Vanguard High Dividend Yield (VYM): Rolling Returns

Data Source: from January 1976 to March 2024 (~48 years)
Consolidated Returns as of 31 March 2024

Holding the Vanguard High Dividend Yield (VYM) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~48 years), the longest period with a negative return lasted 139 months (from August 1997 to February 2009).

This means that every rolling period of 140 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Vanguard High Dividend Yield (VYM) ETF: Historical Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

VANGUARD HIGH DIVIDEND YIELD (VYM) ETF
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 10.12% (updated at Mar 31, 2024).

Rolling Returns

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 HIGH DIVIDEND YIELD (VYM) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1976 - 31 March 2024 (~48 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +12.12% +66.63%
Jul 1982 - Jun 1983 		-44.44%
Mar 2008 - Feb 2009 		16.20%
92 out of 568
US Inflation Adjusted +8.02% +62.60%
Jul 1982 - Jun 1983 		-44.44%
Mar 2008 - Feb 2009 		26.58%
151 out of 568
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.69% +41.13%
Jun 1984 - May 1986 		-27.61%
Mar 2007 - Feb 2009 		8.99%
50 out of 556
US Inflation Adjusted +7.39% +37.52%
Jun 1984 - May 1986 		-29.07%
Mar 2007 - Feb 2009 		19.06%
106 out of 556
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.94% +38.28%
Aug 1984 - Jul 1987 		-15.46%
Mar 2006 - Feb 2009 		9.38%
51 out of 544
US Inflation Adjusted +8.45% +34.24%
Aug 1984 - Jul 1987 		-17.26%
Mar 2006 - Feb 2009 		15.99%
87 out of 544
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.05% +35.20%
Jul 1982 - Jun 1986 		-10.11%
Mar 2005 - Feb 2009 		9.59%
51 out of 532
US Inflation Adjusted +8.34% +31.20%
Jul 1982 - Jun 1986 		-12.34%
Mar 2005 - Feb 2009 		14.66%
78 out of 532
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.02% +35.01%
Aug 1982 - Jul 1987 		-6.84%
Mar 2004 - Feb 2009 		3.65%
19 out of 520
US Inflation Adjusted +8.42% +30.90%
Aug 1982 - Jul 1987 		-9.23%
Mar 2004 - Feb 2009 		12.69%
66 out of 520
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.49% +30.00%
Oct 1981 - Sep 1987 		-0.95%
Mar 2003 - Feb 2009 		0.20%
1 out of 508
US Inflation Adjusted +8.43% +25.56%
Oct 1981 - Sep 1987 		-3.35%
Mar 2003 - Feb 2009 		4.92%
25 out of 508
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.16% +28.42%
Apr 1980 - Mar 1987 		-3.26%
Mar 2002 - Feb 2009 		0.81%
4 out of 496
US Inflation Adjusted +8.12% +22.45%
Aug 1982 - Jul 1989 		-5.69%
Mar 2002 - Feb 2009 		1.81%
9 out of 496
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.84% +25.70%
Aug 1979 - Jul 1987 		-3.07%
Mar 2001 - Feb 2009 		1.65%
8 out of 484
US Inflation Adjusted +8.91% +19.87%
Oct 1981 - Sep 1989 		-5.34%
Mar 2001 - Feb 2009 		3.72%
18 out of 484
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.84% +23.94%
Apr 1978 - Mar 1987 		-2.06%
Apr 2000 - Mar 2009 		1.27%
6 out of 472
US Inflation Adjusted +8.95% +17.57%
Aug 1982 - Jul 1991 		-4.40%
Apr 2000 - Mar 2009 		4.66%
22 out of 472
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.90% +22.33%
Sep 1977 - Aug 1987 		-2.14%
Mar 1999 - Feb 2009 		1.09%
5 out of 460
US Inflation Adjusted +9.19% +16.50%
Apr 1980 - Mar 1990 		-4.61%
Mar 1999 - Feb 2009 		4.57%
21 out of 460
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.51% +21.42%
Jan 1979 - Dec 1989 		-1.46%
Mar 1998 - Feb 2009 		0.67%
3 out of 448
US Inflation Adjusted +8.94% +15.47%
Apr 1980 - Mar 1991 		-3.87%
Mar 1998 - Feb 2009 		5.13%
23 out of 448
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.17% +19.93%
Jun 1979 - May 1991 		+1.05%
Mar 1997 - Feb 2009 		0.00%
0 out of 436
US Inflation Adjusted +8.36% +14.35%
Apr 1980 - Mar 1992 		-1.34%
Mar 1997 - Feb 2009 		2.29%
10 out of 436
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.06% +19.30%
Jan 1979 - Dec 1991 		+2.82%
Mar 1996 - Feb 2009 		0.00%
0 out of 424
US Inflation Adjusted +8.30% +15.31%
Aug 1984 - Jul 1997 		+0.35%
Mar 1996 - Feb 2009 		0.00%
0 out of 424
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.57% +19.16%
Jan 1976 - Dec 1989 		+3.56%
Oct 1997 - Sep 2011 		0.00%
0 out of 412
US Inflation Adjusted +7.70% +15.07%
Jul 1984 - Jun 1998 		+1.07%
Oct 1997 - Sep 2011 		0.00%
0 out of 412
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.26% +20.63%
Aug 1982 - Jul 1997 		+4.76%
Jan 1998 - Dec 2012 		0.00%
0 out of 400
US Inflation Adjusted +7.45% +16.69%
Aug 1982 - Jul 1997 		+2.29%
Jan 1998 - Dec 2012 		0.00%
0 out of 400
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.66% +20.30%
Apr 1982 - Mar 1998 		+5.28%
Mar 1993 - Feb 2009 		0.00%
0 out of 388
US Inflation Adjusted +6.95% +16.35%
Jul 1982 - Jun 1998 		+2.70%
Mar 1993 - Feb 2009 		0.00%
0 out of 388
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.47% +19.25%
Apr 1982 - Mar 1999 		+5.37%
Feb 1999 - Jan 2016 		0.00%
0 out of 376
US Inflation Adjusted +6.84% +15.45%
Jul 1982 - Jun 1999 		+2.78%
Mar 1992 - Feb 2009 		0.00%
0 out of 376
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.36% +19.98%
Apr 1980 - Mar 1998 		+5.68%
Mar 1991 - Feb 2009 		0.00%
0 out of 364
US Inflation Adjusted +6.69% +15.38%
Apr 1980 - Mar 1998 		+3.04%
Mar 1991 - Feb 2009 		0.00%
0 out of 364
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.56% +19.13%
Mar 1979 - Feb 1998 		+5.97%
Mar 1990 - Feb 2009 		0.00%
0 out of 352
US Inflation Adjusted +6.90% +14.63%
Apr 1980 - Mar 1999 		+3.18%
Mar 1990 - Feb 2009 		0.00%
0 out of 352
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.52% +18.89%
Apr 1978 - Mar 1998 		+5.65%
Apr 2000 - Mar 2020 		0.00%
0 out of 340
US Inflation Adjusted +6.79% +13.88%
Apr 1980 - Mar 2000 		+3.50%
Apr 2000 - Mar 2020 		0.00%
0 out of 340
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Vanguard High Dividend Yield (VYM) ETF: Historical Returns page.