off of price only and do not include dividend reinvestment.

Additional Information

Previous One Day Short Sales 359.74K

30 Day Average Short Sales 289.22K

Previous One Day Call Volume 8.00

Previous One Day Put Volume 0.00

*

May 1Apr 22Apr 11Apr 1Mar 21

7.19

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