Vanguard Mid-Cap Value (VOE): Historical Returns

Data Source: from January 1927 to February 2024 (~97 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
Category: Stocks
Vanguard Mid-Cap Value (VOE) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.52%
1 Day
Mar 01 2024
0.52%
Current Month
March 2024

In the last 30 Years, the Vanguard Mid-Cap Value (VOE) ETF obtained a 10.52% compound annual return, with a 16.71% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Mid Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

The Vanguard Mid-Cap Value (VOE) ETF is part of the following Lazy Portfolios:

Portfolio Name Author VOE Weight Currency
Robo Advisor 100 Betterment 7.50% USD
Robo Advisor 90 Betterment 6.70% USD
Robo Advisor 80 Betterment 5.90% USD
Robo Advisor 50 Betterment 3.60% USD
Robo Advisor 20 Betterment 1.40% USD
Robo Advisor 10 Betterment 0.50% USD

Investment Returns as of Feb 29, 2024

The Vanguard Mid-Cap Value (VOE) 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 MID-CAP VALUE (VOE) ETF
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~97Y)
Vanguard Mid-Cap Value (VOE) ETF 0.52 0.52 4.06 9.06 8.89 8.99 8.46 10.52 11.70
US Inflation Adjusted return 4.06 7.83 6.01 4.70 5.54 7.80 8.46
Returns over 1 year are annualized | Available data source: since Jan 1927
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Vanguard Mid-Cap Value (VOE) ETF granted a 2.46% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Mid-Cap Value (VOE) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 20.10$, with a total return of 1909.87% (10.52% annualized).

The Inflation Adjusted Capital now would be 9.52$, with a net total return of 852.09% (7.80% annualized).
An investment of 1$, since January 1927, now would be worth 46623.20$, with a total return of 4662220.23% (11.70% annualized).

The Inflation Adjusted Capital now would be 2665.88$, with a net total return of 266488.10% (8.46% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of Vanguard Mid-Cap Value (VOE) ETF, updated as of 29 February 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 MID-CAP VALUE (VOE) ETF
Advanced Metrics
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~97Y)
Investment Return (%) 4.06 9.18 9.06 8.89 7.55 8.99 8.46 9.29 10.52 11.70
Infl. Adjusted Return (%) details 4.06 8.59 7.83 6.01 1.92 4.70 5.54 6.56 7.80 8.46
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.99
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -11.63 -17.81 -31.25 -31.25 -56.45 -56.45 -88.94
Start to Recovery (# months) details 5 21 12 12 47 47 178
Start (yyyy mm) 2023 08 2022 04 2020 01 2020 01 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 6 3 3 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 1932 05
Bottom to End (# months) 2 15 9 9 26 26 145
End (yyyy mm) 2023 12 2023 12 2020 12 2020 12 2011 04 2011 04 1944 06
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-17.81 -17.81
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 21 21
Start (yyyy mm) 2023 08 2022 04 2022 04 2022 04 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 6 6 6 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 15 15 15 26 26 145
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2011 04 2011 04 1944 06
Longest negative period (# months) details 9 31 31 61 68 98 184
Period Start (yyyy mm) 2023 03 2021 04 2021 04 2015 03 2006 02 2001 01 1927 01
Period End (yyyy mm) 2023 11 2023 10 2023 10 2020 03 2011 09 2009 02 1942 04
Annualized Return (%) -0.35 -0.48 -0.48 -0.17 -0.34 -0.40 -0.44
Deepest Drawdown Depth (%) -12.46 -22.10 -31.13 -31.13 -57.67 -57.67 -86.03
Start to Recovery (# months) details 5 26* 12 12 68 68 181
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 9 3 3 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 1932 05
Bottom to End (# months) 2 17 9 9 47 47 148
End (yyyy mm) 2023 12 - 2020 12 2020 12 2013 01 2013 01 1944 09
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-22.10 -22.10
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 26* 26*
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 9 9 9 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 17 17 17 47 47 148
End (yyyy mm) 2023 12 - - - 2013 01 2013 01 1944 09
Longest negative period (# months) details 9 34 47 69 75 137 182
Period Start (yyyy mm) 2023 03 2021 04 2019 12 2014 07 2005 07 1997 10 1927 03
Period End (yyyy mm) 2023 11 2024 01 2023 10 2020 03 2011 09 2009 02 1942 04
Annualized Return (%) -3.15 -1.31 -0.20 -0.35 -0.58 -0.21 0.00
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 17.61 18.27 20.99 17.05 17.40 16.71 19.54
Sharpe Ratio 0.21 0.28 0.34 0.43 0.46 0.49 0.39
Sortino Ratio 0.32 0.40 0.45 0.56 0.60 0.65 0.54
Ulcer Index 4.98 6.34 8.66 6.79 13.27 11.84 23.08
Ratio: Return / Standard Deviation 0.50 0.41 0.43 0.50 0.53 0.63 0.60
Ratio: Return / Deepest Drawdown 0.76 0.42 0.29 0.27 0.16 0.19 0.13
% Positive Months details 50% 52% 60% 65% 65% 64% 63%
Positive Months 6 19 36 78 156 231 745
Negative Months 6 17 24 42 84 129 421
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 8.46 17.57 17.57 23.64
Worst 10 Years Return (%) - Annualized 6.39 2.14 -7.53
Best 10 Years Return (%) - Annualized 5.54 15.53 15.53 19.72
Worst 10 Years Return (%) - Annualized 4.53 -0.44 -5.41
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 77.11 31.77 28.05 17.57 12.36 10.52
Worst Rolling Return (%) - Annualized -45.36 -19.03 -5.30 2.14 7.90
% Positive Periods 75% 89% 97% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.79 22.74 14.71 9.34 7.29 9.43
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 5.29 8.44
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 73.38 28.69 25.47 15.53 9.82 7.80
Worst Rolling Return (%) - Annualized -45.37 -20.75 -7.74 -0.44 5.70
% Positive Periods 70% 86% 86% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.79 22.74 14.71 9.34 7.29 9.43
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 5.29 8.44
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1927 - Feb 2024)
Best Rolling Return (%) - Annualized 194.14 52.27 43.82 23.64 19.85 17.52
Worst Rolling Return (%) - Annualized -71.09 -49.32 -25.49 -7.53 3.07 8.78
% Positive Periods 74% 86% 91% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 51.82 12.36 7.19 4.47 2.90 2.65
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.73 2.29
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 214.98 49.69 42.39 19.72 16.11 14.46
Worst Rolling Return (%) - Annualized -67.90 -45.30 -21.84 -5.41 1.46 6.90
% Positive Periods 68% 81% 87% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 51.82 12.36 7.19 4.47 2.90 2.65
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.73 2.29
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 Feb 29, 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 Mid-Cap Value (VOE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

VANGUARD MID-CAP VALUE (VOE) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs VOE
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.89
0.92
0.93
0.89
0.89
SPY
US Large Cap
0.85
0.91
0.92
0.89
0.89
IJR
US Small Cap
0.91
0.94
0.92
0.84
0.84
VNQ
US REITs
0.92
0.86
0.77
0.72
0.72
QQQ
US Technology
0.50
0.72
0.74
0.60
0.60
PFF
Preferred Stocks
0.80
0.79
0.73
0.51
0.50
EFA
EAFE Stocks
0.88
0.90
0.86
0.79
0.76
VT
World All Countries
0.90
0.94
0.93
0.87
0.86
EEM
Emerging Markets
0.81
0.76
0.71
0.70
0.67
VGK
Europe
0.87
0.90
0.85
0.80
0.79
VPL
Pacific
0.86
0.85
0.82
0.67
0.62
FLLA
Latin America
0.86
0.79
0.64
0.65
0.64
BND
US Total Bond Market
0.54
0.39
0.29
0.14
0.15
TLT
Long Term Treasuries
0.63
0.04
-0.02
-0.14
-0.12
BIL
US Cash
0.33
-0.13
-0.10
-0.03
-0.03
TIP
TIPS
0.45
0.48
0.40
0.20
0.21
LQD
Invest. Grade Bonds
0.61
0.58
0.51
0.33
0.33
HYG
High Yield Bonds
0.77
0.84
0.81
0.70
0.69
CWB
US Convertible Bonds
0.84
0.80
0.81
0.81
0.81
BNDX
International Bonds
0.44
0.44
0.35
0.17
0.18
EMB
Emerg. Market Bonds
0.85
0.75
0.66
0.56
0.56
GLD
Gold
-0.03
0.17
0.06
0.06
0.06
DBC
Commodities
0.20
0.59
0.50
0.36
0.36

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 MID-CAP VALUE (VOE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-56.45% Jun 2007 Feb 2009 21 Apr 2011 26 47 27.22
-31.25% Jan 2020 Mar 2020 3 Dec 2020 9 12 15.25
-26.74% Jun 2001 Sep 2002 16 Oct 2003 13 29 13.67
-21.42% May 1998 Aug 1998 4 Apr 1999 8 12 9.48
-20.91% May 2011 Sep 2011 5 Mar 2012 6 11 9.40
-17.81% Apr 2022 Sep 2022 6 Dec 2023 15 21 8.10
-17.71% Jul 1999 Feb 2000 8 Oct 2000 8 16 8.24
-15.59% Sep 2018 Dec 2018 4 Jul 2019 7 11 6.29
-11.91% Jun 2015 Jan 2016 8 Jul 2016 6 14 5.48
-7.74% Sep 1994 Nov 1994 3 Mar 1995 4 7 4.26
-7.47% Apr 2012 May 2012 2 Sep 2012 4 6 3.58
-5.51% May 2006 Jul 2006 3 Oct 2006 3 6 3.14
-4.97% Feb 2018 Mar 2018 2 Aug 2018 5 7 3.55
-4.88% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.18
-3.95% Mar 1994 Jun 1994 4 Jul 1994 1 5 2.29
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 124 2.9 Months 34.35%
 
DD = 0% 34.35%
 
0% < DD <= -5% 109 3.3 Months 30.19%
 
DD <= -5% 64.54%
 
-5% < DD <= -10% 50 7.2 Months 13.85%
 
DD <= -10% 78.39%
 
-10% < DD <= -15% 25 14.4 Months 6.93%
 
DD <= -15% 85.32%
 
-15% < DD <= -20% 17 21.2 Months 4.71%
 
DD <= -20% 90.03%
 
-20% < DD <= -25% 17 21.2 Months 4.71%
 
DD <= -25% 94.74%
 
-25% < DD <= -30% 6 60.2 Months 1.66%
 
DD <= -30% 96.40%
 
-30% < DD <= -35% 3 120.3 Months 0.83%
 
DD <= -35% 97.23%
 
-35% < DD <= -40% 1 361.0 Months 0.28%
 
DD <= -40% 97.51%
 
-40% < DD <= -45% 4 90.3 Months 1.11%
 
DD <= -45% 98.61%
 
-45% < DD <= -50% 2 180.5 Months 0.55%
 
DD <= -50% 99.17%
 
-50% < DD <= -55% 2 180.5 Months 0.55%
 
DD <= -55% 99.72%
 
-55% < DD <= -60% 1 361.0 Months 0.28%
 
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
-57.67% Jun 2007 Feb 2009 21 Jan 2013 47 68 25.68
-31.13% Jan 2020 Mar 2020 3 Dec 2020 9 12 15.11
-28.15% Jun 2001 Sep 2002 16 Nov 2003 14 30 14.82
-22.10% Jan 2022 Sep 2022 9 in progress 17 26 12.39
-22.03% Apr 1998 Aug 1998 5 May 1999 9 14 9.51
-19.64% Jul 1999 Feb 2000 8 Dec 2000 10 18 9.51
-16.85% Feb 2018 Dec 2018 11 Nov 2019 11 22 6.03
-12.16% Jun 2015 Jan 2016 8 Jul 2016 6 14 5.75
-8.23% Sep 1994 Nov 1994 3 Mar 1995 4 7 4.70
-6.53% May 2006 Jul 2006 3 Oct 2006 3 6 3.90
-5.24% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.37
-4.77% Jan 2005 Apr 2005 4 May 2005 1 5 2.33
-4.73% Mar 1994 Jun 1994 4 Aug 1994 2 6 2.50
-4.17% Jun 2021 Sep 2021 4 Dec 2021 3 7 2.51
-3.76% Oct 1997 Oct 1997 1 Dec 1997 2 3 1.89
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 102 3.5 Months 28.25%
 
DD = 0% 28.25%
 
0% < DD <= -5% 94 3.8 Months 26.04%
 
DD <= -5% 54.29%
 
-5% < DD <= -10% 62 5.8 Months 17.17%
 
DD <= -10% 71.47%
 
-10% < DD <= -15% 37 9.8 Months 10.25%
 
DD <= -15% 81.72%
 
-15% < DD <= -20% 24 15.0 Months 6.65%
 
DD <= -20% 88.37%
 
-20% < DD <= -25% 14 25.8 Months 3.88%
 
DD <= -25% 92.24%
 
-25% < DD <= -30% 12 30.1 Months 3.32%
 
DD <= -30% 95.57%
 
-30% < DD <= -35% 4 90.3 Months 1.11%
 
DD <= -35% 96.68%
 
-35% < DD <= -40% 3 120.3 Months 0.83%
 
DD <= -40% 97.51%
 
-40% < DD <= -45% 1 361.0 Months 0.28%
 
DD <= -45% 97.78%
 
-45% < DD <= -50% 5 72.2 Months 1.39%
 
DD <= -50% 99.17%
 
-50% < DD <= -55% 2 180.5 Months 0.55%
 
DD <= -55% 99.72%
 
-55% < DD <= -60% 1 361.0 Months 0.28%
 
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
-88.94% Sep 1929 May 1932 33 Jun 1944 145 178 54.05
-56.45% Jun 2007 Feb 2009 21 Apr 2011 26 47 27.22
-37.28% Dec 1972 Sep 1974 22 Jun 1975 9 31 18.50
-34.84% Dec 1968 Jun 1970 19 Jan 1972 19 38 16.70
-31.25% Jan 2020 Mar 2020 3 Dec 2020 9 12 15.25
-30.44% Sep 1989 Oct 1990 14 May 1991 7 21 14.38
-27.49% Sep 1987 Nov 1987 3 Jan 1989 14 17 13.21
-26.74% Jun 2001 Sep 2002 16 Oct 2003 13 29 13.67
-23.92% Jun 1946 Feb 1948 21 Dec 1949 22 43 15.19
-21.42% May 1998 Aug 1998 4 Apr 1999 8 12 9.48
-21.25% Jan 1962 Jun 1962 6 Apr 1963 10 16 10.68
-20.91% May 2011 Sep 2011 5 Mar 2012 6 11 9.40
-17.81% Apr 2022 Sep 2022 6 Dec 2023 15 21 8.10
-17.71% Jul 1999 Feb 2000 8 Oct 2000 8 16 8.24
-16.30% Feb 1980 Mar 1980 2 Jun 1980 3 5 7.89
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 376 3.1 Months 32.22%
 
DD = 0% 32.22%
 
0% < DD <= -5% 278 4.2 Months 23.82%
 
DD <= -5% 56.04%
 
-5% < DD <= -10% 139 8.4 Months 11.91%
 
DD <= -10% 67.95%
 
-10% < DD <= -15% 78 15.0 Months 6.68%
 
DD <= -15% 74.64%
 
-15% < DD <= -20% 59 19.8 Months 5.06%
 
DD <= -20% 79.69%
 
-20% < DD <= -25% 46 25.4 Months 3.94%
 
DD <= -25% 83.63%
 
-25% < DD <= -30% 24 48.6 Months 2.06%
 
DD <= -30% 85.69%
 
-30% < DD <= -35% 18 64.8 Months 1.54%
 
DD <= -35% 87.23%
 
-35% < DD <= -40% 7 166.7 Months 0.60%
 
DD <= -40% 87.83%
 
-40% < DD <= -45% 14 83.4 Months 1.20%
 
DD <= -45% 89.03%
 
-45% < DD <= -50% 22 53.0 Months 1.89%
 
DD <= -50% 90.92%
 
-50% < DD <= -55% 33 35.4 Months 2.83%
 
DD <= -55% 93.74%
 
-55% < DD <= -60% 19 61.4 Months 1.63%
 
DD <= -60% 95.37%
 
-60% < DD <= -65% 12 97.3 Months 1.03%
 
DD <= -65% 96.40%
 
-65% < DD <= -70% 18 64.8 Months 1.54%
 
DD <= -70% 97.94%
 
-70% < DD <= -100% 24 48.6 Months 2.06%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-86.03% Sep 1929 May 1932 33 Sep 1944 148 181 46.50
-57.67% Jun 2007 Feb 2009 21 Jan 2013 47 68 25.68
-50.73% Dec 1968 Sep 1974 70 Dec 1976 27 97 24.21
-40.51% Jun 1946 Feb 1948 21 Sep 1950 31 52 28.23
-35.08% Sep 1989 Oct 1990 14 Dec 1991 14 28 16.00
-31.13% Jan 2020 Mar 2020 3 Dec 2020 9 12 15.11
-28.18% Sep 1987 Nov 1987 3 Apr 1989 17 20 13.71
-28.15% Jun 2001 Sep 2002 16 Nov 2003 14 30 14.82
-22.10% Jan 2022 Sep 2022 9 in progress 17 26 12.39
-22.03% Apr 1998 Aug 1998 5 May 1999 9 14 9.51
-21.77% Jan 1962 Jun 1962 6 Apr 1963 10 16 11.31
-21.40% Sep 1979 Mar 1980 7 Mar 1981 12 19 7.78
-19.64% Jul 1999 Feb 2000 8 Dec 2000 10 18 9.51
-18.54% Jul 1981 Jul 1982 13 Oct 1982 3 16 10.90
-17.51% Aug 1956 Dec 1957 17 Jul 1958 7 24 9.33
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 298 3.9 Months 25.54%
 
DD = 0% 25.54%
 
0% < DD <= -5% 252 4.6 Months 21.59%
 
DD <= -5% 47.13%
 
-5% < DD <= -10% 156 7.5 Months 13.37%
 
DD <= -10% 60.50%
 
-10% < DD <= -15% 95 12.3 Months 8.14%
 
DD <= -15% 68.64%
 
-15% < DD <= -20% 68 17.2 Months 5.83%
 
DD <= -20% 74.46%
 
-20% < DD <= -25% 49 23.8 Months 4.20%
 
DD <= -25% 78.66%
 
-25% < DD <= -30% 47 24.8 Months 4.03%
 
DD <= -30% 82.69%
 
-30% < DD <= -35% 46 25.4 Months 3.94%
 
DD <= -35% 86.63%
 
-35% < DD <= -40% 35 33.3 Months 3.00%
 
DD <= -40% 89.63%
 
-40% < DD <= -45% 27 43.2 Months 2.31%
 
DD <= -45% 91.95%
 
-45% < DD <= -50% 26 44.9 Months 2.23%
 
DD <= -50% 94.17%
 
-50% < DD <= -55% 22 53.0 Months 1.89%
 
DD <= -55% 96.06%
 
-55% < DD <= -60% 17 68.6 Months 1.46%
 
DD <= -60% 97.51%
 
-60% < DD <= -65% 9 129.7 Months 0.77%
 
DD <= -65% 98.29%
 
-65% < DD <= -70% 1 1167.0 Months 0.09%
 
DD <= -70% 98.37%
 
-70% < DD <= -100% 19 61.4 Months 1.63%
 
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 MID-CAP VALUE (VOE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1927 - 29 February 2024 (~97 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 -45.36 03/2008
02/2009
0.54$ -5.92 0.94$ 12.82 1.12$ 29.08 1.29$ 77.11 03/2009
02/2010
1.77$ 8.89 24.93%
2Y -31.62 03/2007
02/2009
0.46$ -1.11 0.97$ 11.50 1.24$ 24.53 1.55$ 49.56 03/2009
02/2011
2.23$ 3.49 16.62%
3Y -19.03 03/2006
02/2009
0.53$ 3.00 1.09$ 10.18 1.33$ 19.99 1.72$ 31.77 03/2009
02/2012
2.28$ 7.55 10.46%
5Y -5.30 03/2004
02/2009
0.76$ 2.78 1.14$ 10.81 1.67$ 16.13 2.11$ 28.05 03/2009
02/2014
3.44$ 8.99 2.99%
7Y -0.40 03/2002
02/2009
0.97$ 6.89 1.59$ 9.79 1.92$ 14.06 2.51$ 19.79 03/2009
02/2016
3.53$ 7.86 0.72%
10Y 2.14 03/1999
02/2009
1.23$ 7.51 2.06$ 10.26 2.65$ 13.53 3.55$ 17.57 03/2009
02/2019
5.04$ 8.46 0.00%
15Y 6.39 04/2005
03/2020
2.53$ 8.10 3.21$ 9.48 3.89$ 10.72 4.60$ 14.64 03/2009
02/2024
7.75$ 14.64 0.00%
20Y 7.90 04/2000
03/2020
4.57$ 9.18 5.79$ 10.14 6.90$ 11.26 8.45$ 12.36 12/1994
11/2014
10.28$ 9.29 0.00%
30Y 10.52 03/1994
02/2024
20.09$ 10.52 20.09$ 10.52 20.09$ 10.52 20.09$ 10.52 03/1994
02/2024
20.09$ 10.52 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 -45.37 03/2008
02/2009
0.54$ -8.12 0.91$ 10.46 1.10$ 26.52 1.26$ 73.38 03/2009
02/2010
1.73$ 6.01 29.23%
2Y -33.00 03/2007
02/2009
0.44$ -4.09 0.91$ 8.90 1.18$ 21.49 1.47$ 46.43 03/2009
02/2011
2.14$ -0.80 21.07%
3Y -20.75 03/2006
02/2009
0.49$ 0.67 1.02$ 8.20 1.26$ 17.41 1.61$ 28.69 03/2009
02/2012
2.13$ 1.92 13.85%
5Y -7.74 03/2004
02/2009
0.66$ 0.62 1.03$ 8.30 1.48$ 13.81 1.90$ 25.47 03/2009
02/2014
3.10$ 4.70 13.29%
7Y -2.90 03/2002
02/2009
0.81$ 4.35 1.34$ 7.17 1.62$ 11.69 2.16$ 17.93 03/2009
02/2016
3.17$ 4.25 1.81%
10Y -0.44 03/1999
02/2009
0.95$ 5.11 1.64$ 7.93 2.14$ 10.81 2.79$ 15.53 03/2009
02/2019
4.23$ 5.54 0.41%
15Y 3.95 03/1994
02/2009
1.78$ 5.69 2.29$ 7.09 2.79$ 8.31 3.31$ 11.80 03/2009
02/2024
5.32$ 11.80 0.00%
20Y 5.70 04/2000
03/2020
3.02$ 6.83 3.75$ 7.70 4.40$ 8.69 5.29$ 9.82 01/1995
12/2014
6.51$ 6.56 0.00%
30Y 7.80 03/1994
02/2024
9.52$ 7.80 9.52$ 7.80 9.52$ 7.80 9.52$ 7.80 03/1994
02/2024
9.52$ 7.80 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 -71.09 07/1931
06/1932
0.28$ -6.16 0.93$ 14.47 1.14$ 35.08 1.35$ 194.14 07/1932
06/1933
2.94$ 8.89 25.71%
2Y -62.24 06/1930
05/1932
0.14$ -0.52 0.98$ 13.47 1.28$ 27.79 1.63$ 72.14 07/1932
06/1934
2.96$ 3.49 15.84%
3Y -49.32 07/1929
06/1932
0.13$ 1.62 1.04$ 13.66 1.46$ 23.76 1.89$ 52.27 03/1933
02/1936
3.53$ 7.55 13.09%
5Y -25.49 06/1927
05/1932
0.22$ 4.23 1.22$ 13.46 1.88$ 20.00 2.48$ 43.82 06/1932
05/1937
6.15$ 8.99 8.13%
7Y -9.09 04/1928
03/1935
0.51$ 6.12 1.51$ 13.46 2.42$ 19.13 3.40$ 25.31 05/1949
04/1956
4.85$ 7.86 4.43%
10Y -7.53 09/1929
08/1939
0.45$ 8.18 2.19$ 13.42 3.52$ 17.98 5.22$ 23.64 04/1942
03/1952
8.34$ 8.46 3.53%
15Y -0.58 05/1927
04/1942
0.91$ 9.34 3.81$ 13.01 6.26$ 17.24 10.87$ 22.56 10/1974
09/1989
21.14$ 14.64 0.91%
20Y 3.07 09/1929
08/1949
1.83$ 10.13 6.89$ 13.53 12.65$ 16.79 22.30$ 19.85 04/1942
03/1962
37.40$ 9.29 0.00%
30Y 8.78 09/1929
08/1959
12.49$ 11.75 28.00$ 13.87 49.23$ 15.37 72.87$ 17.52 06/1932
05/1962
126.94$ 10.52 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 -67.90 07/1931
06/1932
0.32$ -9.40 0.90$ 10.83 1.10$ 31.86 1.31$ 214.98 07/1932
06/1933
3.14$ 6.01 31.43%
2Y -58.06 06/1930
05/1932
0.17$ -4.79 0.90$ 9.54 1.19$ 24.41 1.54$ 74.27 06/1932
05/1934
3.03$ -0.80 23.01%
3Y -45.30 07/1929
06/1932
0.16$ -1.84 0.94$ 9.72 1.32$ 20.11 1.73$ 49.69 07/1932
06/1935
3.35$ 1.92 18.30%
5Y -21.84 06/1927
05/1932
0.29$ 1.13 1.05$ 9.87 1.60$ 16.47 2.14$ 42.39 06/1932
05/1937
5.85$ 4.70 12.56%
7Y -6.81 10/1967
09/1974
0.61$ 3.20 1.24$ 9.76 1.91$ 14.57 2.59$ 23.21 05/1949
04/1956
4.31$ 4.25 7.02%
10Y -5.41 09/1929
08/1939
0.57$ 4.52 1.55$ 9.95 2.58$ 13.53 3.55$ 19.72 06/1949
05/1959
6.04$ 5.54 3.53%
15Y -0.10 05/1927
04/1942
0.98$ 5.47 2.22$ 9.23 3.76$ 13.56 6.73$ 17.45 05/1942
04/1957
11.16$ 11.80 0.30%
20Y 1.46 09/1929
08/1949
1.33$ 6.64 3.61$ 9.18 5.78$ 12.49 10.53$ 16.11 04/1942
03/1962
19.84$ 6.56 0.00%
30Y 6.90 10/1929
09/1959
7.40$ 8.19 10.59$ 9.27 14.28$ 11.23 24.34$ 14.46 06/1932
05/1962
57.53$ 7.80 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 Mid-Cap Value (VOE) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Vanguard Mid-Cap Value (VOE) 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.
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
20%
-0.63
40%
-3.15
60%
3.30
80%
-0.77
60%
1.04
60%
3.63
100%
-0.73
40%
-3.09
20%
2.33
80%
5.90
80%
2.89
80%
Best 7.2
2023
7.5
2021
6.2
2021
12.6
2020
4.1
2020
8.8
2023
7.6
2022
3.3
2021
4.4
2019
10.0
2022
13.4
2020
6.6
2023
Worst -2.7
2022
-10.5
2020
-21.8
2020
-4.9
2022
-7.1
2019
-10.5
2022
0.4
2021
-3.9
2023
-9.8
2022
-3.6
2023
-2.2
2021
-4.5
2022
Monthly Seasonality over the period Feb 1927 - Feb 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
0.74
40%
0.58
60%
-0.74
50%
1.85
80%
0.06
80%
0.78
70%
2.55
90%
-0.40
50%
-1.98
30%
1.29
70%
4.45
90%
0.46
70%
Best 9.8
2019
7.5
2021
7.8
2016
12.6
2020
4.1
2020
8.8
2023
7.6
2022
3.9
2014
4.4
2019
10.0
2022
13.4
2020
6.6
2023
Worst -6.9
2016
-10.5
2020
-21.8
2020
-4.9
2022
-7.1
2019
-10.5
2022
-2.6
2014
-4.4
2015
-9.8
2022
-7.0
2018
-2.2
2021
-10.6
2018
Monthly Seasonality over the period Feb 1927 - Feb 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
1.76
60%
0.69
63%
1.13
66%
1.79
69%
0.43
62%
0.95
60%
1.92
65%
1.29
63%
-0.76
51%
0.35
61%
1.62
69%
1.86
78%
Best 23.2
1975
10.9
1931
12.3
2000
42.1
1933
17.2
1933
25.6
1938
36.4
1932
36.3
1932
17.1
1939
13.3
1982
13.4
2020
9.6
1991
Worst -9.1
2009
-15.0
1933
-25.2
1938
-18.0
1932
-23.2
1940
-18.3
1930
-11.8
1934
-14.6
1998
-34.2
1931
-23.1
1987
-13.0
1931
-19.4
1931
Monthly Seasonality over the period Feb 1927 - Feb 2024

Monthly Returns

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

VANGUARD MID-CAP VALUE (VOE) ETF
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
231 Positive Months (64%) - 129 Negative Months (36%)
745 Positive Months (64%) - 421 Negative Months (36%)
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(Scroll down to see all data)
Investment Returns, up to December 2006, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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