I had a great experience at the Malvern campus for my final interviews! They usually do their interviews, I was told, in the mornings on Fridays or Wednesdays. Mine went from 7:45 am to 11:15 am.
There were ten or eleven other candidates interviewing for positions in the same department. First, we were collectively given an hour-long presentation from one very experienced associate about Vanguard's mission, brief history, current size, and values. This period was very useful to refocus on what points to cover about oneself during the interviews and get over any nervousness.
The presentation was followed by individual interviews. They put each of us at a different table in the cafeteria (which was quite nicely designed) and different hiring managers interviewed us, simultaneously. I had a brief get-to-know-you interview with my first hiring manager before reading and then responding to a short case study in writing, then explaining my answers to the manager, verbally. (This was my favorite interview of the day.)
Third, I had a long behavioral interview with a second hiring manager and another associate who was shadowing her and also asked me some questions. This was about 45 or 50 minutes and more challenging. The questions required much preparation, self-knowledge, and being able to think and speak well "on your feet".
The day ended with the group coming back together again in the conference room for some Q&A of three current associates at Vanguard.