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

Data Source: from January 2011 to February 2024 (~13 years)
Consolidated Returns as of 29 February 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 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 January 2011 - 29 February 2024 (~13 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 -31.81 11/2021
10/2022
0.68$ -11.43 0.88$ -0.40 0.99$ 16.90 1.16$ 36.99 05/2019
04/2020
1.36$ -2.93 53.21%
2Y -21.22 11/2021
10/2023
0.62$ -13.85 0.74$ 3.07 1.06$ 11.69 1.24$ 21.91 08/2018
07/2020
1.48$ -14.13 39.18%
3Y -16.24 11/2020
10/2023
0.58$ -10.03 0.72$ 3.19 1.09$ 9.77 1.32$ 13.67 08/2017
07/2020
1.46$ -10.03 30.59%
4Y -9.66 11/2019
10/2023
0.66$ -2.54 0.90$ 4.09 1.17$ 6.87 1.30$ 9.72 12/2016
11/2020
1.44$ -9.12 26.03%
5Y -3.27 11/2018
10/2023
0.84$ -1.66 0.91$ 3.80 1.20$ 7.45 1.43$ 9.30 08/2015
07/2020
1.55$ -2.11 29.51%
6Y -3.77 11/2017
10/2023
0.79$ -1.46 0.91$ 3.06 1.19$ 7.70 1.56$ 9.57 04/2014
03/2020
1.72$ -1.11 36.73%
7Y -3.59 11/2016
10/2023
0.77$ -1.25 0.91$ 1.07 1.07$ 5.37 1.44$ 6.30 03/2014
02/2021
1.53$ -0.99 48.65%
8Y -2.11 11/2015
10/2023
0.84$ -0.93 0.92$ 0.08 1.00$ 2.50 1.21$ 5.32 03/2014
02/2022
1.51$ -1.41 48.00%
9Y -1.31 11/2014
10/2023
0.88$ -1.20 0.89$ 0.16 1.01$ 1.57 1.15$ 2.00 04/2014
03/2023
1.19$ -0.84 46.15%
10Y 1.11 03/2014
02/2024
1.11$ 1.11 1.11$ 1.11 1.11$ 1.11 1.11$ 1.11 03/2014
02/2024
1.11$ 1.11 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 -36.72 11/2021
10/2022
0.63$ -15.46 0.84$ -3.00 0.97$ 15.68 1.15$ 36.52 05/2019
04/2020
1.36$ -5.50 55.96%
2Y -25.31 11/2021
10/2023
0.55$ -19.01 0.65$ 1.02 1.02$ 10.97 1.23$ 20.21 08/2018
07/2020
1.44$ -17.69 47.42%
3Y -20.77 11/2020
10/2023
0.49$ -14.74 0.61$ 1.11 1.03$ 7.60 1.24$ 11.56 05/2017
04/2020
1.38$ -14.74 44.71%
4Y -13.61 11/2019
10/2023
0.55$ -6.53 0.76$ 2.45 1.10$ 4.62 1.19$ 7.68 12/2016
11/2020
1.34$ -13.07 39.73%
5Y -6.99 11/2018
10/2023
0.69$ -5.32 0.76$ 1.39 1.07$ 5.54 1.30$ 7.57 07/2015
06/2020
1.44$ -5.97 37.70%
6Y -7.25 11/2017
10/2023
0.63$ -5.01 0.73$ 0.16 1.00$ 6.12 1.42$ 7.96 05/2014
04/2020
1.58$ -4.61 48.98%
7Y -6.85 11/2016
10/2023
0.60$ -4.60 0.71$ -1.99 0.86$ 3.24 1.25$ 4.60 03/2014
02/2021
1.37$ -4.30 64.86%
8Y -5.21 11/2015
10/2023
0.65$ -4.07 0.71$ -3.10 0.77$ -0.14 0.98$ 2.87 03/2014
02/2022
1.25$ -4.64 88.00%
9Y -4.20 02/2015
01/2024
0.67$ -4.11 0.68$ -2.63 0.78$ -1.18 0.89$ -0.74 04/2014
03/2023
0.93$ -3.82 100.00%
10Y -1.62 03/2014
02/2024
0.84$ -1.62 0.84$ -1.62 0.84$ -1.62 0.84$ -1.62 03/2014
02/2024
0.84$ -1.62 100.00%
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 -31.81 11/2021
10/2022
0.68$ -10.75 0.89$ 1.86 1.01$ 20.46 1.20$ 36.99 05/2019
04/2020
1.36$ -2.93 47.62%
2Y -21.22 11/2021
10/2023
0.62$ -12.92 0.75$ 3.38 1.06$ 11.69 1.24$ 21.91 08/2018
07/2020
1.48$ -14.13 36.30%
3Y -16.24 11/2020
10/2023
0.58$ -7.59 0.78$ 4.75 1.14$ 9.67 1.31$ 13.67 08/2017
07/2020
1.46$ -10.03 21.14%
4Y -9.66 11/2019
10/2023
0.66$ -0.97 0.96$ 5.01 1.21$ 7.13 1.31$ 12.87 02/2011
01/2015
1.62$ -9.12 17.12%
5Y -3.27 11/2018
10/2023
0.84$ -0.74 0.96$ 3.80 1.20$ 7.65 1.44$ 10.10 07/2011
06/2016
1.61$ -2.11 18.18%
6Y -3.77 11/2017
10/2023
0.79$ -0.84 0.95$ 3.72 1.24$ 7.12 1.51$ 9.57 04/2014
03/2020
1.72$ -1.11 20.69%
7Y -3.59 11/2016
10/2023
0.77$ -0.55 0.96$ 4.24 1.33$ 6.80 1.58$ 9.25 08/2013
07/2020
1.85$ -0.99 24.00%
8Y -2.11 11/2015
10/2023
0.84$ -0.37 0.97$ 5.02 1.47$ 6.31 1.63$ 7.55 04/2012
03/2020
1.78$ -1.41 19.05%
9Y -1.31 11/2014
10/2023
0.88$ 0.94 1.08$ 4.08 1.43$ 6.65 1.78$ 9.10 04/2011
03/2020
2.19$ -0.84 11.76%
10Y 0.01 11/2012
10/2022
1.00$ 0.67 1.06$ 1.69 1.18$ 6.25 1.83$ 7.69 01/2011
12/2020
2.09$ 1.11 0.00%
11Y -0.84 11/2012
10/2023
0.91$ 0.09 1.01$ 1.12 1.13$ 4.43 1.61$ 6.47 01/2011
12/2021
1.99$ 0.54 11.11%
12Y 0.00 11/2011
10/2023
0.99$ 0.10 1.01$ 2.49 1.34$ 3.37 1.48$ 3.67 02/2011
01/2023
1.54$ 0.78 6.67%
13Y 2.63 03/2011
02/2024
1.40$ 2.63 1.40$ 2.91 1.45$ 2.93 1.45$ 2.93 02/2011
01/2024
1.45$ 2.63 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 -36.72 11/2021
10/2022
0.63$ -13.76 0.86$ -0.28 0.99$ 19.06 1.19$ 36.52 05/2019
04/2020
1.36$ -5.50 50.34%
2Y -25.31 11/2021
10/2023
0.55$ -17.69 0.67$ 1.34 1.02$ 10.97 1.23$ 20.21 08/2018
07/2020
1.44$ -17.69 42.96%
3Y -20.77 11/2020
10/2023
0.49$ -11.93 0.68$ 3.00 1.09$ 7.60 1.24$ 11.56 05/2017
04/2020
1.38$ -14.74 32.52%
4Y -13.61 11/2019
10/2023
0.55$ -5.09 0.81$ 3.05 1.12$ 5.48 1.23$ 11.20 02/2011
01/2015
1.52$ -13.07 26.13%
5Y -6.99 11/2018
10/2023
0.69$ -4.43 0.79$ 1.96 1.10$ 5.98 1.33$ 8.65 07/2011
06/2016
1.51$ -5.97 23.23%
6Y -7.25 11/2017
10/2023
0.63$ -4.27 0.76$ 1.99 1.12$ 5.56 1.38$ 7.96 05/2014
04/2020
1.58$ -4.61 31.03%
7Y -6.85 11/2016
10/2023
0.60$ -3.86 0.75$ 2.50 1.18$ 5.04 1.41$ 7.64 08/2013
07/2020
1.67$ -4.30 32.00%
8Y -5.21 11/2015
10/2023
0.65$ -3.35 0.76$ 3.23 1.28$ 4.54 1.42$ 5.94 04/2012
03/2020
1.58$ -4.64 34.92%
9Y -4.20 02/2015
01/2024
0.67$ -1.81 0.84$ 1.83 1.17$ 4.77 1.52$ 7.35 05/2011
04/2020
1.89$ -3.82 39.22%
10Y -2.65 11/2013
10/2023
0.76$ -1.96 0.82$ -0.96 0.90$ 4.42 1.54$ 5.85 01/2011
12/2020
1.76$ -1.62 56.41%
11Y -3.36 11/2012
10/2023
0.68$ -2.48 0.75$ -1.40 0.85$ 2.05 1.25$ 4.16 01/2011
12/2021
1.56$ -2.03 66.67%
12Y -2.51 11/2011
10/2023
0.73$ -2.41 0.74$ -0.05 0.99$ 0.81 1.10$ 1.06 02/2011
01/2023
1.13$ -1.75 53.33%
13Y 0.04 03/2011
02/2024
1.00$ 0.04 1.00$ 0.27 1.03$ 0.30 1.03$ 0.30 02/2011
01/2024
1.03$ 0.04 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.86% +36.99%
May 2019 - Apr 2020
-31.81%
Nov 2021 - Oct 2022
47.62%
70 out of 147
US Inflation Adjusted -0.28% +36.52%
May 2019 - Apr 2020
-36.72%
Nov 2021 - Oct 2022
50.34%
74 out of 147
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 +3.38% +21.91%
Aug 2018 - Jul 2020
-21.22%
Nov 2021 - Oct 2023
36.30%
49 out of 135
US Inflation Adjusted +1.34% +20.21%
Aug 2018 - Jul 2020
-25.31%
Nov 2021 - Oct 2023
42.96%
58 out of 135
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 +4.75% +13.67%
Aug 2017 - Jul 2020
-16.24%
Nov 2020 - Oct 2023
21.14%
26 out of 123
US Inflation Adjusted +3.00% +11.56%
May 2017 - Apr 2020
-20.77%
Nov 2020 - Oct 2023
32.52%
40 out of 123
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 +5.01% +12.87%
Feb 2011 - Jan 2015
-9.66%
Nov 2019 - Oct 2023
17.12%
19 out of 111
US Inflation Adjusted +3.05% +11.20%
Feb 2011 - Jan 2015
-13.61%
Nov 2019 - Oct 2023
26.13%
29 out of 111
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 +3.80% +10.10%
Jul 2011 - Jun 2016
-3.27%
Nov 2018 - Oct 2023
18.18%
18 out of 99
US Inflation Adjusted +1.96% +8.65%
Jul 2011 - Jun 2016
-6.99%
Nov 2018 - Oct 2023
23.23%
23 out of 99
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 +3.72% +9.57%
Apr 2014 - Mar 2020
-3.77%
Nov 2017 - Oct 2023
20.69%
18 out of 87
US Inflation Adjusted +1.99% +7.96%
May 2014 - Apr 2020
-7.25%
Nov 2017 - Oct 2023
31.03%
27 out of 87
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 +4.24% +9.25%
Aug 2013 - Jul 2020
-3.59%
Nov 2016 - Oct 2023
24.00%
18 out of 75
US Inflation Adjusted +2.50% +7.64%
Aug 2013 - Jul 2020
-6.85%
Nov 2016 - Oct 2023
32.00%
24 out of 75
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 +5.02% +7.55%
Apr 2012 - Mar 2020
-2.11%
Nov 2015 - Oct 2023
19.05%
12 out of 63
US Inflation Adjusted +3.23% +5.94%
Apr 2012 - Mar 2020
-5.21%
Nov 2015 - Oct 2023
34.92%
22 out of 63
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 +4.08% +9.10%
Apr 2011 - Mar 2020
-1.31%
Nov 2014 - Oct 2023
11.76%
6 out of 51
US Inflation Adjusted +1.83% +7.35%
May 2011 - Apr 2020
-4.20%
Feb 2015 - Jan 2024
39.22%
20 out of 51
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 +1.69% +7.69%
Jan 2011 - Dec 2020
+0.01%
Nov 2012 - Oct 2022
0.00%
0 out of 39
US Inflation Adjusted -0.96% +5.85%
Jan 2011 - Dec 2020
-2.65%
Nov 2013 - Oct 2023
56.41%
22 out of 39
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 +1.12% +6.47%
Jan 2011 - Dec 2021
-0.84%
Nov 2012 - Oct 2023
11.11%
3 out of 27
US Inflation Adjusted -1.40% +4.16%
Jan 2011 - Dec 2021
-3.36%
Nov 2012 - Oct 2023
66.67%
18 out of 27
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 +2.49% +3.67%
Feb 2011 - Jan 2023
-0.00%
Nov 2011 - Oct 2023
6.67%
1 out of 15
US Inflation Adjusted -0.05% +1.06%
Feb 2011 - Jan 2023
-2.51%
Nov 2011 - Oct 2023
53.33%
8 out of 15
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 +2.91% +2.93%
Feb 2011 - Jan 2024
+2.63%
Mar 2011 - Feb 2024
0.00%
0 out of 3
US Inflation Adjusted +0.27% +0.30%
Feb 2011 - Jan 2024
+0.04%
Mar 2011 - Feb 2024
0.00%
0 out of 3
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.