Vanguard Information Technology (VGT): Historical Returns

Data Source: from January 2005 to January 2024 (~19 years)
Consolidated Returns as of 31 January 2024
Category: Stocks
Vanguard Information Technology (VGT) ETF
ETF • LIVE PERFORMANCE (USD currency)
2.05%
January 2024

In the last 10 Years, the Vanguard Information Technology (VGT) ETF obtained a 20.18% compound annual return, with a 19.13% 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.
  • Sector: Technology
  • Industry: Broad Technology

Investment Returns as of Jan 31, 2024

The Vanguard Information Technology (VGT) 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 INFORMATION TECHNOLOGY (VGT) ETF
Consolidated returns as of 31 January 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y MAX
(~19Y)
Vanguard Information Technology (VGT) ETF n.a. n.a. 2.05 9.01 42.01 23.48 20.18 14.09
US Inflation Adjusted return 1.74 7.23 37.73 18.55 16.92 11.26
Returns over 1 year are annualized | Available data source: since Jan 2005
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79%

In 2023, the Vanguard Information Technology (VGT) ETF granted a 0.98% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Information Technology (VGT) ETF: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 2014, now would be worth 6.29$, with a total return of 528.60% (20.18% annualized).

The Inflation Adjusted Capital now would be 4.78$, with a net total return of 377.59% (16.92% annualized).
An investment of 1$, since January 2005, now would be worth 12.38$, with a total return of 1137.81% (14.09% annualized).

The Inflation Adjusted Capital now would be 7.66$, with a net total return of 666.22% (11.26% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of Vanguard Information Technology (VGT) ETF, updated as of 31 January 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 INFORMATION TECHNOLOGY (VGT) ETF
Advanced Metrics
Data Source: 1 January 2005 - 31 January 2024 (~19 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~19Y)
Investment Return (%) 2.05 21.31 9.01 42.01 12.89 23.48 20.18 14.09
Infl. Adjusted Return (%) details 1.74 20.47 7.23 37.73 6.84 18.55 16.92 11.26
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.55
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -10.15 -32.52 -32.52 -32.52 -50.58
Start to Recovery (# months) details 4 19 19 19 39
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11
Start to Bottom (# months) 3 9 9 9 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02
Bottom to End (# months) 1 10 10 10 23
End (yyyy mm) 2023 11 2023 07 2023 07 2023 07 2011 01
Longest Drawdown Depth (%)
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
Start to Bottom (# months) 3 9 9 9 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02
Bottom to End (# months) 1 10 10 10 23
End (yyyy mm) 2023 11 2023 07 2023 07 2023 07 2011 01
Longest negative period (# months) details 5 26 28 28 54
Period Start (yyyy mm) 2023 06 2021 09 2020 09 2020 09 2005 01
Period End (yyyy mm) 2023 10 2023 10 2022 12 2022 12 2009 06
Annualized Return (%) -4.31 -1.24 -0.30 -0.30 -1.83
Deepest Drawdown Depth (%) -10.99 -36.06 -36.06 -36.06 -51.40
Start to Recovery (# months) details 4 25* 25* 25* 52
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11
Start to Bottom (# months) 3 9 9 9 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02
Bottom to End (# months) 1 16 16 16 36
End (yyyy mm) 2023 11 - - - 2012 02
Longest Drawdown Depth (%)
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
Start to Bottom (# months) 3 9 9 9 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02
Bottom to End (# months) 1 16 16 16 36
End (yyyy mm) 2023 11 - - - 2012 02
Longest negative period (# months) details 5 31 31 31 68
Period Start (yyyy mm) 2023 06 2021 04 2021 04 2021 04 2005 01
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2010 08
Annualized Return (%) -7.39 -0.02 -0.02 -0.02 -1.04
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 18.78 22.74 22.73 19.13 19.22
Sharpe Ratio 1.97 0.47 0.96 1.00 0.53
Sortino Ratio 2.88 0.64 1.27 1.36 0.71
Ulcer Index 3.74 14.58 11.73 8.82 12.70
Ratio: Return / Standard Deviation 2.24 0.57 1.03 1.06 0.73
Ratio: Return / Deepest Drawdown 4.14 0.40 0.72 0.62 0.28
% Positive Months details 66% 61% 65% 64% 61%
Positive Months 8 22 39 77 141
Negative Months 4 14 21 43 88
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 20.18 23.66
Worst 10 Years Return (%) - Annualized 8.18
Best 10 Years Return (%) - Annualized 16.92 21.07
Worst 10 Years Return (%) - Annualized 6.29
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 70.63 41.46 31.79 20.18
Worst Rolling Return (%) - Annualized -29.70 10.22 15.31
% Positive Periods 87% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 77.37 33.17 25.85 19.68
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - 4.92 11.95 15.56
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 66.27 36.58 28.43 16.92
Worst Rolling Return (%) - Annualized -33.93 4.88 11.08
% Positive Periods 87% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 77.37 33.17 25.85 19.68
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - 4.92 11.95 15.56
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 2005 - Jan 2024)
Best Rolling Return (%) - Annualized 70.63 41.46 31.79 23.66
Worst Rolling Return (%) - Annualized -43.34 -13.64 1.52 8.18
% Positive Periods 83% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 71.16 24.12 16.06 10.33
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 5.15
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 66.27 36.58 28.43 21.07
Worst Rolling Return (%) - Annualized -43.95 -15.48 -0.60 6.29
% Positive Periods 80% 87% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 71.16 24.12 16.06 10.33
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 5.15
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 Jan 31, 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 Information Technology (VGT) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

VANGUARD INFORMATION TECHNOLOGY (VGT) ETF
Monthly correlations as of 31 January 2024
Swipe left to see all data
Correlation vs VGT
Asset Class 1 Year 5 Years 10 Years Since
Jan 2005
VTI
US Total Stock Market
0.82
0.93
0.91
0.91
SPY
US Large Cap
0.84
0.93
0.92
0.91
IJR
US Small Cap
0.52
0.76
0.72
0.79
VNQ
US REITs
0.63
0.75
0.62
0.63
QQQ
US Technology
0.99
0.98
0.98
0.98
PFF
Preferred Stocks
0.43
0.70
0.65
0.49
EFA
EAFE Stocks
0.66
0.79
0.77
0.77
VT
World All Countries
0.78
0.90
0.88
0.86
EEM
Emerging Markets
0.67
0.65
0.62
0.69
VGK
Europe
0.62
0.78
0.75
0.76
VPL
Pacific
0.73
0.77
0.75
0.72
FLLA
Latin America
0.67
0.56
0.44
0.57
BND
US Total Bond Market
0.72
0.58
0.43
0.23
TLT
Long Term Treasuries
0.77
0.31
0.17
-0.10
BIL
US Cash
0.14
-0.01
0.01
-0.06
TIP
TIPS
0.67
0.66
0.52
0.29
LQD
Invest. Grade Bonds
0.76
0.69
0.57
0.40
HYG
High Yield Bonds
0.70
0.77
0.71
0.67
CWB
US Convertible Bonds
0.74
0.85
0.85
0.85
BNDX
International Bonds
0.74
0.62
0.47
0.31
EMB
Emerg. Market Bonds
0.75
0.73
0.61
0.51
GLD
Gold
0.37
0.23
0.08
0.05
DBC
Commodities
-0.20
0.30
0.29
0.39

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 INFORMATION TECHNOLOGY (VGT) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 January 2005 - 31 January 2024 (~19 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-32.52% Jan 2022 Sep 2022 9 Jul 2023 10 19 19.55
-17.34% Oct 2018 Dec 2018 3 Apr 2019 4 7 8.67
-16.33% Feb 2020 Mar 2020 2 May 2020 2 4 8.24
-10.15% Aug 2023 Oct 2023 3 Nov 2023 1 4 6.02
-9.36% Dec 2015 Feb 2016 3 Jul 2016 5 8 4.87
-8.98% Sep 2020 Oct 2020 2 Nov 2020 1 3 5.11
-8.88% May 2019 May 2019 1 Jul 2019 2 3 4.46
-8.69% Jun 2015 Sep 2015 4 Oct 2015 1 5 4.99
-5.74% Sep 2021 Sep 2021 1 Oct 2021 1 2 3.32
-4.81% Dec 2014 Jan 2015 2 Feb 2015 1 3 2.49
-3.40% Mar 2018 Apr 2018 2 May 2018 1 3 2.39
-2.54% Jun 2017 Jun 2017 1 Jul 2017 1 2 1.47
-2.46% Mar 2015 Mar 2015 1 May 2015 2 3 1.37
-2.19% Aug 2019 Aug 2019 1 Oct 2019 2 3 1.19
-1.33% Sep 2014 Sep 2014 1 Oct 2014 1 2 0.77
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 58 2.1 Months 47.93%
 
DD = 0% 47.93%
 
0% < DD <= -5% 30 4.0 Months 24.79%
 
DD <= -5% 72.73%
 
-5% < DD <= -10% 15 8.1 Months 12.40%
 
DD <= -10% 85.12%
 
-10% < DD <= -15% 4 30.3 Months 3.31%
 
DD <= -15% 88.43%
 
-15% < DD <= -20% 5 24.2 Months 4.13%
 
DD <= -20% 92.56%
 
-20% < DD <= -25% 5 24.2 Months 4.13%
 
DD <= -25% 96.69%
 
-25% < DD <= -30% 3 40.3 Months 2.48%
 
DD <= -30% 99.17%
 
-30% < DD <= -35% 1 121.0 Months 0.83%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
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
-36.06% Jan 2022 Sep 2022 9 in progress 16 25 21.01
-17.53% Sep 2018 Dec 2018 4 Apr 2019 4 8 8.32
-16.08% Feb 2020 Mar 2020 2 May 2020 2 4 8.07
-9.29% Sep 2020 Oct 2020 2 Nov 2020 1 3 5.29
-9.10% Dec 2015 Feb 2016 3 Jul 2016 5 8 4.93
-8.90% May 2019 May 2019 1 Jul 2019 2 3 4.47
-8.88% Jun 2015 Sep 2015 4 Oct 2015 1 5 5.21
-6.12% Sep 2021 Sep 2021 1 Oct 2021 1 2 3.53
-3.90% Dec 2014 Jan 2015 2 Feb 2015 1 3 2.02
-3.83% Feb 2018 Apr 2018 3 May 2018 1 4 2.34
-2.73% Mar 2015 Mar 2015 1 May 2015 2 3 1.57
-2.60% Jun 2017 Jun 2017 1 Jul 2017 1 2 1.50
-2.28% Aug 2019 Aug 2019 1 Oct 2019 2 3 1.28
-1.86% May 2021 May 2021 1 Jun 2021 1 2 1.07
-1.43% Mar 2014 Apr 2014 2 May 2014 1 3 0.74
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 51 2.4 Months 42.15%
 
DD = 0% 42.15%
 
0% < DD <= -5% 32 3.8 Months 26.45%
 
DD <= -5% 68.60%
 
-5% < DD <= -10% 17 7.1 Months 14.05%
 
DD <= -10% 82.64%
 
-10% < DD <= -15% 4 30.3 Months 3.31%
 
DD <= -15% 85.95%
 
-15% < DD <= -20% 4 30.3 Months 3.31%
 
DD <= -20% 89.26%
 
-20% < DD <= -25% 5 24.2 Months 4.13%
 
DD <= -25% 93.39%
 
-25% < DD <= -30% 4 30.3 Months 3.31%
 
DD <= -30% 96.69%
 
-30% < DD <= -35% 3 40.3 Months 2.48%
 
DD <= -35% 99.17%
 
-35% < DD <= -40% 1 121.0 Months 0.83%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
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
-50.58% Nov 2007 Feb 2009 16 Jan 2011 23 39 25.57
-32.52% Jan 2022 Sep 2022 9 Jul 2023 10 19 19.55
-17.34% Oct 2018 Dec 2018 3 Apr 2019 4 7 8.67
-16.33% Feb 2020 Mar 2020 2 May 2020 2 4 8.24
-14.25% May 2011 Sep 2011 5 Jan 2012 4 9 6.66
-12.98% Apr 2006 Jul 2006 4 Oct 2006 3 7 6.81
-11.81% Jan 2005 Apr 2005 4 Sep 2005 5 9 5.60
-10.15% Aug 2023 Oct 2023 3 Nov 2023 1 4 6.02
-10.02% Apr 2012 May 2012 2 May 2013 12 14 4.89
-9.36% Dec 2015 Feb 2016 3 Jul 2016 5 8 4.87
-8.98% Sep 2020 Oct 2020 2 Nov 2020 1 3 5.11
-8.88% May 2019 May 2019 1 Jul 2019 2 3 4.46
-8.69% Jun 2015 Sep 2015 4 Oct 2015 1 5 4.99
-5.74% Sep 2021 Sep 2021 1 Oct 2021 1 2 3.32
-4.81% Dec 2014 Jan 2015 2 Feb 2015 1 3 2.49
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 83 2.8 Months 36.09%
 
DD = 0% 36.09%
 
0% < DD <= -5% 58 4.0 Months 25.22%
 
DD <= -5% 61.30%
 
-5% < DD <= -10% 34 6.8 Months 14.78%
 
DD <= -10% 76.09%
 
-10% < DD <= -15% 13 17.7 Months 5.65%
 
DD <= -15% 81.74%
 
-15% < DD <= -20% 14 16.4 Months 6.09%
 
DD <= -20% 87.83%
 
-20% < DD <= -25% 12 19.2 Months 5.22%
 
DD <= -25% 93.04%
 
-25% < DD <= -30% 6 38.3 Months 2.61%
 
DD <= -30% 95.65%
 
-30% < DD <= -35% 2 115.0 Months 0.87%
 
DD <= -35% 96.52%
 
-35% < DD <= -40% 2 115.0 Months 0.87%
 
DD <= -40% 97.39%
 
-40% < DD <= -45% 2 115.0 Months 0.87%
 
DD <= -45% 98.26%
 
-45% < DD <= -50% 3 76.7 Months 1.30%
 
DD <= -50% 99.57%
 
-50% < DD <= -55% 1 230.0 Months 0.43%
 
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
-51.40% Nov 2007 Feb 2009 16 Feb 2012 36 52 24.07
-36.06% Jan 2022 Sep 2022 9 in progress 16 25 21.01
-17.53% Sep 2018 Dec 2018 4 Apr 2019 4 8 8.32
-16.08% Feb 2020 Mar 2020 2 May 2020 2 4 8.07
-14.35% Apr 2006 Jul 2006 4 Nov 2006 4 8 7.30
-12.73% Jan 2005 Apr 2005 4 Nov 2005 7 11 5.95
-9.98% Apr 2012 May 2012 2 May 2013 12 14 5.38
-9.29% Sep 2020 Oct 2020 2 Nov 2020 1 3 5.29
-9.10% Dec 2015 Feb 2016 3 Jul 2016 5 8 4.93
-8.90% May 2019 May 2019 1 Jul 2019 2 3 4.47
-8.88% Jun 2015 Sep 2015 4 Oct 2015 1 5 5.21
-6.12% Sep 2021 Sep 2021 1 Oct 2021 1 2 3.53
-3.90% Dec 2014 Jan 2015 2 Feb 2015 1 3 2.02
-3.83% Feb 2018 Apr 2018 3 May 2018 1 4 2.34
-3.40% Jun 2013 Jun 2013 1 Jul 2013 1 2 1.96
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 69 3.3 Months 30.00%
 
DD = 0% 30.00%
 
0% < DD <= -5% 61 3.8 Months 26.52%
 
DD <= -5% 56.52%
 
-5% < DD <= -10% 39 5.9 Months 16.96%
 
DD <= -10% 73.48%
 
-10% < DD <= -15% 13 17.7 Months 5.65%
 
DD <= -15% 79.13%
 
-15% < DD <= -20% 9 25.6 Months 3.91%
 
DD <= -20% 83.04%
 
-20% < DD <= -25% 16 14.4 Months 6.96%
 
DD <= -25% 90.00%
 
-25% < DD <= -30% 9 25.6 Months 3.91%
 
DD <= -30% 93.91%
 
-30% < DD <= -35% 4 57.5 Months 1.74%
 
DD <= -35% 95.65%
 
-35% < DD <= -40% 4 57.5 Months 1.74%
 
DD <= -40% 97.39%
 
-40% < DD <= -45% 1 230.0 Months 0.43%
 
DD <= -45% 97.83%
 
-45% < DD <= -50% 4 57.5 Months 1.74%
 
DD <= -50% 99.57%
 
-50% < DD <= -55% 1 230.0 Months 0.43%
 
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 INFORMATION TECHNOLOGY (VGT) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 January 2005 - 31 January 2024 (~19 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 -29.70 01/2022
12/2022
0.70$ 2.02 1.02$ 22.26 1.22$ 39.65 1.39$ 70.63 04/2020
03/2021
1.70$ 42.01 12.84%
2Y -4.23 01/2021
12/2022
0.91$ 6.06 1.12$ 20.58 1.45$ 34.21 1.80$ 47.30 01/2019
12/2020
2.16$ 9.01 2.06%
3Y 10.22 01/2020
12/2022
1.33$ 14.87 1.51$ 21.81 1.80$ 28.51 2.12$ 41.46 01/2019
12/2021
2.83$ 12.89 0.00%
5Y 15.31 01/2018
12/2022
2.03$ 17.17 2.20$ 20.68 2.56$ 29.09 3.58$ 31.79 01/2017
12/2021
3.97$ 23.48 0.00%
7Y 17.97 01/2016
12/2022
3.17$ 19.81 3.54$ 22.41 4.11$ 24.07 4.52$ 24.93 01/2015
12/2021
4.75$ 22.64 0.00%
10Y 20.18 02/2014
01/2024
6.28$ 20.18 6.28$ 20.18 6.28$ 20.18 6.28$ 20.18 02/2014
01/2024
6.28$ 20.18 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 -33.93 01/2022
12/2022
0.66$ 0.44 1.00$ 20.37 1.20$ 35.79 1.35$ 66.27 04/2020
03/2021
1.66$ 37.73 12.84%
2Y -10.32 01/2021
12/2022
0.80$ 0.06 1.00$ 18.42 1.40$ 30.89 1.71$ 44.68 01/2019
12/2020
2.09$ 4.10 14.43%
3Y 4.88 10/2020
09/2023
1.15$ 10.19 1.33$ 19.06 1.68$ 25.64 1.98$ 36.58 01/2019
12/2021
2.54$ 6.84 0.00%
5Y 11.08 01/2018
12/2022
1.69$ 13.66 1.89$ 17.18 2.20$ 26.18 3.19$ 28.43 07/2016
06/2021
3.49$ 18.55 0.00%
7Y 14.18 01/2016
12/2022
2.52$ 16.27 2.87$ 18.51 3.28$ 21.53 3.91$ 22.06 08/2014
07/2021
4.03$ 18.51 0.00%
10Y 16.92 02/2014
01/2024
4.77$ 16.92 4.77$ 16.92 4.77$ 16.92 4.77$ 16.92 02/2014
01/2024
4.77$ 16.92 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 -43.34 12/2007
11/2008
0.56$ -1.55 0.98$ 16.42 1.16$ 34.70 1.34$ 70.63 04/2020
03/2021
1.70$ 42.01 16.06%
2Y -21.71 03/2007
02/2009
0.61$ 2.41 1.04$ 15.05 1.32$ 28.57 1.65$ 47.30 01/2019
12/2020
2.16$ 9.01 10.68%
3Y -13.64 03/2006
02/2009
0.64$ 3.70 1.11$ 15.76 1.55$ 26.83 2.04$ 41.46 01/2019
12/2021
2.83$ 12.89 9.79%
5Y 1.52 09/2005
08/2010
1.07$ 5.46 1.30$ 16.97 2.18$ 22.74 2.78$ 31.79 01/2017
12/2021
3.97$ 23.48 0.00%
7Y 4.39 01/2005
12/2011
1.35$ 7.97 1.71$ 17.31 3.05$ 22.51 4.14$ 24.93 01/2015
12/2021
4.75$ 22.64 0.00%
10Y 8.18 02/2006
01/2016
2.19$ 9.87 2.56$ 17.67 5.08$ 20.39 6.39$ 23.66 01/2012
12/2021
8.36$ 20.18 0.00%
15Y 12.15 04/2005
03/2020
5.58$ 13.37 6.57$ 14.97 8.10$ 16.74 10.18$ 20.98 02/2009
01/2024
17.40$ 20.98 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 -43.95 12/2007
11/2008
0.56$ -4.37 0.95$ 12.98 1.12$ 31.79 1.31$ 66.27 04/2020
03/2021
1.66$ 37.73 19.27%
2Y -23.28 03/2007
02/2009
0.58$ -2.42 0.95$ 12.15 1.25$ 25.76 1.58$ 44.68 01/2019
12/2020
2.09$ 4.10 17.96%
3Y -15.48 03/2006
02/2009
0.60$ 1.01 1.03$ 13.37 1.45$ 23.63 1.88$ 36.58 01/2019
12/2021
2.54$ 6.84 12.89%
5Y -0.60 09/2005
08/2010
0.97$ 3.26 1.17$ 14.53 1.97$ 20.00 2.48$ 28.43 07/2016
06/2021
3.49$ 18.55 1.18%
7Y 1.89 01/2005
12/2011
1.13$ 5.84 1.48$ 15.05 2.66$ 19.60 3.50$ 22.59 09/2013
08/2020
4.16$ 18.51 0.00%
10Y 6.29 02/2006
01/2016
1.84$ 7.94 2.14$ 15.42 4.19$ 18.12 5.28$ 21.07 01/2012
12/2021
6.76$ 16.92 0.00%
15Y 9.95 10/2007
09/2022
4.14$ 11.02 4.79$ 12.80 6.08$ 14.30 7.42$ 17.96 02/2009
01/2024
11.91$ 17.96 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 Information Technology (VGT) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Vanguard Information Technology (VGT) 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.
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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
1.40
60%
-0.47
60%
1.61
80%
2.72
60%
0.91
40%
3.98
80%
5.82
100%
0.92
40%
-5.52
20%
2.67
60%
7.98
100%
1.84
80%
Best 9.7
2023
7.3
2019
9.7
2023
14.2
2020
8.5
2023
8.8
2019
13.4
2022
11.1
2020
1.3
2019
8.2
2021
13.3
2023
5.7
2020
Worst -7.8
2022
-7.3
2020
-9.8
2020
-11.8
2022
-8.9
2019
-9.4
2022
2.9
2023
-5.7
2022
-11.8
2022
-4.3
2020
3.1
2021
-8.0
2022
Monthly Seasonality over the period Feb 2005 - Jan 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
1.75
60%
1.49
70%
1.32
60%
1.17
50%
2.73
70%
1.36
50%
4.62
100%
1.75
60%
-2.68
40%
2.41
60%
4.62
90%
-0.19
60%
Best 9.7
2023
8.3
2015
9.7
2023
14.2
2020
8.5
2023
8.8
2019
13.4
2022
11.1
2020
2.5
2016
10.5
2015
13.3
2023
5.7
2020
Worst -7.8
2022
-7.3
2020
-9.8
2020
-11.8
2022
-8.9
2019
-9.4
2022
0.5
2014
-5.8
2015
-11.8
2022
-8.5
2018
-1.5
2018
-8.3
2018
Monthly Seasonality over the period Feb 2005 - Jan 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
0.20
55%
1.03
63%
1.99
68%
1.85
58%
1.47
63%
-0.12
42%
3.56
79%
1.25
58%
-0.73
58%
1.55
58%
2.35
74%
0.76
63%
Best 9.7
2023
8.3
2015
11.6
2009
14.2
2020
8.7
2005
8.8
2019
13.4
2022
11.1
2020
12.7
2010
12.3
2011
13.3
2023
6.2
2009
Worst -13.2
2008
-7.3
2020
-9.8
2020
-11.8
2022
-8.9
2019
-9.4
2022
-4.1
2006
-6.9
2010
-13.2
2008
-18.0
2008
-11.6
2008
-8.3
2018
Monthly Seasonality over the period Feb 2005 - Jan 2024

Monthly Returns

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

VANGUARD INFORMATION TECHNOLOGY (VGT) ETF
Monthly Returns Distribution
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 January 2005 - 31 January 2024 (~19 years)
77 Positive Months (64%) - 43 Negative Months (36%)
141 Positive Months (62%) - 88 Negative Months (38%)
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(Scroll down to see all data)
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