Vanguard Mid-Cap Growth Index Fund (VOT)Tearsheet as of 7:53 pm, May 02, 2014.

Last 91.15 Change 0.22 (0.24%)

Last Volume 736 Bid 89.38

Ask 96.01 High 91.66

Low 91.00 Open 91.26

Previous Close 90.93 Volume 185K

Dividend Yield 0.01% Beta 1.14

52wk High 95.56 52wk Low 85.96

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 4.07

ETFG REWARD RATING 4.74

Description

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

Growth Index. The Fund invests in all of its assets in 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

50.6 44.9 45.3 65.0 79.8

Inception Date: 08/24/2006 Expense Ratio: 0.1% Related Index: CRSP US Mid Cap Growth TR USD

Historical prices (1 year)

May 02Apr 28Apr 17Apr 10Apr 02

94.26

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Geographic Exposure Currency Exposure

Sector Exposure Industry Group Exposure

Industry Exposure Sub-Industry Exposure

Coupon Exposure Maturity Exposure

Exposure

94.1%

United StatesNetherlandsSwitzerlandSingaporeCanadaBermudaCayman IslandsGreat BritainIrelandOther

98.2%

USDOtherCAD

20.2%

Information Technology

18.4%

Consumer Discretionary

16.8%

Industrials

11.1%

Health Care

10.8%

Financials

8.3%

Energy

4.3%

Materials

4.2%

Other4%

Consumer StaplesTelecommunication ServicesUtilitiesServices

10.7%

Capital Goods

10.4%

Software & Services

8.3% Energy8.1% Retailing

6.6% Semiconductors & Semiconductor Equipment

6.5%Real Estate

5.6%

Pharmaceuticals Biotechnology & Life Sciences

5.5%

Health Care Equipment & Services

4.3%

Materials

4.2%

OtherDiversified FinancialsConsumer Durables & ApparelTransportationTechnology Hardware & EquipmentFood Beverage & TobaccoConsumer ServicesMediaCommercial & Professional ServicesAutomobiles & ComponentsHousehold & Personal ProductsTelecommunication ServicesCommercial & Professional ServicesUtilitiesServicesBanks

7.1%

Oil Gas & Consumable Fuels

7.1%

Semiconductors & Semiconductor Equipment

6.6%Specialty Retail6%

Real Estate Investment Trusts (REITs)4.6%

Software

4.5%

OtherMachineryInternet Software & ServicesChemicalsBiotechnologyIT ServicesHealth Care Equipment & SuppliesHotels Restaurants & LeisureMediaTrading Companies & DistributorsElectrical EquipmentMultiline RetailDiversified Financial ServicesProfessional ServicesCapital MarketsElectronic Equipment Instruments & ComponentsEnergy Equipment & ServicesLife Sciences Tools & ServicesTextiles Apparel & Luxury GoodsHousehold DurablesBeveragesHealth Care Providers & ServicesFood ProductsRoad & RailAerospace & DefenseHealth Care Technology

7%

Semiconductors

7%

Oil & Gas Exploration & Production

5.7%Other4.3%Internet Software & Services

4.1%

Industrial MachineryBiotechnologyApplication SoftwareHealth Care EquipmentAutomotive RetailTrading Companies & DistributorsSpecialty StoresElectrical Components & EquipmentData Processing & Outsourced ServicesResidential REIT'sLife Sciences Tools & ServicesApparel Accessories & Luxury GoodsResearch & Consulting ServicesBroadcastingHealth Care ServicesSpecialized REIT'sHotels Resorts & Cruise LinesOffice REIT'sDiversified ChemicalsGeneral Merchandise StoresSpecialized FinanceOil & Gas Equipment & ServicesSemiconductor EquipmentPackaged Foods & MeatsApparel RetailAerospace & DefenseRestaurants

0-2%

99.8%

Other0-1

99.8%

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 .060%

Other Expenses .030%

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 S000012756

SEC Class Id C000034428

CTA NAV Symbol VOT.NV

CTA Est Cash Symbol VOT.SO

CTA Total Cash Symbol VOT.TC

CTA IOPV Symbol VOT.IV

Top Holdings

Product Info

Ticker Fund Ticker Constituent Name Country Currency Weight Shares Market Value

1 CMG VOT Chipotle Mexican Grill Inc USD 1.18% 92K 52.07M

2 CERN VOT Cerner Corp USD 1.17% 914K 51.44M

3 HCN VOT Health Care REIT Inc USD 1.16% 859K 51.21M

4 MCO VOT Moody's Corp USD 1.14% 632K 50.14M

5 SHW VOT Sherwin-Williams Co/The USD 1.12% 251K 49.56M

6 VRTX VOT Vertex Pharmaceuticals Inc USD 1.12% 697K 49.26M

7 LUV VOT Southwest Airlines Co USD 1.11% 2M 48.96M

8 AVB VOT AvalonBay Communities Inc USD 1.08% 363K 47.70M

9 PNR VOT Pentair Ltd USD 1.05% 583K 46.26M

10 GWW VOT WW Grainger Inc USD 1.05% 183K 46.22M

11 ORLY VOT O'Reilly Automotive Inc USD 1.00% 299K 44.30M

12 ROST VOT Ross Stores Inc USD 0.98% 603K 43.16M

13 APH VOT Amphenol Corp USD 0.97% 467K 42.84M

14 AVGO VOT Avago Technologies Ltd USD 0.97% 664K 42.77M

15 XLNX VOT Xilinx Inc USD 0.97% 788K 42.79M

16 COG VOT Cabot Oil & Gas Corp USD 0.96% 1M 42.26M

17 LTD VOT L Brands Inc - 0.94% 729K 41.38M

18 BWA VOT BorgWarner Inc USD 0.94% 673K 41.40M

19 EQT VOT EQT Corp USD 0.94% 426K 41.35M

20 DVA VOT DaVita HealthCare Partners Inc USD 0.93% 598K 41.20M

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2010 Performance 2011 Performance 2012 Performance 2013 Performance 2014 Performance

Performance

Year Q1 Q2 Q3 Q4 Total

2010 7.49% -10.00% 15.33% 15.16% 28.48%

2011 8.70% 0.44% -20.10% 9.55% -4.43%

2012 15.75% -6.60% 5.25% 1.23% 15.18%

2013 12.32% 1.43% 9.06% 5.91% 31.60%

2014 2.62% -1.58% - - 1.00%

MTD YTD 1 Year 3 Year 5 Year

0.61% 1.00% 17.64% 32.01% 145.82%

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 -2.99% -3.45% 2.93% 18.41% 30.98%

Fund Percentile 20% 16% 30% 63% 72%

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 -2.99% -3.45% 2.93% 18.41% 30.98%

Fund Percentile 23% 16% 30% 47% 52%

*

15.75%

-20.10%

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 -2.99% -3.45% 2.93% 18.41% 30.98%

Fund Percentile 16% 11% 22% 24% 27%

- 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

$-6.96M $10.98M $17.02M $193.29M

Fund Statistics

Risk and Reward Diamond Ratings Dynamics

Return and Risk Statistics

Statistics 1 year 3 year 5 year

Annualized Return 17.64% 9.70% 19.71%

Beta 1.13 1.18 1.16

Standard Deviation 13.72% 20.31% 20.48%

Sharpe Ratio 1.26 0.46 0.94

Treynor Ratio 0.15 0.08 0.17

Sortino Ratio 2.07 0.75 1.55

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

Additional Information

Previous One Day Short Sales 80.98K

30 Day Average Short Sales 79.44K

Previous One Day Call Volume 0.00

Previous One Day Put Volume 10.00

*

May 1Apr 22Apr 11Apr 1Mar 21

8.24

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