Vanguard Growth (VUG): Historical Returns

Data Source: from January 1927 to February 2024 (~97 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
Category: Stocks
Vanguard Growth (VUG) ETF
ETF • LIVE PERFORMANCE (USD currency)
1.04%
1 Day
Mar 01 2024
1.04%
Current Month
March 2024

In the last 30 Years, the Vanguard Growth (VUG) ETF obtained a 11.31% compound annual return, with a 16.76% standard deviation.

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The ETF is related to the following investment themes:

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

The Vanguard Growth (VUG) ETF is part of the following Lazy Portfolios:

Portfolio Name Author VUG Weight Currency
Edge Select Aggressive Merrill Lynch 29.00% USD
Edge Select Moderately Aggressive Merrill Lynch 25.00% USD
Edge Select Moderate Merrill Lynch 19.00% USD
Edge Select Moderately Conservative Merrill Lynch 14.00% USD
Edge Select Conservative Merrill Lynch 5.00% USD

Investment Returns as of Feb 29, 2024

The Vanguard Growth (VUG) 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 GROWTH (VUG) 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
(~97Y)
Vanguard Growth (VUG) ETF 1.04 1.04 7.07 17.93 47.59 18.33 14.73 11.31 10.01
US Inflation Adjusted return 7.07 16.60 43.70 13.67 11.63 8.57 6.82
Returns over 1 year are annualized | Available data source: since Jan 1927
(*) 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 Growth (VUG) ETF granted a 0.85% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Growth (VUG) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 24.87$, with a total return of 2387.08% (11.31% annualized).

The Inflation Adjusted Capital now would be 11.78$, with a net total return of 1078.15% (8.57% annualized).
An investment of 1$, since January 1927, now would be worth 10629.66$, with a total return of 1062866.15% (10.01% annualized).

The Inflation Adjusted Capital now would be 607.80$, with a net total return of 60679.63% (6.82% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of Vanguard Growth (VUG) 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 GROWTH (VUG) ETF
Advanced Metrics
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~97Y)
Investment Return (%) 7.07 14.10 17.93 47.59 11.05 18.33 14.73 11.27 11.31 10.01
Infl. Adjusted Return (%) details 7.07 13.49 16.60 43.70 5.24 13.67 11.63 8.49 8.57 6.82
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.99
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 (%) -8.41 -33.15 -33.15 -33.15 -47.18 -53.58 -83.85
Start to Recovery (# months) details 4 25 25 25 40 144 188
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 1929 09
Start to Bottom (# months) 3 12 12 12 16 30 34
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12 2009 02 2002 09 1932 06
Bottom to End (# months) 1 13 13 13 24 114 154
End (yyyy mm) 2023 11 2024 01 2024 01 2024 01 2011 02 2012 03 1945 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 11 2000 04 1929 09
Start to Bottom (# months) 3 12 12 12 16 30 34
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12 2009 02 2002 09 1932 06
Bottom to End (# months) 1 13 13 13 24 114 154
End (yyyy mm) 2023 11 2024 01 2024 01 2024 01 2011 02 2012 03 1945 04
Longest negative period (# months) details 4 30 30 30 65 152 187
Period Start (yyyy mm) 2023 07 2021 05 2020 09 2020 09 2004 03 1999 02 1929 09
Period End (yyyy mm) 2023 10 2023 10 2023 02 2023 02 2009 07 2011 09 1945 03
Annualized Return (%) -15.15 -0.48 -0.64 -0.64 -0.29 -0.06 -0.42
Deepest Drawdown Depth (%) -9.27 -37.18 -37.18 -37.18 -48.05 -62.05 -79.45
Start to Recovery (# months) details 4 26* 26* 26* 53 167 90
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 1929 09
Start to Bottom (# months) 3 12 12 12 16 107 34
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12 2009 02 2009 02 1932 06
Bottom to End (# months) 1 14 14 14 37 60 56
End (yyyy mm) 2023 11 - - - 2012 03 2014 02 1937 02
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-62.05
Start to Recovery (# months) details 167
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 3 12 12 12 16 107 107
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12 2009 02 2009 02 2009 02
Bottom to End (# months) 1 14 14 14 37 60 60
End (yyyy mm) 2023 11 - - - 2012 03 2014 02 2014 02
Longest negative period (# months) details 5 32 38 38 81 170 276
Period Start (yyyy mm) 2023 06 2021 03 2020 09 2020 09 2005 01 1999 02 1959 08
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2011 09 2013 03 1982 07
Annualized Return (%) -0.38 -3.01 -1.22 -1.22 -0.12 -0.02 -0.15
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 15.92 22.01 21.35 17.55 16.46 16.76 19.61
Sharpe Ratio 2.66 0.39 0.77 0.77 0.60 0.54 0.31
Sortino Ratio 3.62 0.53 1.04 1.05 0.81 0.72 0.43
Ulcer Index 3.01 16.98 13.50 9.99 12.13 20.94 23.18
Ratio: Return / Standard Deviation 2.99 0.50 0.86 0.84 0.68 0.67 0.51
Ratio: Return / Deepest Drawdown 5.66 0.33 0.55 0.44 0.24 0.21 0.12
% Positive Months details 75% 61% 65% 65% 62% 63% 61%
Positive Months 9 22 39 78 151 228 712
Negative Months 3 14 21 42 89 132 454
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 14.73 19.31 19.31 22.34
Worst 10 Years Return (%) - Annualized 7.53 -4.67 -4.67
Best 10 Years Return (%) - Annualized 11.63 17.07 17.07 19.06
Worst 10 Years Return (%) - Annualized 5.44 -7.07 -7.34
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 65.24 35.87 33.65 19.31 11.27 11.31
Worst Rolling Return (%) - Annualized -40.01 -21.03 -8.36 -4.67 4.60
% Positive Periods 81% 80% 84% 89% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.34 19.51 11.66 5.83 3.65 9.00
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.41 8.24
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 61.02 33.01 30.55 17.07 8.75 8.57
Worst Rolling Return (%) - Annualized -40.09 -22.92 -10.56 -7.07 2.47
% Positive Periods 76% 76% 76% 86% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.34 19.51 11.66 5.83 3.65 9.00
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.41 8.24
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1927 - Feb 2024)
Best Rolling Return (%) - Annualized 157.12 46.10 35.70 22.34 19.69 14.47
Worst Rolling Return (%) - Annualized -67.02 -43.00 -18.23 -4.67 1.34 6.95
% Positive Periods 74% 82% 86% 94% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 59.80 16.08 9.27 5.43 3.32 2.84
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 2.20
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 175.34 42.11 34.36 19.06 15.24 10.75
Worst Rolling Return (%) - Annualized -63.39 -38.48 -14.01 -7.34 -0.65 2.83
% Positive Periods 68% 74% 77% 83% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 59.80 16.08 9.27 5.43 3.32 2.84
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 2.20
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 Growth (VUG) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

VANGUARD GROWTH (VUG) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs VUG
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.91
0.95
0.95
0.95
0.95
SPY
US Large Cap
0.93
0.95
0.95
0.96
0.96
IJR
US Small Cap
0.60
0.76
0.75
0.76
0.76
VNQ
US REITs
0.71
0.79
0.70
0.54
0.53
QQQ
US Technology
0.97
0.99
0.98
0.89
0.89
PFF
Preferred Stocks
0.51
0.77
0.72
0.43
0.42
EFA
EAFE Stocks
0.76
0.79
0.80
0.78
0.74
VT
World All Countries
0.87
0.91
0.92
0.91
0.89
EEM
Emerging Markets
0.77
0.67
0.65
0.69
0.65
VGK
Europe
0.72
0.78
0.78
0.78
0.76
VPL
Pacific
0.84
0.77
0.78
0.68
0.62
FLLA
Latin America
0.70
0.57
0.48
0.60
0.59
BND
US Total Bond Market
0.67
0.60
0.47
0.19
0.19
TLT
Long Term Treasuries
0.75
0.34
0.21
-0.06
-0.06
BIL
US Cash
0.18
0.02
0.04
0.00
-0.01
TIP
TIPS
0.61
0.67
0.56
0.23
0.22
LQD
Invest. Grade Bonds
0.72
0.71
0.61
0.33
0.33
HYG
High Yield Bonds
0.75
0.79
0.77
0.64
0.63
CWB
US Convertible Bonds
0.76
0.86
0.87
0.82
0.82
BNDX
International Bonds
0.66
0.64
0.49
0.16
0.16
EMB
Emerg. Market Bonds
0.81
0.76
0.67
0.52
0.52
GLD
Gold
0.30
0.28
0.14
0.06
0.06
DBC
Commodities
-0.17
0.29
0.30
0.27
0.27

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 GROWTH (VUG) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-53.58% Apr 2000 Sep 2002 30 Mar 2012 114 144 31.69
-33.15% Jan 2022 Dec 2022 12 Jan 2024 13 25 20.23
-16.39% Feb 2020 Mar 2020 2 May 2020 2 4 8.06
-16.23% Oct 2018 Dec 2018 3 Apr 2019 4 7 8.08
-13.04% Aug 1998 Aug 1998 1 Oct 1998 2 3 7.45
-9.25% Aug 2015 Feb 2016 7 Jul 2016 5 12 4.95
-7.58% Sep 2020 Oct 2020 2 Nov 2020 1 3 4.46
-6.67% Jan 2000 Jan 2000 1 Mar 2000 2 3 4.09
-6.64% Aug 1997 Aug 1997 1 Nov 1997 3 4 3.77
-6.57% Apr 2012 May 2012 2 Aug 2012 3 5 3.30
-6.34% May 2019 May 2019 1 Jun 2019 1 2 3.66
-5.33% Feb 2018 Mar 2018 2 Jun 2018 3 5 3.25
-5.32% Sep 2021 Sep 2021 1 Oct 2021 1 2 3.07
-4.82% Mar 1994 Jun 1994 4 Aug 1994 2 6 3.25
-4.80% Mar 1997 Mar 1997 1 Apr 1997 1 2 2.77
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 109 3.3 Months 30.19%
 
DD = 0% 30.19%
 
0% < DD <= -5% 69 5.2 Months 19.11%
 
DD <= -5% 49.31%
 
-5% < DD <= -10% 29 12.4 Months 8.03%
 
DD <= -10% 57.34%
 
-10% < DD <= -15% 19 19.0 Months 5.26%
 
DD <= -15% 62.60%
 
-15% < DD <= -20% 13 27.8 Months 3.60%
 
DD <= -20% 66.20%
 
-20% < DD <= -25% 23 15.7 Months 6.37%
 
DD <= -25% 72.58%
 
-25% < DD <= -30% 21 17.2 Months 5.82%
 
DD <= -30% 78.39%
 
-30% < DD <= -35% 25 14.4 Months 6.93%
 
DD <= -35% 85.32%
 
-35% < DD <= -40% 24 15.0 Months 6.65%
 
DD <= -40% 91.97%
 
-40% < DD <= -45% 11 32.8 Months 3.05%
 
DD <= -45% 95.01%
 
-45% < DD <= -50% 12 30.1 Months 3.32%
 
DD <= -50% 98.34%
 
-50% < DD <= -55% 6 60.2 Months 1.66%
 
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
-62.05% Apr 2000 Feb 2009 107 Feb 2014 60 167 38.20
-37.18% Jan 2022 Dec 2022 12 in progress 14 26 23.90
-16.43% Oct 2018 Dec 2018 3 Apr 2019 4 7 8.27
-16.14% Feb 2020 Mar 2020 2 May 2020 2 4 7.89
-13.36% Jul 1998 Aug 1998 2 Nov 1998 3 5 6.28
-8.99% Aug 2015 Feb 2016 7 Jul 2016 5 12 4.93
-7.89% Sep 2020 Oct 2020 2 Nov 2020 1 3 4.65
-6.95% Jan 2000 Jan 2000 1 Mar 2000 2 3 4.40
-6.88% Aug 1997 Aug 1997 1 Dec 1997 4 5 3.73
-6.36% May 2019 May 2019 1 Jun 2019 1 2 3.67
-5.70% Sep 2021 Sep 2021 1 Oct 2021 1 2 3.29
-5.61% Feb 2018 Mar 2018 2 Jul 2018 4 6 3.30
-5.59% Mar 1994 Jun 1994 4 Aug 1994 2 6 3.70
-4.86% Mar 1997 Mar 1997 1 Apr 1997 1 2 2.81
-4.73% Jul 1996 Jul 1996 1 Sep 1996 2 3 2.94
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 87 4.1 Months 24.10%
 
DD = 0% 24.10%
 
0% < DD <= -5% 66 5.5 Months 18.28%
 
DD <= -5% 42.38%
 
-5% < DD <= -10% 25 14.4 Months 6.93%
 
DD <= -10% 49.31%
 
-10% < DD <= -15% 10 36.1 Months 2.77%
 
DD <= -15% 52.08%
 
-15% < DD <= -20% 9 40.1 Months 2.49%
 
DD <= -20% 54.57%
 
-20% < DD <= -25% 12 30.1 Months 3.32%
 
DD <= -25% 57.89%
 
-25% < DD <= -30% 17 21.2 Months 4.71%
 
DD <= -30% 62.60%
 
-30% < DD <= -35% 28 12.9 Months 7.76%
 
DD <= -35% 70.36%
 
-35% < DD <= -40% 33 10.9 Months 9.14%
 
DD <= -40% 79.50%
 
-40% < DD <= -45% 41 8.8 Months 11.36%
 
DD <= -45% 90.86%
 
-45% < DD <= -50% 15 24.1 Months 4.16%
 
DD <= -50% 95.01%
 
-50% < DD <= -55% 11 32.8 Months 3.05%
 
DD <= -55% 98.06%
 
-55% < DD <= -60% 6 60.2 Months 1.66%
 
DD <= -60% 99.72%
 
-60% < DD <= -65% 1 361.0 Months 0.28%
 
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
-83.85% Sep 1929 Jun 1932 34 Apr 1945 154 188 44.68
-53.60% Jan 1973 Sep 1974 21 Jul 1980 70 91 25.26
-53.58% Apr 2000 Sep 2002 30 Mar 2012 114 144 31.69
-33.15% Jan 2022 Dec 2022 12 Jan 2024 13 25 20.23
-31.48% Sep 1987 Nov 1987 3 May 1989 18 21 18.37
-26.23% Jun 1969 Jun 1970 13 Mar 1971 9 22 11.94
-25.09% Jan 1962 Jun 1962 6 Oct 1963 16 22 12.94
-22.33% Jun 1946 Nov 1946 6 Sep 1949 34 40 14.24
-19.54% Dec 1980 Jul 1982 20 Oct 1982 3 23 10.65
-16.39% Feb 2020 Mar 2020 2 May 2020 2 4 8.06
-16.23% Oct 2018 Dec 2018 3 Apr 2019 4 7 8.08
-15.90% Feb 1966 Sep 1966 8 Mar 1967 6 14 8.49
-15.81% Jul 1990 Sep 1990 3 Feb 1991 5 8 9.03
-15.00% Jul 1983 May 1984 11 Jan 1985 8 19 7.91
-14.38% Aug 1957 Dec 1957 5 Jul 1958 7 12 9.01
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 314 3.7 Months 26.91%
 
DD = 0% 26.91%
 
0% < DD <= -5% 234 5.0 Months 20.05%
 
DD <= -5% 46.96%
 
-5% < DD <= -10% 106 11.0 Months 9.08%
 
DD <= -10% 56.04%
 
-10% < DD <= -15% 74 15.8 Months 6.34%
 
DD <= -15% 62.38%
 
-15% < DD <= -20% 68 17.2 Months 5.83%
 
DD <= -20% 68.21%
 
-20% < DD <= -25% 78 15.0 Months 6.68%
 
DD <= -25% 74.89%
 
-25% < DD <= -30% 58 20.1 Months 4.97%
 
DD <= -30% 79.86%
 
-30% < DD <= -35% 58 20.1 Months 4.97%
 
DD <= -35% 84.83%
 
-35% < DD <= -40% 52 22.4 Months 4.46%
 
DD <= -40% 89.29%
 
-40% < DD <= -45% 33 35.4 Months 2.83%
 
DD <= -45% 92.12%
 
-45% < DD <= -50% 30 38.9 Months 2.57%
 
DD <= -50% 94.69%
 
-50% < DD <= -55% 15 77.8 Months 1.29%
 
DD <= -55% 95.97%
 
-55% < DD <= -60% 14 83.4 Months 1.20%
 
DD <= -60% 97.17%
 
-60% < DD <= -65% 13 89.8 Months 1.11%
 
DD <= -65% 98.29%
 
-65% < DD <= -70% 7 166.7 Months 0.60%
 
DD <= -70% 98.89%
 
-70% < DD <= -100% 13 89.8 Months 1.11%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-79.45% Sep 1929 Jun 1932 34 Feb 1937 56 90 45.73
-62.05% Apr 2000 Feb 2009 107 Feb 2014 60 167 38.20
-61.03% Jan 1973 Sep 1974 21 Mar 1986 138 159 42.03
-48.82% Mar 1937 Mar 1938 13 Aug 1945 89 102 25.55
-38.70% Jun 1946 Feb 1948 21 Dec 1950 34 55 25.87
-37.18% Jan 2022 Dec 2022 12 in progress 14 26 23.90
-32.59% Dec 1968 Jun 1970 19 Jan 1972 19 38 14.35
-32.13% Sep 1987 Nov 1987 3 Jul 1989 20 23 19.93
-25.58% Jan 1962 Jun 1962 6 Dec 1963 18 24 13.13
-18.13% Feb 1966 Sep 1966 8 Apr 1967 7 15 9.92
-17.87% Jul 1990 Oct 1990 4 Feb 1991 4 8 10.58
-17.42% Aug 1956 Dec 1957 17 Sep 1958 9 26 9.89
-16.43% Oct 2018 Dec 2018 3 Apr 2019 4 7 8.27
-16.14% Feb 2020 Mar 2020 2 May 2020 2 4 7.89
-13.36% Jul 1998 Aug 1998 2 Nov 1998 3 5 6.28
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 237 4.9 Months 20.31%
 
DD = 0% 20.31%
 
0% < DD <= -5% 197 5.9 Months 16.88%
 
DD <= -5% 37.19%
 
-5% < DD <= -10% 105 11.1 Months 9.00%
 
DD <= -10% 46.19%
 
-10% < DD <= -15% 63 18.5 Months 5.40%
 
DD <= -15% 51.59%
 
-15% < DD <= -20% 51 22.9 Months 4.37%
 
DD <= -20% 55.96%
 
-20% < DD <= -25% 67 17.4 Months 5.74%
 
DD <= -25% 61.70%
 
-25% < DD <= -30% 61 19.1 Months 5.23%
 
DD <= -30% 66.92%
 
-30% < DD <= -35% 83 14.1 Months 7.11%
 
DD <= -35% 74.04%
 
-35% < DD <= -40% 63 18.5 Months 5.40%
 
DD <= -40% 79.43%
 
-40% < DD <= -45% 87 13.4 Months 7.46%
 
DD <= -45% 86.89%
 
-45% < DD <= -50% 69 16.9 Months 5.91%
 
DD <= -50% 92.80%
 
-50% < DD <= -55% 51 22.9 Months 4.37%
 
DD <= -55% 97.17%
 
-55% < DD <= -60% 15 77.8 Months 1.29%
 
DD <= -60% 98.46%
 
-60% < DD <= -65% 7 166.7 Months 0.60%
 
DD <= -65% 99.06%
 
-65% < DD <= -70% 6 194.5 Months 0.51%
 
DD <= -70% 99.57%
 
-70% < DD <= -100% 5 233.4 Months 0.43%
 
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 GROWTH (VUG) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1927 - 29 February 2024 (~97 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 -40.01 03/2008
02/2009
0.59$ -8.38 0.91$ 16.28 1.16$ 31.32 1.31$ 65.24 04/2020
03/2021
1.65$ 47.59 18.34%
2Y -28.16 10/2000
09/2002
0.51$ -5.61 0.89$ 12.11 1.25$ 29.31 1.67$ 41.49 04/1997
03/1999
2.00$ 11.45 22.26%
3Y -21.03 04/2000
03/2003
0.49$ -2.40 0.92$ 11.91 1.40$ 25.23 1.96$ 35.87 04/1997
03/2000
2.50$ 11.05 19.69%
5Y -8.36 04/2000
03/2005
0.64$ -1.09 0.94$ 11.24 1.70$ 19.30 2.41$ 33.65 01/1995
12/1999
4.26$ 18.33 15.95%
7Y -4.05 03/2002
02/2009
0.74$ 1.83 1.13$ 8.13 1.72$ 15.95 2.81$ 18.68 01/2015
12/2021
3.31$ 17.00 10.83%
10Y -4.67 03/1999
02/2009
0.62$ 3.03 1.34$ 8.71 2.30$ 14.84 3.99$ 19.31 10/2011
09/2021
5.84$ 14.73 10.37%
15Y 2.90 09/2000
08/2015
1.53$ 4.19 1.85$ 7.46 2.94$ 11.66 5.22$ 17.73 03/2009
02/2024
11.57$ 17.73 0.00%
20Y 4.60 04/2000
03/2020
2.45$ 6.11 3.27$ 8.48 5.09$ 10.72 7.66$ 11.27 03/2004
02/2024
8.46$ 11.27 0.00%
30Y 11.31 03/1994
02/2024
24.87$ 11.31 24.87$ 11.31 24.87$ 11.31 24.87$ 11.31 03/1994
02/2024
24.87$ 11.31 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 -40.09 04/2000
03/2001
0.59$ -12.27 0.87$ 14.09 1.14$ 29.02 1.29$ 61.02 04/2020
03/2021
1.61$ 43.70 23.50%
2Y -29.61 10/2000
09/2002
0.49$ -8.69 0.83$ 9.63 1.20$ 26.67 1.60$ 39.33 04/1997
03/1999
1.94$ 6.83 24.63%
3Y -22.92 04/2000
03/2003
0.45$ -4.41 0.87$ 10.06 1.33$ 21.91 1.81$ 33.01 01/1997
12/1999
2.35$ 5.24 23.08%
5Y -10.56 04/2000
03/2005
0.57$ -3.65 0.83$ 8.68 1.51$ 16.70 2.16$ 30.55 01/1995
12/1999
3.79$ 13.67 23.59%
7Y -6.46 03/2002
02/2009
0.62$ -0.86 0.94$ 5.78 1.48$ 13.57 2.43$ 16.43 09/2013
08/2020
2.89$ 13.09 17.69%
10Y -7.07 03/1999
02/2009
0.48$ 0.47 1.04$ 6.62 1.89$ 12.61 3.28$ 17.07 10/2011
09/2021
4.83$ 11.63 13.28%
15Y 0.73 09/2000
08/2015
1.11$ 1.72 1.29$ 5.04 2.09$ 9.68 3.99$ 14.82 03/2009
02/2024
7.94$ 14.82 0.00%
20Y 2.47 04/2000
03/2020
1.62$ 3.88 2.14$ 6.19 3.32$ 7.97 4.63$ 8.75 11/2001
10/2021
5.35$ 8.49 0.00%
30Y 8.57 03/1994
02/2024
11.78$ 8.57 11.78$ 8.57 11.78$ 8.57 11.78$ 8.57 03/1994
02/2024
11.78$ 8.57 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 -67.02 07/1931
06/1932
0.32$ -9.55 0.90$ 12.96 1.12$ 32.77 1.32$ 157.12 07/1932
06/1933
2.57$ 47.59 25.11%
2Y -53.28 06/1930
05/1932
0.21$ -3.24 0.93$ 11.10 1.23$ 25.24 1.56$ 59.06 07/1932
06/1934
2.53$ 11.45 19.51%
3Y -43.00 07/1929
06/1932
0.18$ -1.44 0.95$ 11.26 1.37$ 21.14 1.77$ 46.10 03/1933
02/1936
3.11$ 11.05 17.60%
5Y -18.23 04/1928
03/1933
0.36$ 0.86 1.04$ 11.06 1.68$ 18.14 2.30$ 35.70 06/1932
05/1937
4.60$ 18.33 13.64%
7Y -6.35 04/1928
03/1935
0.63$ 1.81 1.13$ 10.73 2.04$ 17.35 3.06$ 24.72 07/1993
06/2000
4.69$ 17.00 9.14%
10Y -4.67 03/1999
02/2009
0.62$ 3.29 1.38$ 10.24 2.65$ 16.00 4.41$ 22.34 04/1990
03/2000
7.51$ 14.73 5.25%
15Y -0.92 09/1929
08/1944
0.87$ 5.10 2.10$ 10.00 4.17$ 14.94 8.07$ 21.18 01/1985
12/1999
17.83$ 17.73 0.91%
20Y 1.34 09/1929
08/1949
1.30$ 6.46 3.49$ 10.27 7.06$ 13.62 12.85$ 19.69 04/1980
03/2000
36.43$ 11.27 0.00%
30Y 6.95 09/1929
08/1959
7.49$ 9.03 13.36$ 10.58 20.44$ 11.90 29.13$ 14.47 07/1970
06/2000
57.71$ 11.31 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 -63.39 07/1931
06/1932
0.36$ -13.85 0.86$ 8.97 1.08$ 29.81 1.29$ 175.34 07/1932
06/1933
2.75$ 43.70 31.52%
2Y -48.11 06/1930
05/1932
0.26$ -7.60 0.85$ 7.82 1.16$ 22.25 1.49$ 60.24 07/1932
06/1934
2.56$ 6.83 28.17%
3Y -38.48 07/1929
06/1932
0.23$ -4.62 0.86$ 7.40 1.23$ 18.24 1.65$ 42.11 03/1933
02/1936
2.86$ 5.24 25.20%
5Y -14.01 06/1927
05/1932
0.47$ -3.12 0.85$ 7.37 1.42$ 15.50 2.05$ 34.36 06/1932
05/1937
4.37$ 13.67 22.40%
7Y -9.79 10/1967
09/1974
0.48$ -0.86 0.94$ 6.42 1.54$ 14.42 2.56$ 21.62 05/1949
04/1956
3.93$ 13.09 18.01%
10Y -7.34 08/1972
07/1982
0.46$ -0.77 0.92$ 7.03 1.97$ 12.80 3.33$ 19.06 09/1990
08/2000
5.72$ 11.63 16.52%
15Y -3.68 08/1967
07/1982
0.56$ 1.13 1.18$ 6.82 2.69$ 11.29 4.97$ 17.44 01/1985
12/1999
11.14$ 14.82 10.13%
20Y -0.65 04/1962
03/1982
0.87$ 2.04 1.49$ 6.91 3.80$ 10.17 6.93$ 15.24 04/1980
03/2000
17.06$ 8.49 1.40%
30Y 2.83 10/1955
09/1985
2.31$ 4.29 3.52$ 7.00 7.62$ 8.33 11.03$ 10.75 06/1932
05/1962
21.37$ 8.57 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 Growth (VUG) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Vanguard Growth (VUG) 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
1.05
60%
-0.91
40%
1.18
80%
2.97
80%
0.35
40%
3.23
80%
5.89
100%
1.42
40%
-5.19
20%
2.04
60%
6.26
100%
0.93
80%
Best 10.4
2023
7.1
2024
7.8
2023
15.1
2020
7.1
2020
6.9
2023
13.0
2022
10.1
2020
0.3
2019
8.3
2021
11.6
2023
4.3
2023
Worst -9.4
2022
-6.5
2020
-10.6
2020
-12.9
2022
-6.3
2019
-8.5
2022
2.3
2019
-5.0
2022
-10.4
2022
-3.0
2020
0.7
2021
-8.4
2022
Monthly Seasonality over the period Feb 1927 - 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
1.73
60%
0.64
50%
0.64
60%
1.95
80%
1.65
70%
1.70
60%
4.10
90%
1.09
50%
-2.85
40%
1.34
60%
3.87
100%
-0.51
60%
Best 10.4
2023
7.1
2024
7.8
2023
15.1
2020
7.1
2020
6.9
2023
13.0
2022
10.1
2020
1.0
2017
9.0
2015
11.6
2023
4.3
2023
Worst -9.4
2022
-6.5
2020
-10.6
2020
-12.9
2022
-6.3
2019
-8.5
2022
-1.6
2014
-6.3
2015
-10.4
2022
-9.1
2018
0.1
2015
-8.4
2018
Monthly Seasonality over the period Feb 1927 - 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
1.40
63%
0.39
54%
0.79
62%
1.45
60%
0.44
61%
1.23
57%
2.08
63%
1.13
60%
-1.12
48%
0.80
62%
1.45
67%
1.45
75%
Best 14.6
1987
12.4
1931
11.2
1928
42.9
1933
16.5
1933
25.4
1938
39.7
1932
39.4
1932
16.7
1939
22.3
1974
12.3
1928
14.3
1991
Worst -9.4
2022
-18.1
1933
-24.3
1938
-20.6
1932
-24.1
1932
-16.3
1930
-11.5
1974
-13.0
1998
-27.7
1931
-22.9
1987
-14.9
1929
-11.9
1931
Monthly Seasonality over the period Feb 1927 - Feb 2024

Monthly Returns

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

VANGUARD GROWTH (VUG) ETF
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
228 Positive Months (63%) - 132 Negative Months (37%)
712 Positive Months (61%) - 454 Negative Months (39%)
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(Scroll down to see all data)
Investment Returns, up to December 2004, 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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