Vanguard Dividend Appreciation (VIG): Historical Returns

Data Source: from January 1972 to February 2024 (~52 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
Category: Stocks
Vanguard Dividend Appreciation (VIG) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.53%
1 Day
Mar 01 2024
0.53%
Current Month
March 2024

In the last 30 Years, the Vanguard Dividend Appreciation (VIG) ETF obtained a 10.51% compound annual return, with a 15.45% standard deviation.

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The ETF is related to the following investment themes:

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

The Vanguard Dividend Appreciation (VIG) ETF is part of the following Lazy Portfolios:

Portfolio Name Author VIG Weight Currency
Late Sixties and Beyond Burton Malkiel 16.00% USD
Mid-Fifties Burton Malkiel 12.50% USD
Late Thirties to Early Forties Burton Malkiel 10.00% USD
Mid-Twenties Burton Malkiel 7.00% USD

Investment Returns as of Feb 29, 2024

The Vanguard Dividend Appreciation (VIG) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
VANGUARD DIVIDEND APPRECIATION (VIG) ETF
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~52Y)
Vanguard Dividend Appreciation (VIG) ETF 0.53 0.53 3.41 10.50 19.76 12.47 11.25 10.51 10.83
US Inflation Adjusted return 3.41 9.26 16.60 8.04 8.25 7.79 6.62
Returns over 1 year are annualized | Available data source: since Jan 1972
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Vanguard Dividend Appreciation (VIG) ETF granted a 2.13% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Dividend Appreciation (VIG) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 20.03$, with a total return of 1902.69% (10.51% annualized).

The Inflation Adjusted Capital now would be 9.49$, with a net total return of 848.69% (7.79% annualized).
An investment of 1$, since January 1972, now would be worth 213.55$, with a total return of 21254.92% (10.83% annualized).

The Inflation Adjusted Capital now would be 28.34$, with a net total return of 2734.13% (6.62% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of Vanguard Dividend Appreciation (VIG) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
VANGUARD DIVIDEND APPRECIATION (VIG) ETF
Advanced Metrics
Data Source: 1 January 1972 - 29 February 2024 (~52 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~52Y)
Investment Return (%) 3.41 9.00 10.50 19.76 10.70 12.47 11.25 9.85 10.51 10.83
Infl. Adjusted Return (%) details 3.41 8.42 9.26 16.60 4.91 8.04 8.25 7.11 7.79 6.62
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 3.95
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -7.45 -20.19 -20.19 -20.19 -41.11 -41.11 -45.86
Start to Recovery (# months) details 5 24 24 24 41 41 48
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 10 2007 10 1973 01
Start to Bottom (# months) 3 9 9 9 17 17 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1974 09
Bottom to End (# months) 2 15 15 15 24 24 27
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2011 02 2011 02 1976 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 10 2007 10 1973 01
Start to Bottom (# months) 3 9 9 9 17 17 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1974 09
Bottom to End (# months) 2 15 15 15 24 24 27
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2011 02 2011 02 1976 12
Longest negative period (# months) details 6 26 26 26 61 90 90
Period Start (yyyy mm) 2023 05 2021 09 2021 09 2021 09 2004 03 2001 09 2001 09
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 03 2009 02 2009 02
Annualized Return (%) -3.74 -0.70 -0.70 -0.70 -0.89 -0.29 -0.29
Deepest Drawdown Depth (%) -8.33 -24.37 -24.37 -24.37 -42.26 -42.26 -54.53
Start to Recovery (# months) details 5 26* 26* 26* 54 54 124
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 10 2007 10 1973 01
Start to Bottom (# months) 3 9 9 9 17 17 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1974 09
Bottom to End (# months) 2 17 17 17 37 37 103
End (yyyy mm) 2023 12 - - - 2012 03 2012 03 1983 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 10 2007 10 1973 01
Start to Bottom (# months) 3 9 9 9 17 17 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1974 09
Bottom to End (# months) 2 17 17 17 37 37 103
End (yyyy mm) 2023 12 - - - 2012 03 2012 03 1983 04
Longest negative period (# months) details 7 32 35 35 65 139 146
Period Start (yyyy mm) 2023 04 2021 03 2020 12 2020 12 2005 02 1997 08 1972 06
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2010 06 2009 02 1984 07
Annualized Return (%) -2.57 -0.28 -0.23 -0.23 -0.09 -0.02 -0.08
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.01 15.67 15.86 13.48 13.69 15.45 15.67
Sharpe Ratio 1.21 0.53 0.67 0.75 0.62 0.53 0.44
Sortino Ratio 1.69 0.74 0.92 1.02 0.81 0.70 0.58
Ulcer Index 2.83 7.33 6.46 5.12 8.84 9.97 10.30
Ratio: Return / Standard Deviation 1.65 0.68 0.79 0.83 0.72 0.68 0.69
Ratio: Return / Deepest Drawdown 2.65 0.53 0.62 0.56 0.24 0.26 0.24
% Positive Months details 66% 55% 63% 65% 65% 65% 62%
Positive Months 8 20 38 78 157 236 392
Negative Months 4 16 22 42 83 124 234
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 11.25 15.09 15.09 18.27
Worst 10 Years Return (%) - Annualized 6.91 1.09 1.09
Best 10 Years Return (%) - Annualized 8.25 13.10 13.10 14.09
Worst 10 Years Return (%) - Annualized 4.98 -1.47 -3.26
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 47.68 30.70 20.36 15.09 10.81 10.51
Worst Rolling Return (%) - Annualized -35.02 -9.62 -2.24 1.09 6.92
% Positive Periods 80% 91% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 79.45 26.45 16.99 9.74 6.03 8.86
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.59 7.92
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 45.42 27.73 17.93 13.10 8.29 7.79
Worst Rolling Return (%) - Annualized -35.03 -11.54 -4.76 -1.47 4.64
% Positive Periods 77% 85% 94% 98% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 79.45 26.45 16.99 9.74 6.03 8.86
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.59 7.92
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1972 - Feb 2024)
Best Rolling Return (%) - Annualized 66.73 30.70 27.25 18.27 16.91 13.99
Worst Rolling Return (%) - Annualized -41.09 -11.44 -2.24 1.09 6.92 9.66
% Positive Periods 78% 92% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.80 22.27 13.59 7.09 4.80 4.27
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.82 3.39
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 62.70 27.73 23.38 14.09 11.70 9.07
Worst Rolling Return (%) - Annualized -47.38 -18.06 -8.05 -3.26 4.42 5.34
% Positive Periods 71% 84% 91% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.80 22.27 13.59 7.09 4.80 4.27
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.82 3.39
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of Vanguard Dividend Appreciation (VIG) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

VANGUARD DIVIDEND APPRECIATION (VIG) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs VIG
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.95
0.95
0.95
0.76
0.76
SPY
US Large Cap
0.95
0.96
0.96
0.76
0.77
IJR
US Small Cap
0.78
0.83
0.81
0.66
0.67
VNQ
US REITs
0.89
0.85
0.75
0.58
0.58
QQQ
US Technology
0.67
0.82
0.82
0.54
0.55
PFF
Preferred Stocks
0.74
0.76
0.68
0.41
0.40
EFA
EAFE Stocks
0.95
0.89
0.84
0.62
0.59
VT
World All Countries
0.96
0.94
0.92
0.72
0.71
EEM
Emerging Markets
0.82
0.67
0.64
0.57
0.55
VGK
Europe
0.94
0.89
0.83
0.64
0.64
VPL
Pacific
0.90
0.82
0.78
0.50
0.46
FLLA
Latin America
0.84
0.65
0.53
0.51
0.50
BND
US Total Bond Market
0.69
0.49
0.36
0.21
0.21
TLT
Long Term Treasuries
0.76
0.19
0.10
-0.02
-0.01
BIL
US Cash
0.30
-0.06
-0.02
0.02
0.02
TIP
TIPS
0.65
0.61
0.48
0.24
0.24
LQD
Invest. Grade Bonds
0.75
0.63
0.54
0.31
0.31
HYG
High Yield Bonds
0.86
0.81
0.76
0.58
0.57
CWB
US Convertible Bonds
0.78
0.77
0.78
0.65
0.65
BNDX
International Bonds
0.59
0.53
0.41
0.17
0.18
EMB
Emerg. Market Bonds
0.90
0.75
0.64
0.50
0.50
GLD
Gold
0.19
0.28
0.13
0.03
0.03
DBC
Commodities
0.14
0.45
0.38
0.22
0.22

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

VANGUARD DIVIDEND APPRECIATION (VIG) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1972 - 29 February 2024 (~52 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-41.11% Oct 2007 Feb 2009 17 Feb 2011 24 41 18.64
-36.01% Jan 1999 Feb 2000 14 Jun 2001 16 30 20.04
-24.87% May 2002 Nov 2002 7 Jun 2003 7 14 13.16
-20.19% Jan 2022 Sep 2022 9 Dec 2023 15 24 8.86
-17.57% Jul 1998 Aug 1998 2 Nov 1998 3 5 9.03
-17.16% Feb 2020 Mar 2020 2 Aug 2020 5 7 7.98
-16.89% Sep 2001 Sep 2001 1 Mar 2002 6 7 7.13
-15.33% Aug 2003 Sep 2003 2 Dec 2004 15 17 8.63
-14.18% May 2011 Sep 2011 5 Feb 2012 5 10 5.81
-11.00% Oct 2018 Dec 2018 3 Mar 2019 3 6 5.31
-9.41% Mar 2015 Sep 2015 7 Mar 2016 6 13 4.47
-6.68% Sep 2005 Dec 2005 4 Feb 2006 2 6 3.57
-6.20% Feb 2018 Apr 2018 3 Jul 2018 3 6 4.17
-6.17% Jun 1996 Jul 1996 2 Sep 1996 2 4 3.14
-5.93% Feb 2005 Mar 2005 2 May 2005 2 4 3.23
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 128 2.8 Months 35.46%
 
DD = 0% 35.46%
 
0% < DD <= -5% 106 3.4 Months 29.36%
 
DD <= -5% 64.82%
 
-5% < DD <= -10% 51 7.1 Months 14.13%
 
DD <= -10% 78.95%
 
-10% < DD <= -15% 27 13.4 Months 7.48%
 
DD <= -15% 86.43%
 
-15% < DD <= -20% 22 16.4 Months 6.09%
 
DD <= -20% 92.52%
 
-20% < DD <= -25% 8 45.1 Months 2.22%
 
DD <= -25% 94.74%
 
-25% < DD <= -30% 12 30.1 Months 3.32%
 
DD <= -30% 98.06%
 
-30% < DD <= -35% 4 90.3 Months 1.11%
 
DD <= -35% 99.17%
 
-35% < DD <= -40% 2 180.5 Months 0.55%
 
DD <= -40% 99.72%
 
-40% < DD <= -45% 1 361.0 Months 0.28%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-42.26% Oct 2007 Feb 2009 17 Mar 2012 37 54 18.38
-38.12% Jan 1999 Feb 2000 14 Mar 2002 25 39 20.09
-25.78% May 2002 Nov 2002 7 Jun 2003 7 14 14.14
-24.37% Jan 2022 Sep 2022 9 in progress 17 26 13.04
-17.87% Jul 1998 Aug 1998 2 Dec 1998 4 6 8.60
-16.91% Feb 2020 Mar 2020 2 Aug 2020 5 7 7.64
-15.98% Aug 2003 Sep 2003 2 Jun 2005 21 23 8.94
-11.21% Oct 2018 Dec 2018 3 Apr 2019 4 7 5.11
-10.23% Mar 2015 Sep 2015 7 Jun 2016 9 16 4.71
-7.62% Sep 2005 Dec 2005 4 Feb 2006 2 6 4.54
-6.72% Feb 2018 Apr 2018 3 Aug 2018 4 7 4.32
-6.53% Jun 1996 Jul 1996 2 Sep 1996 2 4 3.40
-6.07% Mar 1994 Jun 1994 4 Aug 1994 2 6 3.72
-5.37% Sep 2021 Sep 2021 1 Oct 2021 1 2 3.10
-5.24% Jan 2014 Jan 2014 1 Apr 2014 3 4 2.37
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 104 3.5 Months 28.81%
 
DD = 0% 28.81%
 
0% < DD <= -5% 108 3.3 Months 29.92%
 
DD <= -5% 58.73%
 
-5% < DD <= -10% 51 7.1 Months 14.13%
 
DD <= -10% 72.85%
 
-10% < DD <= -15% 36 10.0 Months 9.97%
 
DD <= -15% 82.83%
 
-15% < DD <= -20% 24 15.0 Months 6.65%
 
DD <= -20% 89.47%
 
-20% < DD <= -25% 16 22.6 Months 4.43%
 
DD <= -25% 93.91%
 
-25% < DD <= -30% 9 40.1 Months 2.49%
 
DD <= -30% 96.40%
 
-30% < DD <= -35% 8 45.1 Months 2.22%
 
DD <= -35% 98.61%
 
-35% < DD <= -40% 4 90.3 Months 1.11%
 
DD <= -40% 99.72%
 
-40% < DD <= -45% 1 361.0 Months 0.28%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-45.86% Jan 1973 Sep 1974 21 Dec 1976 27 48 20.53
-41.11% Oct 2007 Feb 2009 17 Feb 2011 24 41 18.64
-36.01% Jan 1999 Feb 2000 14 Jun 2001 16 30 20.04
-29.34% Sep 1987 Nov 1987 3 May 1989 18 21 14.96
-24.87% May 2002 Nov 2002 7 Jun 2003 7 14 13.16
-20.19% Jan 2022 Sep 2022 9 Dec 2023 15 24 8.86
-17.85% Dec 1980 Jul 1982 20 Oct 1982 3 23 9.42
-17.57% Jul 1998 Aug 1998 2 Nov 1998 3 5 9.03
-17.16% Feb 2020 Mar 2020 2 Aug 2020 5 7 7.98
-16.89% Sep 2001 Sep 2001 1 Mar 2002 6 7 7.13
-16.20% Jun 1990 Oct 1990 5 Feb 1991 4 9 8.96
-15.33% Aug 2003 Sep 2003 2 Dec 2004 15 17 8.63
-14.18% May 2011 Sep 2011 5 Feb 2012 5 10 5.81
-11.98% Mar 1980 Mar 1980 1 Jun 1980 3 4 6.35
-11.64% Sep 1978 Oct 1978 2 Mar 1979 5 7 6.03
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 211 3.0 Months 33.65%
 
DD = 0% 33.65%
 
0% < DD <= -5% 183 3.4 Months 29.19%
 
DD <= -5% 62.84%
 
-5% < DD <= -10% 96 6.5 Months 15.31%
 
DD <= -10% 78.15%
 
-10% < DD <= -15% 49 12.8 Months 7.81%
 
DD <= -15% 85.96%
 
-15% < DD <= -20% 41 15.3 Months 6.54%
 
DD <= -20% 92.50%
 
-20% < DD <= -25% 16 39.2 Months 2.55%
 
DD <= -25% 95.06%
 
-25% < DD <= -30% 17 36.9 Months 2.71%
 
DD <= -30% 97.77%
 
-30% < DD <= -35% 6 104.5 Months 0.96%
 
DD <= -35% 98.72%
 
-35% < DD <= -40% 5 125.4 Months 0.80%
 
DD <= -40% 99.52%
 
-40% < DD <= -45% 2 313.5 Months 0.32%
 
DD <= -45% 99.84%
 
-45% < DD <= -50% 1 627.0 Months 0.16%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-54.53% Jan 1973 Sep 1974 21 Apr 1983 103 124 28.72
-42.26% Oct 2007 Feb 2009 17 Mar 2012 37 54 18.38
-38.12% Jan 1999 Feb 2000 14 Mar 2002 25 39 20.09
-30.01% Sep 1987 Nov 1987 3 Jul 1989 20 23 16.45
-25.78% May 2002 Nov 2002 7 Jun 2003 7 14 14.14
-24.37% Jan 2022 Sep 2022 9 in progress 17 26 13.04
-19.77% Sep 1989 Oct 1990 14 Mar 1991 5 19 9.10
-17.87% Jul 1998 Aug 1998 2 Dec 1998 4 6 8.60
-16.91% Feb 2020 Mar 2020 2 Aug 2020 5 7 7.64
-15.98% Aug 2003 Sep 2003 2 Jun 2005 21 23 8.94
-14.83% Jul 1983 Jul 1984 13 Jan 1985 6 19 7.73
-11.21% Oct 2018 Dec 2018 3 Apr 2019 4 7 5.11
-10.23% Mar 2015 Sep 2015 7 Jun 2016 9 16 4.71
-8.43% Feb 1994 Jun 1994 5 Mar 1995 9 14 4.85
-8.28% Jul 1986 Sep 1986 3 Jan 1987 4 7 4.56
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 149 4.2 Months 23.76%
 
DD = 0% 23.76%
 
0% < DD <= -5% 157 4.0 Months 25.04%
 
DD <= -5% 48.80%
 
-5% < DD <= -10% 80 7.8 Months 12.76%
 
DD <= -10% 61.56%
 
-10% < DD <= -15% 56 11.2 Months 8.93%
 
DD <= -15% 70.49%
 
-15% < DD <= -20% 49 12.8 Months 7.81%
 
DD <= -20% 78.31%
 
-20% < DD <= -25% 29 21.6 Months 4.63%
 
DD <= -25% 82.93%
 
-25% < DD <= -30% 46 13.6 Months 7.34%
 
DD <= -30% 90.27%
 
-30% < DD <= -35% 34 18.4 Months 5.42%
 
DD <= -35% 95.69%
 
-35% < DD <= -40% 16 39.2 Months 2.55%
 
DD <= -40% 98.25%
 
-40% < DD <= -45% 5 125.4 Months 0.80%
 
DD <= -45% 99.04%
 
-45% < DD <= -50% 4 156.8 Months 0.64%
 
DD <= -50% 99.68%
 
-50% < DD <= -55% 2 313.5 Months 0.32%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

VANGUARD DIVIDEND APPRECIATION (VIG) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1972 - 29 February 2024 (~52 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -35.02 03/2008
02/2009
0.64$ -2.07 0.97$ 12.78 1.12$ 25.71 1.25$ 47.68 03/2000
02/2001
1.47$ 19.76 19.48%
2Y -19.91 03/2007
02/2009
0.64$ 1.31 1.02$ 11.87 1.25$ 19.95 1.43$ 31.94 03/2009
02/2011
1.74$ 8.37 13.06%
3Y -9.62 03/2006
02/2009
0.73$ 2.54 1.07$ 11.01 1.36$ 16.56 1.58$ 30.70 04/1995
03/1998
2.23$ 10.70 8.62%
5Y -2.24 03/2004
02/2009
0.89$ 3.93 1.21$ 10.55 1.65$ 14.04 1.92$ 20.36 03/2009
02/2014
2.52$ 12.47 1.00%
7Y -0.12 03/2002
02/2009
0.99$ 5.99 1.50$ 10.12 1.96$ 12.96 2.34$ 15.89 12/1994
11/2001
2.80$ 12.33 0.36%
10Y 1.09 03/1999
02/2009
1.11$ 6.70 1.91$ 9.09 2.38$ 12.49 3.24$ 15.09 03/2009
02/2019
4.07$ 11.25 0.00%
15Y 6.16 07/1998
06/2013
2.45$ 7.49 2.95$ 8.86 3.57$ 10.05 4.20$ 14.21 03/2009
02/2024
7.33$ 14.21 0.00%
20Y 6.92 01/1999
12/2018
3.80$ 8.16 4.80$ 9.40 6.02$ 10.30 7.10$ 10.81 12/2002
11/2022
7.79$ 9.85 0.00%
30Y 10.51 03/1994
02/2024
20.02$ 10.51 20.02$ 10.51 20.02$ 10.51 20.02$ 10.51 03/1994
02/2024
20.02$ 10.51 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -35.03 03/2008
02/2009
0.64$ -5.49 0.94$ 10.56 1.10$ 22.76 1.22$ 45.42 04/1997
03/1998
1.45$ 16.60 22.35%
2Y -21.52 03/2007
02/2009
0.61$ -2.26 0.95$ 9.40 1.19$ 17.87 1.38$ 29.18 03/2009
02/2011
1.66$ 3.88 18.69%
3Y -11.54 03/2006
02/2009
0.69$ 0.26 1.00$ 8.23 1.26$ 13.83 1.47$ 27.73 04/1995
03/1998
2.08$ 4.91 14.46%
5Y -4.76 03/2004
02/2009
0.78$ 1.49 1.07$ 7.98 1.46$ 11.92 1.75$ 17.93 03/2009
02/2014
2.28$ 8.04 5.32%
7Y -2.63 03/2002
02/2009
0.82$ 3.31 1.25$ 7.62 1.67$ 10.89 2.06$ 13.48 03/2009
02/2016
2.42$ 8.56 2.53%
10Y -1.47 03/1999
02/2009
0.86$ 4.14 1.50$ 6.78 1.92$ 10.24 2.65$ 13.10 03/2009
02/2019
3.42$ 8.25 1.66%
15Y 3.67 07/1998
06/2013
1.71$ 4.97 2.06$ 6.54 2.58$ 7.83 3.09$ 11.39 03/2009
02/2024
5.04$ 11.39 0.00%
20Y 4.64 01/1999
12/2018
2.47$ 5.89 3.14$ 6.94 3.82$ 7.81 4.49$ 8.29 12/1994
11/2014
4.91$ 7.11 0.00%
30Y 7.79 03/1994
02/2024
9.48$ 7.79 9.48$ 7.79 9.48$ 7.79 9.48$ 7.79 03/1994
02/2024
9.48$ 7.79 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -41.09 10/1973
09/1974
0.58$ -4.15 0.95$ 12.78 1.12$ 27.62 1.27$ 66.73 07/1982
06/1983
1.66$ 19.76 21.14%
2Y -23.84 10/1972
09/1974
0.58$ 2.83 1.05$ 11.81 1.25$ 21.76 1.48$ 34.98 10/1974
09/1976
1.82$ 8.37 11.28%
3Y -11.44 01/1972
12/1974
0.69$ 3.99 1.12$ 12.11 1.40$ 17.27 1.61$ 30.70 04/1995
03/1998
2.23$ 10.70 7.28%
5Y -2.24 03/2004
02/2009
0.89$ 5.15 1.28$ 11.83 1.74$ 16.60 2.15$ 27.25 08/1982
07/1987
3.33$ 12.47 1.23%
7Y -0.12 03/2002
02/2009
0.99$ 6.50 1.55$ 12.25 2.24$ 15.54 2.74$ 21.23 08/1982
07/1989
3.84$ 12.33 0.18%
10Y 1.09 03/1999
02/2009
1.11$ 7.50 2.06$ 12.10 3.13$ 15.14 4.09$ 18.27 09/1977
08/1987
5.35$ 11.25 0.00%
15Y 6.16 07/1998
06/2013
2.45$ 8.33 3.31$ 11.43 5.06$ 14.50 7.62$ 18.21 08/1982
07/1997
12.30$ 14.21 0.00%
20Y 6.92 01/1999
12/2018
3.80$ 9.09 5.69$ 11.03 8.10$ 14.13 14.05$ 16.91 04/1978
03/1998
22.75$ 9.85 0.00%
30Y 9.66 09/1987
08/2017
15.89$ 10.35 19.21$ 11.19 24.07$ 12.68 35.92$ 13.99 10/1974
09/2004
50.79$ 10.51 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -47.38 10/1973
09/1974
0.52$ -8.79 0.91$ 9.28 1.09$ 23.11 1.23$ 62.70 07/1982
06/1983
1.62$ 16.60 28.29%
2Y -30.53 10/1972
09/1974
0.48$ -2.26 0.95$ 7.86 1.16$ 17.32 1.37$ 29.18 03/2009
02/2011
1.66$ 3.88 18.91%
3Y -18.06 01/1972
12/1974
0.55$ -0.11 0.99$ 7.98 1.25$ 13.65 1.46$ 27.73 04/1995
03/1998
2.08$ 4.91 15.23%
5Y -8.05 02/1973
01/1978
0.65$ 1.53 1.07$ 8.15 1.47$ 12.49 1.80$ 23.38 08/1982
07/1987
2.85$ 8.04 8.29%
7Y -4.38 11/1972
10/1979
0.73$ 3.42 1.26$ 8.39 1.75$ 11.42 2.13$ 17.07 08/1982
07/1989
3.01$ 8.56 5.71%
10Y -3.26 08/1972
07/1982
0.71$ 4.47 1.54$ 8.43 2.24$ 10.69 2.76$ 14.09 01/1989
12/1998
3.73$ 8.25 3.55%
15Y 2.18 12/1972
11/1987
1.38$ 5.42 2.20$ 7.85 3.10$ 9.62 3.96$ 14.35 08/1982
07/1997
7.47$ 11.39 0.00%
20Y 4.42 09/1972
08/1992
2.37$ 6.20 3.33$ 7.65 4.36$ 9.45 6.08$ 11.70 07/1982
06/2002
9.14$ 7.11 0.00%
30Y 5.34 12/1972
11/2002
4.76$ 7.27 8.21$ 7.90 9.79$ 8.50 11.54$ 9.07 10/1974
09/2004
13.54$ 7.79 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Vanguard Dividend Appreciation (VIG) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Vanguard Dividend Appreciation (VIG) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.70
60%
-1.78
40%
0.48
80%
2.96
80%
-0.42
40%
1.37
60%
3.91
100%
0.61
60%
-3.41
20%
2.64
60%
5.06
80%
2.33
80%
Best 2.9
2023
3.4
2024
6.0
2021
9.9
2020
3.6
2020
6.6
2019
6.8
2022
6.2
2020
1.4
2019
10.0
2022
10.0
2020
6.5
2021
Worst -5.3
2022
-8.3
2020
-9.6
2020
-5.1
2022
-4.6
2019
-6.2
2022
2.2
2019
-3.5
2022
-8.2
2022
-2.3
2020
-1.4
2021
-3.7
2022
Monthly Seasonality over the period Feb 1972 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.39
60%
0.27
60%
0.58
60%
1.61
60%
0.48
70%
0.87
70%
2.61
90%
0.33
60%
-1.68
30%
1.64
60%
4.04
90%
0.48
70%
Best 6.3
2019
5.6
2015
6.3
2016
9.9
2020
3.6
2020
6.6
2019
6.8
2022
6.2
2020
2.4
2017
10.0
2022
10.0
2020
6.5
2021
Worst -5.3
2022
-8.3
2020
-9.6
2020
-5.1
2022
-4.6
2019
-6.2
2022
-3.3
2014
-5.9
2015
-8.2
2022
-6.4
2018
-1.4
2021
-8.7
2018
Monthly Seasonality over the period Feb 1972 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.71
66%
0.61
60%
0.93
65%
1.57
67%
1.17
69%
0.79
56%
1.07
58%
0.51
60%
-0.95
44%
0.91
58%
1.81
73%
1.43
75%
Best 20.7
2001
7.3
1998
7.0
2009
12.8
2003
8.8
1990
7.0
2003
7.8
1997
11.9
1982
8.3
2010
16.9
1974
10.6
1980
10.6
1991
Worst -7.6
2009
-10.5
2009
-12.0
1980
-12.0
2004
-7.2
2010
-7.9
2008
-10.5
2002
-15.7
1998
-16.9
2001
-22.3
1987
-12.1
1973
-8.7
2018
Monthly Seasonality over the period Feb 1972 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Vanguard Dividend Appreciation (VIG) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

VANGUARD DIVIDEND APPRECIATION (VIG) ETF
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1972 - 29 February 2024 (~52 years)
236 Positive Months (66%) - 124 Negative Months (34%)
392 Positive Months (63%) - 234 Negative Months (37%)
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(Scroll down to see all data)
Investment Returns, up to December 2006, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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