Vanguard Total Bond Market (BND): Rolling Returns

Data Source: from January 1871 to April 2024 (~153 years)
Consolidated Returns as of 30 April 2024

Holding the Vanguard Total Bond Market (BND) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 90 months (from May 2016 to October 2023).

This means that every rolling period of 91 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Vanguard Total Bond Market (BND) ETF: Historical Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

VANGUARD TOTAL BOND MARKET (BND) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 1.16% (updated at Apr 30, 2024).

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 TOTAL BOND MARKET (BND) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.10% +34.57%
Oct 1981 - Sep 1982
-15.59%
Nov 2021 - Oct 2022
13.72%
251 out of 1829
US Inflation Adjusted +2.25% +30.24%
Jun 1877 - May 1878
-21.67%
Nov 2021 - Oct 2022
35.92%
657 out of 1829
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.83% +25.05%
Jul 1984 - Jun 1986
-8.32%
Nov 2020 - Oct 2022
4.07%
74 out of 1817
US Inflation Adjusted +2.40% +23.31%
Jul 1920 - Jun 1922
-16.26%
Jul 1918 - Jun 1920
29.99%
545 out of 1817
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.83% +19.06%
Jul 1982 - Jun 1985
-5.59%
Nov 2020 - Oct 2023
1.88%
34 out of 1805
US Inflation Adjusted +2.50% +17.38%
Aug 1873 - Jul 1876
-13.89%
Feb 1917 - Jan 1920
26.81%
484 out of 1805
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.92% +19.58%
Apr 1982 - Mar 1986
-2.78%
Nov 2019 - Oct 2023
0.95%
17 out of 1793
US Inflation Adjusted +2.01% +16.47%
Aug 1874 - Jul 1878
-14.62%
Jun 1916 - May 1920
26.72%
479 out of 1793
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.93% +20.18%
Sep 1981 - Aug 1986
-0.50%
Nov 2017 - Oct 2022
0.34%
6 out of 1781
US Inflation Adjusted +2.08% +16.54%
Nov 1873 - Oct 1878
-12.11%
Jul 1915 - Jun 1920
26.84%
478 out of 1781
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.91% +16.84%
Apr 1980 - Mar 1986
-0.40%
Nov 2017 - Oct 2023
0.23%
4 out of 1769
US Inflation Adjusted +2.18% +15.49%
May 1873 - Apr 1879
-9.56%
Jul 1914 - Jun 1920
26.57%
470 out of 1769
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.94% +15.97%
Mar 1980 - Feb 1987
-0.23%
Nov 2016 - Oct 2023
0.11%
2 out of 1757
US Inflation Adjusted +2.15% +13.72%
Jun 1872 - May 1879
-7.81%
Jul 1913 - Jun 1920
25.27%
444 out of 1757
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.96% +14.66%
Sep 1981 - Aug 1989
+0.33%
Nov 2015 - Oct 2023
0.00%
0 out of 1745
US Inflation Adjusted +2.09% +11.56%
Apr 1871 - Mar 1879
-6.73%
Jul 1912 - Jun 1920
25.39%
443 out of 1745
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.04% +13.79%
Sep 1981 - Aug 1990
+0.51%
Nov 2014 - Oct 2023
0.00%
0 out of 1733
US Inflation Adjusted +2.09% +9.84%
Jun 1872 - May 1881
-6.66%
Jul 1911 - Jun 1920
25.68%
445 out of 1733
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.01% +13.97%
Oct 1981 - Sep 1991
+0.65%
Nov 2012 - Oct 2022
0.00%
0 out of 1721
US Inflation Adjusted +1.88% +9.65%
Oct 1981 - Sep 1991
-4.36%
Jul 1910 - Jun 1920
25.74%
443 out of 1721
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.03% +13.80%
Oct 1981 - Sep 1992
+0.61%
Nov 2012 - Oct 2023
0.00%
0 out of 1709
US Inflation Adjusted +1.98% +9.58%
Oct 1981 - Sep 1992
-4.41%
Jul 1909 - Jun 1920
27.50%
470 out of 1709
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.02% +13.52%
Sep 1981 - Aug 1993
+0.96%
Nov 2011 - Oct 2023
0.00%
0 out of 1697
US Inflation Adjusted +2.04% +9.76%
Nov 1873 - Oct 1885
-4.23%
Jul 1908 - Jun 1920
28.17%
478 out of 1697
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution