Vanguard Long-Term Treasury Index (VGLT): Rolling Returns

Data Source: from January 2011 to March 2024 (~13 years)
Consolidated Returns as of 31 March 2024

Holding the Vanguard Long-Term Treasury Index (VGLT) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~13 years), the longest period with a negative return lasted 145 months (from October 2011 to October 2023).

This means that every rolling period of 146 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Vanguard Long-Term Treasury Index (VGLT) ETF: Historical Returns page.

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 LONG-TERM TREASURY INDEX (VGLT) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 2014 - 31 March 2024 (10 Years)
Data Source: 1 January 2011 - 31 March 2024 (~13 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.37% +36.99%
May 2019 - Apr 2020 		-31.81%
Nov 2021 - Oct 2022 		47.97%
71 out of 148
US Inflation Adjusted -0.31% +36.52%
May 2019 - Apr 2020 		-36.72%
Nov 2021 - Oct 2022 		50.68%
75 out of 148
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 +3.18% +21.91%
Aug 2018 - Jul 2020 		-21.22%
Nov 2021 - Oct 2023 		36.76%
50 out of 136
US Inflation Adjusted +1.19% +20.21%
Aug 2018 - Jul 2020 		-25.31%
Nov 2021 - Oct 2023 		43.38%
59 out of 136
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 +4.51% +13.67%
Aug 2017 - Jul 2020 		-16.24%
Nov 2020 - Oct 2023 		21.77%
27 out of 124
US Inflation Adjusted +2.88% +11.56%
May 2017 - Apr 2020 		-20.77%
Nov 2020 - Oct 2023 		33.06%
41 out of 124
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 +4.91% +12.87%
Feb 2011 - Jan 2015 		-10.31%
Apr 2020 - Mar 2024 		17.86%
20 out of 112
US Inflation Adjusted +3.04% +11.20%
Feb 2011 - Jan 2015 		-14.47%
Apr 2020 - Mar 2024 		26.79%
30 out of 112
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 +3.64% +10.10%
Jul 2011 - Jun 2016 		-3.27%
Nov 2018 - Oct 2023 		19.00%
19 out of 100
US Inflation Adjusted +1.94% +8.65%
Jul 2011 - Jun 2016 		-6.99%
Nov 2018 - Oct 2023 		24.00%
24 out of 100
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 +3.67% +9.57%
Apr 2014 - Mar 2020 		-3.77%
Nov 2017 - Oct 2023 		21.59%
19 out of 88
US Inflation Adjusted +1.87% +7.96%
May 2014 - Apr 2020 		-7.25%
Nov 2017 - Oct 2023 		31.82%
28 out of 88
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 +4.08% +9.25%
Aug 2013 - Jul 2020 		-3.59%
Nov 2016 - Oct 2023 		25.00%
19 out of 76
US Inflation Adjusted +1.98% +7.64%
Aug 2013 - Jul 2020 		-6.85%
Nov 2016 - Oct 2023 		32.89%
25 out of 76
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 +4.88% +7.55%
Apr 2012 - Mar 2020 		-2.11%
Nov 2015 - Oct 2023 		20.31%
13 out of 64
US Inflation Adjusted +3.23% +5.94%
Apr 2012 - Mar 2020 		-5.21%
Nov 2015 - Oct 2023 		35.94%
23 out of 64
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 +3.57% +9.10%
Apr 2011 - Mar 2020 		-1.31%
Nov 2014 - Oct 2023 		13.46%
7 out of 52
US Inflation Adjusted +1.61% +7.35%
May 2011 - Apr 2020 		-4.20%
Feb 2015 - Jan 2024 		40.38%
21 out of 52
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 +1.57% +7.69%
Jan 2011 - Dec 2020 		+0.01%
Nov 2012 - Oct 2022 		0.00%
0 out of 40
US Inflation Adjusted -0.99% +5.85%
Jan 2011 - Dec 2020 		-2.65%
Nov 2013 - Oct 2023 		57.50%
23 out of 40
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 +1.00% +6.47%
Jan 2011 - Dec 2021 		-0.84%
Nov 2012 - Oct 2023 		10.71%
3 out of 28
US Inflation Adjusted -1.43% +4.16%
Jan 2011 - Dec 2021 		-3.36%
Nov 2012 - Oct 2023 		67.86%
19 out of 28
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 +1.54% +3.67%
Feb 2011 - Jan 2023 		-0.00%
Nov 2011 - Oct 2023 		6.25%
1 out of 16
US Inflation Adjusted -1.00% +1.06%
Feb 2011 - Jan 2023 		-2.51%
Nov 2011 - Oct 2023 		56.25%
9 out of 16
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 +2.72% +2.93%
Feb 2011 - Jan 2024 		+2.63%
Mar 2011 - Feb 2024 		0.00%
0 out of 4
US Inflation Adjusted +0.10% +0.30%
Feb 2011 - Jan 2024 		+0.00%
Mar 2011 - Feb 2024 		0.00%
0 out of 4
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Vanguard Long-Term Treasury Index (VGLT) ETF: Historical Returns page.