Vanguard Value (VTV): Historical Returns

Last Update: 31 Mar 2020

Category: Stocks

ETF: Vanguard Value (VTV)

In the last 10 years, the Vanguard Value (VTV) ETF obtained a 8.62% compound annual return, with a 13.54% standard deviation.

The ETF is related to the following investment themes:

Asset Class: Equity
Size: Large Cap
Style: Value
Region: North America
Country: U.S.

The Vanguard Value (VTV) ETF is present in the following Lazy Portfolios:

Portfolio Name	Author	ETF Weight
Edge Select Aggressive	Merrill Lynch	19.0%
Edge Select Moderately Aggressive	Merrill Lynch	16.0%
Edge Select Moderate	Merrill Lynch	12.0%
Edge Select Moderately Conservative	Merrill Lynch	9.0%
Robo Advisor 90	Betterment	8.2%
Edge Select Conservative	Merrill Lynch	8.0%
Robo Advisor 80	Betterment	7.2%
Ultimate Buy&Hold	FundAdvice	6.0%
Coffee House	Bill Schultheis	10.0%
Robust	Alpha Architect	7.5%
Ideal Index	Frank Armstrong	9.3%
Coward's Portfolio	Bill Bernstein	10.0%
Ultimate Buy and Hold Strategy	Paul Merriman	10.0%
Simple Money Portfolio	Tim Maurer	7.5%
Robo Advisor 10	Betterment	0.9%
Robo Advisor 20	Betterment	1.7%
Robo Advisor 50	Betterment	4.4%
Robo Advisor 100	Betterment	9.2%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

Capital Growth:

ETF Returns, up to December 2004, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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Period	Returns Mar 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-14.87%		-14.87% Mar 2020 - Mar 2020	0 - 1
3M	-25.07%		-25.06% Jan 2020 - Mar 2020	0 - 3
6M	-18.93%		-25.06% Jan 2020 - Mar 2020	3 - 3
YTD	-25.07%		-25.06% Jan 2020 - Mar 2020	0 - 3
1Y	-14.90%	21.26%	-25.06% Jan 2020 - Mar 2020	7 - 5
3Y	+0.37% annualized	15.81%	-25.06% Jan 2020 - Mar 2020	25 - 11
5Y	+3.95% annualized	14.07%	-25.06% Jan 2020 - Mar 2020	41 - 19
10Y	+8.62% annualized	13.54%	-25.06% Jan 2020 - Mar 2020	79 - 41
MAX 01 Jan 1972	+10.65% annualized	14.90%	-54.78% Jun 2007 - Feb 2009	371 - 208

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Worst drawdowns since March 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-25.06%	Jan 2020	Mar 2020	3	in progress	0	3
-18.34%	May 2011	Sep 2011	5	Mar 2012	6	11
-12.53%	May 2010	Jun 2010	2	Dec 2010	6	8
-10.82%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-9.37%	Jun 2015	Sep 2015	4	Apr 2016	7	11
-6.78%	Feb 2018	Mar 2018	2	Aug 2018	5	7
-6.78%	Apr 2012	May 2012	2	Aug 2012	3	5
-6.33%	May 2019	May 2019	1	Jun 2019	1	2
-4.10%	Jan 2015	Jan 2015	1	Feb 2015	1	2
-3.69%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-3.68%	Aug 2013	Aug 2013	1	Oct 2013	2	3
-2.97%	Aug 2019	Aug 2019	1	Sep 2019	1	2
-1.54%	Sep 2016	Oct 2016	2	Nov 2016	1	3
-1.32%	Mar 2015	Mar 2015	1	May 2015	2	3
-1.28%	Sep 2014	Sep 2014	1	Oct 2014	1	2
-1.20%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-1.13%	Oct 2012	Nov 2012	2	Dec 2012	1	3
-1.02%	Jun 2013	Jun 2013	1	Jul 2013	1	2
-0.95%	Mar 2017	Apr 2017	2	Jun 2017	2	4
-0.47%	Aug 2017	Aug 2017	1	Sep 2017	1	2

Worst drawdowns since December 1971.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-54.78%	Jun 2007	Feb 2009	21	Jan 2013	47	68
-39.12%	Feb 2001	Sep 2002	20	Dec 2004	27	47
-35.24%	Jan 1973	Sep 1974	21	Jun 1975	9	30
-26.05%	Sep 1987	Nov 1987	3	Jan 1989	14	17
-25.06%	Jan 2020	Mar 2020	3	in progress	0	3
-18.48%	May 1998	Aug 1998	4	Dec 1998	4	8
-15.15%	Jun 1990	Oct 1990	5	Feb 1991	4	9
-11.34%	Mar 1980	Mar 1980	1	Jun 1980	3	4
-10.82%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-10.27%	Jul 1999	Feb 2000	8	Aug 2000	6	14
-9.99%	Dec 1980	Sep 1981	10	Aug 1982	11	21
-9.37%	Jun 2015	Sep 2015	4	Apr 2016	7	11
-9.36%	Oct 1978	Oct 1978	1	Mar 1979	5	6
-9.10%	Jul 1977	Jan 1978	7	May 1978	4	11
-8.47%	Jul 1975	Sep 1975	3	Jan 1976	4	7
-7.56%	Feb 1994	Mar 1994	2	Feb 1995	11	13
-7.26%	Feb 1984	Jul 1984	6	Aug 1984	1	7
-7.15%	Sep 1986	Sep 1986	1	Jan 1987	4	5
-6.85%	Jan 1990	Apr 1990	4	May 1990	1	5
-6.78%	Feb 2018	Mar 2018	2	Aug 2018	5	7

Rolling Returns

Vanguard Value (VTV) ETF: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+12.48%	+57.81% Aug 1982 - Jul 1983	-46.17% Mar 2008 - Feb 2009	19.72%
2 Years	+12.01%	+39.19% Oct 1974 - Sep 1976	-29.55% Mar 2007 - Feb 2009	12.59%
3 Years	+12.05%	+32.83% Aug 1984 - Jul 1987	-16.62% Mar 2006 - Feb 2009	11.40%
5 Years	+12.02%	+29.95% Aug 1982 - Jul 1987	-6.38% Mar 2004 - Feb 2009	7.50%
7 Years	+12.03%	+23.74% Aug 1982 - Jul 1989	-3.00% Mar 2002 - Feb 2009	0.81%
10 Years	+11.90%	+20.09% Sep 1977 - Aug 1987	-1.94% Mar 1999 - Feb 2009	1.30%
15 Years	+11.90%	+19.77% Aug 1982 - Jul 1997	+4.43% Aug 1997 - Jul 2012	0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	-25.07%	-2.5	-9.7	-14.9
2019	+25.65%	7.0	2.9	0.6	3.4	-6.3	7.1	0.8	-3.0	3.5	1.9	3.4	2.6
2018	-5.44%	4.7	-4.4	-2.5	0.4	0.6	0.2	4.7	1.9	0.6	-5.0	3.3	-9.1
2017	+17.14%	0.5	3.6	-0.9	0.0	0.1	1.8	1.5	-0.5	3.0	1.8	3.5	1.7
2016	+17.12%	-4.8	0.1	6.7	1.5	1.1	1.1	2.8	0.7	-0.5	-1.1	6.0	2.7
2015	-0.98%	-4.1	5.3	-1.3	1.3	1.2	-2.2	1.0	-5.8	-2.5	7.7	0.5	-1.2
2014	+13.17%	-3.7	4.0	2.7	0.9	1.4	1.9	-1.2	3.4	-1.3	1.8	2.5	0.4
2013	+33.10%	6.4	1.3	4.0	2.2	2.6	-1.0	5.4	-3.7	2.3	4.6	3.2	2.1
2012	+15.19%	3.5	3.9	2.8	-0.9	-5.9	4.8	1.2	1.5	2.9	-0.4	-0.7	2.1
2011	+1.11%	2.9	4.0	0.0	3.0	-1.4	-2.1	-3.5	-5.9	-6.9	10.3	-0.6	2.5
2010	+14.54%	-2.5	2.6	6.2	1.8	-7.8	-5.2	6.6	-4.2	7.6	2.7	-0.6	8.0
2009	+19.86%	-11.1	-13.6	8.2	11.0	7.1	-1.1	8.0	5.2	3.2	-2.7	6.1	1.2
2008	-35.87%	-4.7	-3.9	-0.5	4.3	-0.6	-9.5	-0.2	1.6	-6.9	-16.2	-6.7	1.5
2007	-0.11%	0.8	-1.6	1.7	4.2	3.6	-2.1	-4.7	1.5	3.6	0.2	-5.0	-1.6
2006	+22.37%	3.0	0.9	1.6	2.4	-2.4	0.9	2.5	1.7	2.2	3.1	2.1	2.5
2005	+7.22%	-2.0	3.4	-1.7	-1.6	2.5	1.4	2.6	-0.6	1.7	-2.6	3.5	0.7
2004	+15.26%	1.6	1.9	-1.4	-2.0	1.0	2.7	-1.4	1.5	1.1	1.4	4.6	3.5
2003	+32.25%	-2.8	-2.7	-0.2	10.0	7.9	1.3	1.0	1.7	-0.4	5.2	1.3	6.9
2002	-20.88%	-2.8	-0.9	5.1	-5.0	0.4	-6.3	-10.8	0.7	-11.5	8.4	7.0	-5.2
2001	-11.86%	4.2	-6.7	-4.0	6.8	1.0	-3.2	-1.7	-5.8	-9.5	0.0	6.3	1.5
2000	+6.09%	-3.2	-6.3	10.4	-0.7	0.3	-3.9	2.1	6.6	0.0	1.9	-5.1	5.2
1999	+12.58%	2.0	-2.2	3.0	8.6	-1.8	3.8	-3.1	-2.5	-4.0	5.7	-0.6	3.7
1998	+14.63%	-1.3	7.5	5.0	1.2	-1.4	0.8	-2.2	-16.1	6.1	7.9	5.2	3.5
1997	+29.78%	4.6	0.7	-3.5	3.8	6.3	3.8	8.0	-4.5	5.8	-3.7	3.8	2.2
1996	+21.80%	2.9	0.9	2.3	1.1	1.5	-0.5	-4.3	2.8	4.2	3.4	7.7	-1.7
1995	+37.04%	2.7	3.9	2.8	3.3	4.4	0.8	3.5	0.8	3.5	-1.6	5.2	2.8
1994	-0.63%	4.7	-3.6	-4.1	2.1	1.6	-2.6	3.4	2.8	-3.5	2.1	-4.0	1.3
1993	+18.26%	2.7	3.4	2.8	-0.5	1.9	1.3	1.2	3.9	-0.1	0.5	-1.8	1.7
1992	+15.48%	0.1	3.4	-0.5	5.7	0.3	-0.5	3.9	-2.8	0.8	-0.7	2.9	2.3
1991	+23.78%	4.1	6.7	1.8	0.8	4.0	-4.6	3.7	1.5	-0.8	1.7	-5.0	8.6
1990	-7.02%	-6.6	2.5	0.9	-3.6	8.4	-2.1	-0.1	-8.3	-4.3	-1.2	6.4	2.0
1989	+26.89%	6.8	-2.0	2.0	4.4	3.5	0.1	6.8	2.6	-0.4	-3.1	1.4	2.5
1988	+20.16%	5.6	4.3	-2.9	1.9	1.0	5.5	0.2	-2.6	3.5	2.4	-1.2	1.3
1987	+2.11%	11.8	1.5	2.7	-1.2	0.3	5.1	4.0	3.5	-1.7	-19.2	-6.9	5.7
1986	+19.70%	0.6	7.4	4.9	-2.7	5.2	1.5	-3.8	9.2	-7.2	5.5	2.0	-3.1
1985	+32.93%	7.0	2.5	0.8	1.4	5.9	1.6	-1.6	0.3	-3.6	5.6	5.4	4.1
1984	+11.43%	3.0	-2.6	0.7	0.7	-5.4	1.5	-2.2	11.4	2.1	-0.2	0.2	2.6
1983	+25.44%	3.9	2.6	3.6	8.2	0.2	1.6	-1.7	3.2	1.0	-0.6	2.3	-1.0
1982	+25.08%	-1.1	-1.8	1.4	2.9	-2.5	-1.3	-2.8	13.1	0.9	10.8	2.9	1.4
1981	-1.48%	-2.5	1.4	4.2	-2.4	0.3	1.6	-0.6	-4.4	-4.4	4.0	4.9	-2.9
1980	+31.75%	7.5	2.0	-11.3	6.0	5.5	3.7	4.0	1.3	1.7	1.8	10.7	-3.2
1979	+23.22%	5.8	-2.6	6.3	0.6	-1.4	5.6	2.0	5.3	0.8	-6.5	5.2	1.1
1978	+6.37%	-5.1	0.3	3.5	5.8	0.9	-1.8	4.6	3.7	1.0	-9.4	3.3	0.5
1977	-3.31%	-1.7	-2.2	-0.8	2.5	-1.1	4.4	-1.6	-3.5	0.5	-3.9	3.6	0.9
1976	+33.32%	12.8	0.4	2.7	0.3	-0.8	4.7	-0.3	0.6	3.1	-1.6	1.4	6.5
1975	+40.67%	13.3	3.0	1.6	5.7	6.4	6.4	-4.8	-1.1	-2.8	5.5	2.9	-0.1
1974	-21.13%	-0.5	1.1	-2.9	-4.6	-3.9	-2.2	-4.2	-7.5	-7.4	14.1	-3.6	-0.2
1973	-9.79%	-2.0	-4.6	0.5	-3.1	-2.1	-0.7	3.5	-2.5	8.1	-0.3	-10.6	4.6
1972	+15.32%	1.2	1.7	0.1	0.7	0.6	-3.1	-1.0	6.7	-0.8	1.6	7.2	0.1

ETF Returns, up to December 2004, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.