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Funds (13F)

Vaughan Nelson Investment Management, L.P.

Backtest from 2 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.2%
S&P 500 +13.8%
Last 12 months
+13.7%
S&P 500 +12.1%
Sharpe ratio
0.68
S&P 500 0.76
Biggest drop
−35.6%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $55.3k$51.7k
StrategyS&P 500 $10,000 in Vaughan Nelson Investment Management, L.P. from 2 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Vaughan Nelson Investment Management, L.P.'s quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Vaughan Nelson Investment Management, L.P.'s 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.2%+13.8%
Total return+417%+453%
Last 12 months+13.7%+12.1%
Last 3 months−1.7%—
Last month−1.6%—
This year so far+9.8%—
Volatility a year17.6%16.0%
Sharpe ratio0.680.76
Biggest drop−35.6%−31.8%
Beta to the S&P 5001.041.00
Alpha a year (t-statistic)−0.7% (−0.47)—
Share of weeks up59%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
NVDA3.1%——
LLY2.7%——
GOOGL2.6%——
TSM2.1%——
AAPL1.9%——
MPWR1.9%——
CMI1.7%——
NUE1.6%——
AMZN1.6%——
ETN1.5%——
VMI1.3%——
URI1.3%——
SANM1.3%——
JPM1.2%——
AMAT1.2%——
SXT1.2%——
CWK1.1%——
SCHW1.1%——
CSL1.1%——
V1.1%——
RVTY1.1%——
GATX1.1%——
ROST1.1%——
ILMN1.0%——
COKE1.0%——
GTX1.0%——
SNPS1.0%——
MRVL1.0%——
JBTM1.0%——
CLH0.9%——
HUBB0.9%——
SHOP0.9%——
WRBY0.9%——
VVV0.9%——
VMC0.8%——
SIGI0.8%——
Q0.8%——
SNDK0.8%——
BURL0.8%——
APAM0.8%——
EVRG0.8%——
LNT0.8%——
MGM0.8%——
BA0.8%——
ESI0.8%——
SR0.8%——
HXL0.8%——
THG0.7%——
WEC0.7%——
CMS0.7%——
CW0.7%——
AVTR0.7%——
BBWI0.7%——
NWN0.7%——
SO0.7%——
CFR0.7%——
U0.7%——
FCFS0.7%——
FSS0.7%——
HBM0.7%——
HLI0.6%——
META0.6%——
NCLH0.6%——
RCL0.6%——
AGNC0.6%——
CCL0.6%——
SSB0.6%——
MLI0.6%——
AMRZ0.6%——
HWM0.6%——
OKTA0.6%——
SN0.6%——
CR0.6%——
GKOS0.5%——
MCHP0.5%——
LTH0.5%——
GBCI0.5%——
AR0.5%——
COHR0.5%——
FFBC0.5%——
ONB0.5%——
COLB0.5%——
ABCB0.5%——
FLS0.5%——
AZO0.5%——
WSFS0.5%——
WTFC0.5%——
FTI0.5%——
NVT0.5%——
ACHC0.5%——
ATI0.5%——
UBSI0.5%——
UMBF0.5%——
UCB0.5%——
BWXT0.5%——
RRR0.5%——
ROAD0.5%——
NSIT0.4%——
FAF0.4%——
RRX0.4%——
TOL0.4%——
TTI0.4%——
SLB0.4%——
BKR0.4%——
GE0.4%——
VICR0.4%——
LUMN0.4%——
AROC0.4%——
CIEN0.4%——
GNRC0.4%——
HON0.3%——
XPO0.3%——
PB0.3%——
HONA0.3%——
PH0.3%——
ROK0.3%——
HCC0.3%——
RUSHA0.3%——
PLAB0.3%——
FN0.3%——
AME0.3%——
AGX0.3%——
GEV0.3%——
PR0.3%——
RKT0.3%——
EXC0.3%——
HWKN0.3%——
DHI0.3%——
WCC0.2%——
EMBJ0.2%——
GAP0.2%——
HBAN0.2%——
MTDR0.2%——
NE0.2%——
GMED0.2%——
CMC0.2%——
LFUS0.2%——
MELI0.2%——
A0.1%——
ZION0.1%——
WAL0.1%——
SAIA0.1%——
TDG0.1%——
BRO0.1%——
BAM0.1%——
WAB0.1%——
KOS0.1%——
EOG0.1%——
TBBB0.1%——
AZN0.0%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest2 Aug 2013 to 2 Nov 2026+13.2%+13.8%0.680.76−35.6%1.04−0.7% (−0.47)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.0%+13.9%0.530.66−35.6%1.04−1.9% (−0.90)
Last three years3 Nov 2023 to 2 Nov 2026+15.9%+21.8%0.731.16−22.7%1.02−4.9% (−1.21)
Last year7 Nov 2025 to 2 Nov 2026+14.6%+14.2%0.790.84−9.3%0.84+2.1% (0.24)
DateCompanyAction
17 Jul 2026VICRBought
17 Jul 2026UBought
17 Jul 2026TBBBBought
17 Jul 2026SPOTBought
17 Jul 2026SOBought
17 Jul 2026SHELBought
17 Jul 2026SAIABought
17 Jul 2026RRXBought
17 Jul 2026QBought
17 Jul 2026OKTABought
17 Jul 2026NVTBought
17 Jul 2026NSITBought
17 Jul 2026MGMBought
17 Jul 2026LTHBought
17 Jul 2026LFUSBought
17 Jul 2026HONABought
17 Jul 2026HONBought
17 Jul 2026HCCBought
17 Jul 2026GTXBought
17 Jul 2026GNRCBought
17 Jul 2026GMEDBought
17 Jul 2026GKOSBought
17 Jul 2026FAFBought
17 Jul 2026EXCBought
17 Jul 2026CCLBought

Dated at the rebalance that made the change.

DateCompanyAction
17 Jul 2026VSTSold
17 Jul 2026VRTSold
17 Jul 2026TREXSold
17 Jul 2026TLNSold
17 Jul 2026SYFSold
17 Jul 2026STAGSold
17 Jul 2026SSNCSold
17 Jul 2026RSGSold
17 Jul 2026PFGCSold
17 Jul 2026OWLSold
17 Jul 2026OCSold
17 Jul 2026NUSold
17 Jul 2026NFGSold
17 Jul 2026NDAQSold
17 Jul 2026MURSold
17 Jul 2026MTHSold
17 Jul 2026MDUSold
17 Jul 2026MASSold
17 Jul 2026LECOSold
17 Jul 2026IFFSold
17 Jul 2026ICESold
17 Jul 2026IBPSold
17 Jul 2026HRISold
17 Jul 2026HOODSold
17 Jul 2026HLIOSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest