Consolidated Returns as of 31 May 2023
In the last 15 Years, the Vanguard Mid-Cap Growth (VOT) ETF obtained a 8.26% compound annual return, with a 19.26% standard deviation.
In 2022, the ETF granted a 0.55% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Mid-Cap Growth (VOT) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Multi Cap
- Style: Growth
- Region: North America
- Country: U.S.
Historical Returns as of May 31, 2023
Historical returns and Metrics of Vanguard Mid-Cap Growth (VOT) ETF.
- No fees or capital gain taxes
- the reinvestment of dividends
Metrics as of May 31, 2023 | ||||||||
---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~16Y) |
|
Portfolio Return (%) | 0.20 | -0.39 | -0.23 | 0.71 | 6.50 | 8.19 | 10.04 | 8.53 |
US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.51 |
Infl. Adjusted Return (%) | 0.20 | -1.22 | -2.09 | -2.96 | 0.70 | 4.22 | 7.17 | 5.87 |
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||
RISK INDICATORS | ||||||||
Standard Deviation (%) | 22.73 | 20.67 | 21.65 | 17.15 | 18.91 | |||
Sharpe Ratio | -0.11 | 0.27 | 0.32 | 0.54 | 0.24 | |||
Sortino Ratio | -0.16 | 0.37 | 0.43 | 0.74 | 0.32 | |||
MAXIMUM DRAWDOWN | ||||||||
Drawdown Depth (%) | -12.80 | -33.18 | -33.18 | -33.18 | -54.31 | |||
Start (yyyy mm) | 2022 08 | 2021 11 | 2021 11 | 2021 11 | 2007 11 | |||
Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | |||
Start to Bottom (# months) | 2 | 11 | 11 | 11 | 16 | |||
Start to Recovery (# months) in progress |
6
|
> 19
|
> 19
|
> 19
|
40
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||
Best Return (%) | 70.37 | 31.56 | 26.28 | 17.34 | ||||
Worst Return (%) | -48.10 | -9.04 | 0.33 | 6.99 | ||||
% Positive Periods | 75% | 92% | 100% | 100% | ||||
MONTHS | ||||||||
Positive | 1 | 2 | 3 | 6 | 19 | 35 | 73 | 120 |
Negative | 0 | 1 | 3 | 6 | 17 | 25 | 47 | 77 |
% Positive | 100% | 67% | 50% | 50% | 53% | 58% | 61% | 61% |
WITHDRAWAL RATES (WR) | ||||||||
Safe WR (%) | 41.15 | 24.96 | 15.94 | 9.01 | ||||
Perpetual WR (%) | 0.69 | 4.05 | 6.69 | 5.54 |
- Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
- 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 ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF 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 ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
- Maximum Drawdown: 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.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Correlations as of May 31, 2023
Correlation measures to what degree the returns of the two assets move in relation to each other.
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 Mid-Cap Growth (VOT) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
Correlation vs VOT | |||||
---|---|---|---|---|---|
|
|||||
Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 2007 |
|
US Total Stock Market VTI |
0.98
|
0.96
|
0.95
|
0.95
|
|
US Large Cap SPY |
0.97
|
0.94
|
0.93
|
0.93
|
|
US Small Cap IJR |
0.93
|
0.88
|
0.86
|
0.88
|
|
US REITs VNQ |
0.94
|
0.84
|
0.73
|
0.72
|
|
US Technology QQQ |
0.91
|
0.91
|
0.89
|
0.90
|
|
Preferred Stocks PFF |
0.76
|
0.79
|
0.73
|
0.57
|
|
EAFE Stocks EFA |
0.84
|
0.83
|
0.81
|
0.83
|
|
World All Countries VT |
0.95
|
0.93
|
0.92
|
0.92
|
|
Emerging Markets EEM |
0.65
|
0.70
|
0.66
|
0.77
|
|
Europe VGK |
0.82
|
0.81
|
0.78
|
0.82
|
|
Pacific VPL |
0.84
|
0.82
|
0.79
|
0.80
|
|
Latin America FLLA |
0.74
|
0.54
|
0.48
|
0.66
|
|
US Total Bond Market BND |
0.74
|
0.52
|
0.42
|
0.23
|
|
Long Term Treasuries TLT |
0.61
|
0.18
|
0.10
|
-0.16
|
|
US Cash BIL |
-0.14
|
-0.16
|
-0.11
|
-0.13
|
|
TIPS TIP |
0.88
|
0.63
|
0.50
|
0.35
|
|
Invest. Grade Bonds LQD |
0.80
|
0.69
|
0.60
|
0.44
|
|
High Yield Bonds HYG |
0.92
|
0.84
|
0.80
|
0.75
|
|
International Bonds BNDX |
0.86
|
0.54
|
0.44
|
0.33
|
|
Emerg. Market Bonds EMB |
0.79
|
0.73
|
0.67
|
0.58
|
|
Gold GLD |
0.31
|
0.19
|
0.11
|
0.12
|
|
Commodities DBC |
0.68
|
0.44
|
0.37
|
0.52
|
Capital Growth as of May 31, 2023
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the Vanguard Mid-Cap Growth (VOT) ETF: Dividend Yield page.
The Inflation Adjusted Capital now would be 2348.66$, with a net total return of 134.87% (5.86% annualized).
The Inflation Adjusted Capital now would be 2549.73$, with a net total return of 154.97% (5.87% annualized).
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.
Worst drawdowns since June 2008.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-52.82% | Jun 2008 | Feb 2009 | 9 | Jan 2011 | 23 | 32 |
-33.18% | Nov 2021 | Sep 2022 | 11 | in progress | 8 | 19 |
-21.72% | May 2011 | Sep 2011 | 5 | Jan 2013 | 16 | 21 |
-21.01% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 |
-16.05% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
-14.40% | Aug 2015 | Jan 2016 | 6 | Jul 2016 | 6 | 12 |
-5.10% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-4.69% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-4.16% | Aug 2016 | Oct 2016 | 3 | Jan 2017 | 3 | 6 |
-3.97% | Feb 2018 | Apr 2018 | 3 | Jun 2018 | 2 | 5 |
-3.79% | Mar 2014 | Apr 2014 | 2 | Jun 2014 | 2 | 4 |
-2.95% | Sep 2014 | Sep 2014 | 1 | Oct 2014 | 1 | 2 |
-2.51% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
-2.23% | Aug 2019 | Sep 2019 | 2 | Nov 2019 | 2 | 4 |
-2.12% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-2.08% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 |
-2.08% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-1.77% | Dec 2014 | Jan 2015 | 2 | Feb 2015 | 1 | 3 |
-1.34% | Apr 2015 | Jun 2015 | 3 | Jul 2015 | 1 | 4 |
-1.14% | Jun 2013 | Jun 2013 | 1 | Jul 2013 | 1 | 2 |
Worst drawdowns since January 2007.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-54.31% | Nov 2007 | Feb 2009 | 16 | Feb 2011 | 24 | 40 |
-33.18% | Nov 2021 | Sep 2022 | 11 | in progress | 8 | 19 |
-21.72% | May 2011 | Sep 2011 | 5 | Jan 2013 | 16 | 21 |
-21.01% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 |
-16.05% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
-14.40% | Aug 2015 | Jan 2016 | 6 | Jul 2016 | 6 | 12 |
-5.10% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-4.69% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-4.16% | Aug 2016 | Oct 2016 | 3 | Jan 2017 | 3 | 6 |
-3.97% | Feb 2018 | Apr 2018 | 3 | Jun 2018 | 2 | 5 |
-3.79% | Mar 2014 | Apr 2014 | 2 | Jun 2014 | 2 | 4 |
-3.14% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
-2.95% | Sep 2014 | Sep 2014 | 1 | Oct 2014 | 1 | 2 |
-2.51% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
-2.23% | Aug 2019 | Sep 2019 | 2 | Nov 2019 | 2 | 4 |
-2.12% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-2.08% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 |
-2.08% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-1.77% | Dec 2014 | Jan 2015 | 2 | Feb 2015 | 1 | 3 |
-1.34% | Apr 2015 | Jun 2015 | 3 | Jul 2015 | 1 | 4 |
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.
Rolling Period |
Annualized Return (%) | Negative Periods |
|||
---|---|---|---|---|---|
Average | Latest | Best | Worst | ||
1 Year |
10.57 | 0.71 |
70.37 Apr 2020 - Mar 2021 |
-48.10 Dec 2007 - Nov 2008 |
24.73% |
2 Years |
10.97 | -7.11 |
49.10 Mar 2009 - Feb 2011 |
-27.18 Mar 2007 - Feb 2009 |
17.24% |
3 Years |
12.02 | 6.50 |
31.56 Mar 2009 - Feb 2012 |
-9.04 Jul 2007 - Jun 2010 |
8.02% |
5 Years |
12.04 | 8.19 |
26.28 Mar 2009 - Feb 2014 |
0.33 Nov 2007 - Oct 2012 |
0.00% |
7 Years |
11.99 | 10.07 |
18.40 Dec 2008 - Nov 2015 |
6.17 Jun 2007 - May 2014 |
0.00% |
10 Years |
12.07 | 10.04 |
17.34 Mar 2009 - Feb 2019 |
6.99 Jun 2007 - May 2017 |
0.00% |
15 Years |
8.85 | 8.26 |
11.42 Jan 2007 - Dec 2021 |
7.39 Oct 2007 - Sep 2022 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Vanguard Mid-Cap Growth (VOT) ETF: Rolling Returns page.
Seasonality
Vanguard Mid-Cap Growth (VOT) ETF: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.44
60% |
-0.34
40% |
-2.02
60% |
2.20
60% |
0.21
40% |
1.52
80% |
4.90
100% |
1.07
60% |
-3.25
0% |
1.35
60% |
4.51
80% |
-1.33
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.44
|
101.10
|
99.06
|
101.24
|
101.45
|
102.99
|
108.04
|
109.19
|
105.65
|
107.07
|
111.90
|
110.41
|
Best |
11.1 2019 |
4.9 2019 |
2.6 2019 |
15.8 2020 |
9.7 2020 |
6.4 2019 |
11.8 2022 |
4.6 2018 |
-0.1 2019 |
8.7 2021 |
13.5 2020 |
4.7 2020 |
Worst |
-12.9 2022 |
-7.0 2020 |
-15.1 2020 |
-11.4 2022 |
-5.1 2019 |
-8.1 2022 |
1.7 2019 |
-3.4 2022 |
-9.8 2022 |
-9.7 2018 |
-2.6 2021 |
-9.0 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.44
50% |
1.21
60% |
-0.18
70% |
0.90
50% |
1.28
70% |
0.84
60% |
3.62
90% |
0.24
50% |
-1.60
30% |
1.64
70% |
3.28
80% |
-0.61
50% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.44
|
101.66
|
101.48
|
102.39
|
103.71
|
104.58
|
108.37
|
108.63
|
106.89
|
108.65
|
112.21
|
111.53
|
Best |
11.1 2019 |
6.6 2014 |
8.2 2016 |
15.8 2020 |
9.7 2020 |
6.4 2019 |
11.8 2022 |
5.6 2014 |
5.2 2013 |
8.7 2021 |
13.5 2020 |
4.7 2020 |
Worst |
-12.9 2022 |
-7.0 2020 |
-15.1 2020 |
-11.4 2022 |
-5.1 2019 |
-8.1 2022 |
-2.5 2014 |
-5.8 2015 |
-9.8 2022 |
-9.7 2018 |
-2.6 2021 |
-9.0 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.40
53% |
1.22
65% |
1.12
76% |
2.39
65% |
0.86
65% |
-0.28
44% |
2.40
69% |
-0.06
56% |
-1.22
44% |
0.62
63% |
1.66
69% |
0.82
63% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.40
|
101.62
|
102.76
|
105.22
|
106.12
|
105.83
|
108.36
|
108.30
|
106.98
|
107.64
|
109.42
|
110.32
|
Best |
11.1 2019 |
6.6 2014 |
8.2 2016 |
15.8 2020 |
9.7 2020 |
6.4 2019 |
11.8 2022 |
5.6 2014 |
12.0 2010 |
14.1 2011 |
13.5 2020 |
7.3 2009 |
Worst |
-12.9 2022 |
-7.3 2009 |
-15.1 2020 |
-11.4 2022 |
-7.5 2012 |
-8.1 2022 |
-6.4 2008 |
-7.4 2011 |
-17.1 2008 |
-21.7 2008 |
-10.6 2008 |
-9.0 2018 |
Monthly/Yearly Returns
Vanguard Mid-Cap Growth (VOT) ETF data source starts from January 2007: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+6.44 | +4.14 | 8.9 | -1.9 | 1.7 | -2.2 | 0.2 | |||||||
2022 |
-28.86 | -33.18 | -12.9 | -1.2 | 1.8 | -11.4 | -3.2 | -8.1 | 11.8 | -3.4 | -9.8 | 6.6 | 5.7 | -6.3 |
2021 |
+20.50 | +12.57 | -1.0 | 3.5 | -1.1 | 5.0 | -0.6 | 5.6 | 1.9 | 3.0 | -4.7 | 8.7 | -2.6 | 1.9 |
2020 |
+34.48 | +32.68 | 1.2 | -7.0 | -15.1 | 15.8 | 9.7 | 2.8 | 7.4 | 3.1 | -1.3 | -0.8 | 13.5 | 4.7 |
2019 |
+33.76 | +30.77 | 11.1 | 4.9 | 2.6 | 3.8 | -5.1 | 6.4 | 1.7 | -2.1 | -0.1 | 1.8 | 3.4 | 2.1 |
2018 |
-5.55 | -7.32 | 5.0 | -3.3 | 0.1 | -0.8 | 3.7 | 1.0 | 1.8 | 4.6 | -0.3 | -9.7 | 2.5 | -9.0 |
2017 |
+21.80 | +19.28 | 3.8 | 2.8 | 0.4 | 2.1 | 1.8 | 0.4 | 1.8 | 0.2 | 1.7 | 2.2 | 2.8 | 0.0 |
2016 |
+6.87 | +4.69 | -7.9 | 1.0 | 8.2 | 0.0 | 2.3 | -0.5 | 5.1 | -0.8 | 0.3 | -3.7 | 3.2 | 0.2 |
2015 |
-1.08 | -1.79 | -1.5 | 6.6 | 1.3 | -1.1 | 1.0 | -1.2 | 1.5 | -5.8 | -4.0 | 5.6 | 0.0 | -2.6 |
2014 |
+13.47 | +12.62 | -2.1 | 6.6 | -1.7 | -2.2 | 2.9 | 3.4 | -2.5 | 5.6 | -3.0 | 3.4 | 3.1 | -0.2 |
2013 |
+32.42 | +30.46 | 6.6 | 1.2 | 4.1 | 0.7 | 1.9 | -1.1 | 5.9 | -2.1 | 5.2 | 2.1 | 1.1 | 3.2 |
2012 |
+15.98 | +13.99 | 8.1 | 5.1 | 1.9 | -0.5 | -7.5 | 1.5 | -0.7 | 3.7 | 2.2 | -2.4 | 2.1 | 2.4 |
2011 |
-3.92 | -6.69 | 2.1 | 4.4 | 2.0 | 2.5 | -0.3 | -1.7 | -3.1 | -7.4 | -11.0 | 14.1 | -1.6 | -1.9 |
2010 |
+29.14 | +27.24 | -4.6 | 5.2 | 7.1 | 3.2 | -7.0 | -6.2 | 7.2 | -4.0 | 12.0 | 4.6 | 4.0 | 6.4 |
2009 |
+43.89 | +40.08 | -3.9 | -7.3 | 8.2 | 12.8 | 4.5 | -0.1 | 7.5 | 3.0 | 6.6 | -3.9 | 4.1 | 7.3 |
2008 |
-47.32 | -47.37 | -9.9 | 0.2 | -3.5 | 8.5 | 5.2 | -5.6 | -6.4 | 0.1 | -17.1 | -21.7 | -10.6 | 3.3 |
2007 |
+17.16 | +12.57 | 3.8 | -0.1 | 1.1 | 4.4 | 5.1 | -0.7 | -2.5 | 1.1 | 3.8 | 2.9 | -4.3 | 1.7 |