Simulation Results
Inflation Adj:
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.

The Vanguard Total Stock Market (VTI) ETF covers to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.
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Table of contents

The Vanguard Total Stock Market (VTI) ETF is part of the following Lazy Portfolios:

Portfolio Name Author VTI Weight▾ Currency
US Stocks 100.00% USD
Stocks/Bonds 80/20 80.00% USD
Simple Path to Wealth JL Collins 75.00% USD
Dedalo Three Dedalo Invest 70.00% USD
Diavola Portfolio Davide Pisicchio 65.00% USD
Stocks/Bonds 60/40 60.00% USD
Second Grader's Starter Paul Farrell 60.00% USD
Stocks/Bonds 60/40 with Bitcoin 59.00% USD
Dedalo Eleven Dedalo Invest 56.00% USD
Dedalo Four Dedalo Invest 55.00% USD
Couch Potato Scott Burns 50.00% USD
Three Funds Bogleheads 50.00% USD
Four Funds Bogleheads 50.00% USD
Pepperoni Portfolio Davide Pisicchio 50.00% USD
Capricciosa Portfolio Davide Pisicchio 50.00% USD
Core Four Rick Ferri 48.00% USD
LifeStrategy Growth Fund Vanguard 48.00% USD
In Saecula Saeculorum Fulvio Marchese 45.00% USD
Stocks/Bonds 40/60 40.00% USD
Jane Bryant Quinn Portfolio Jane Bryant Quinn 40.00% USD
Four Seasons Portfolio Davide Pisicchio 40.00% USD
Stocks/Bonds 40/60 with Bitcoin 39.00% USD
LifeStrategy Moderate Growth Vanguard 36.00% USD
Mid-Twenties Burton Malkiel 35.00% USD
Aggressive Portfolio Lyn Alden 35.00% USD
Robo Advisor 100 Value Tilt Betterment 34.60% USD
Margaritaville Scott Burns 34.00% USD
Talmud Portfolio Roger Gibson 33.34% USD
Andrew Tobias Portfolio Andrew Tobias 33.34% USD
Late Thirties to Early Forties Burton Malkiel 32.50% USD
Robo Advisor 90 Value Tilt Betterment 30.90% USD
All Weather Portfolio Ray Dalio 30.00% USD
Lazy Portfolio David Swensen 30.00% USD
Yale Endowment David Swensen 30.00% USD
Desert Portfolio Gyroscopic Investing 30.00% USD
All Weather Portfolio with Bitcoin Ray Dalio 30.00% USD
Desert Portfolio with Bitcoin Gyroscopic Investing 30.00% USD
Long Term Portfolio Ben Stein 30.00% USD
Simple and Cheap Time Money Inc 30.00% USD
PISI Portfolio Davide Pisicchio 30.00% USD
Margherita Portfolio Davide Pisicchio 30.00% USD
Moderate Portfolio Lyn Alden 30.00% USD
Robo Advisor 80 Value Tilt Betterment 27.00% USD
Mid-Fifties Burton Malkiel 27.00% USD
Gretchen Tai Portfolio Gretchen Tai 26.00% USD
Permanent Portfolio Harry Browne 25.00% USD
Permanent Portfolio with Bitcoin Harry Browne 25.00% USD
Simplified Permanent Portfolio The Lazy Team 25.00% USD
Four Square Scott Burns 25.00% USD
Tilt Toward Value Time Money Inc 25.00% USD
Conservative Portfolio Lyn Alden 25.00% USD
LifeStrategy Conservative Growth Vanguard 24.00% USD
Ivy Portfolio Mebane Faber 20.00% USD
Five Asset Roger Gibson 20.00% USD
Golden Butterfly Tyler 20.00% USD
Late Sixties and Beyond Burton Malkiel 20.00% USD
Dynamic 40/60 Income The Lazy Team 20.00% USD
Dynamic 60/40 Income The Lazy Team 20.00% USD
Stocks/Bonds 20/80 20.00% USD
Golden Butterfly with Bitcoin Tyler 20.00% USD
Perfect Portfolio Ben Stein 20.00% USD
Nano Portfolio John Wasik 20.00% USD
Five Fold Scott Burns 20.00% USD
Six Ways from Sunday Scott Burns 16.70% USD
Robo Advisor 50 Value Tilt Betterment 16.20% USD
Pinwheel Tyler 15.00% USD
Gone Fishin' Portfolio Alexander Green 15.00% USD
Seven Value Scott Burns 14.50% USD
LifeStrategy Income Fund Vanguard 12.00% USD
Robo Advisor 20 Value Tilt Betterment 6.30% USD
Family Taxable Portfolio Ted Aronson 5.00% USD
Robo Advisor 10 Value Tilt Betterment 3.20% USD

Investment Returns as of Jun 30, 2026

VANGUARD TOTAL STOCK MARKET (VTI) ETF
Capital Growth
Inflation Adj:
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Show Live Returns: July 2026
Chg (%) Return (%) Return (%) as of Jun 30, 2026
1 Day Time ET(*) Jul 2026 YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~234Y)
Investment Return 1YOnly 1 Asset
Rebalance has no effect 		1.62 -1.02 11.04 -0.39 11.04 23.17 12.24 15.04 10.30 8.45
US Inflation Adjusted Return 8.85 0.04 8.85 19.07 7.71 11.35 7.56 6.79
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
US Inflation is updated to Jun 2026. Inflation (annualized) is 1Y: 3.44% , 5Y: 4.21% , 10Y: 3.31% , 30Y: 2.54%
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Investment Metrics as of Jun 30, 2026

VANGUARD TOTAL STOCK MARKET (VTI) ETF
Advanced Metrics
1 January 1793 - 30 June 2026 (~234 years)
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Metrics as of Jun 30, 2026
YTD
(6M) 		1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~234Y)
Investment Return (%)
11.04 -0.39 15.68 11.04 23.17 20.45 12.24 15.04 11.23 10.30 8.45
Growth of 1$ 1.11 1.00 1.16 1.11 1.23 1.75 1.78 4.06 8.40 18.92 167.0M
Infl. Adjusted Return (%)
8.85 0.04 14.89 8.85 19.07 16.89 7.71 11.35 8.48 7.56 6.79
US Inflation (%) 2.01 -0.42 0.69 2.01 3.44 3.05 4.21 3.31 2.53 2.54 1.55
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -0.39 -5.51 -9.11 -24.81 -24.81 -50.84 -50.84 -84.60
Start to Recovery (# months)
1* 3 5 24 24 53 53 184
Start (yyyy mm) 2026 02 2023 08 2022 01 2022 01 2007 11 2007 11 1929 09
Start to Bottom (# months) 2 3 9 9 16 16 34
Bottom (yyyy mm) 2026 03 2023 10 2022 09 2022 09 2009 02 2009 02 1932 06
Bottom to End (# months) 1 2 15 15 37 37 150
End (yyyy mm) 2026 04 2023 12 2023 12 2023 12 2012 03 2012 03 1944 12
Longest Drawdown Depth (%)
same		 -8.40
same
same
same		 -43.94
same
Start to Recovery (# months)
7 67
Start (yyyy mm) 2026 02 2024 12 2022 01 2022 01 2007 11 2000 09 1929 09
Start to Bottom (# months) 2 5 9 9 16 25 34
Bottom (yyyy mm) 2026 03 2025 04 2022 09 2022 09 2009 02 2002 09 1932 06
Bottom to End (# months) 1 2 15 15 37 42 150
End (yyyy mm) 2026 04 2025 06 2023 12 2023 12 2012 03 2006 03 1944 12
Longest negative period (# months)
6 8 28 30 61 139 204
Start (yyyy mm) 2025 10 2024 09 2021 07 2021 05 2006 09 1997 08 1825 03
End (yyyy mm) 2026 03 2025 04 2023 10 2023 10 2011 09 2009 02 1842 02
Annualized Return (%) -3.29 -1.54 -1.71 -0.44 -0.14 -0.09 -0.02
Drawdowns / Negative periods marked with * are in progress
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%) 0.00 -6.57 -9.97 -28.75 -28.75 -51.65 -51.65 -80.55
Start to Recovery (# months)
3 5 27 27 63 63 90
Start (yyyy mm) 2026 02 2023 08 2022 01 2022 01 2007 11 2007 11 1929 09
Start to Bottom (# months) 2 3 9 9 16 16 33
Bottom (yyyy mm) 2026 03 2023 10 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 1 2 18 18 47 47 57
End (yyyy mm) 2026 04 2023 12 2024 03 2024 03 2013 01 2013 01 1937 02
Longest Drawdown Depth (%)
same		 -9.54
same
same
same		 -46.68 -54.53
Start to Recovery (# months)
7 86 124
Start (yyyy mm) 2026 02 2024 12 2022 01 2022 01 2007 11 2000 04 1973 01
Start to Bottom (# months) 2 5 9 9 16 30 21
Bottom (yyyy mm) 2026 03 2025 04 2022 09 2022 09 2009 02 2002 09 1974 09
Bottom to End (# months) 1 2 18 18 47 56 103
End (yyyy mm) 2026 04 2025 06 2024 03 2024 03 2013 01 2007 05 1983 04
Longest negative period (# months)
7 9 33 35 69 161 316
Start (yyyy mm) 2025 09 2024 08 2021 08 2020 12 2007 02 1998 05 1906 02
End (yyyy mm) 2026 03 2025 04 2024 04 2023 10 2012 10 2011 09 1932 05
Annualized Return (%) -0.73 -1.45 -0.24 -0.59 -0.03 -0.06 -0.02
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS - MISC
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.29 13.28 15.97 15.71 15.72 15.78 14.79
Sharpe Ratio 1.57 1.19 0.55 0.82 0.62 0.51 0.28
Sortino Ratio 2.44 1.68 0.75 1.08 0.81 0.67 0.40
Ulcer Index 1.54 3.00 8.63 6.88 12.03 14.32 15.16
Ratio: Return / Standard Deviation 1.89 1.54 0.77 0.96 0.71 0.65 0.57
Ratio: Return / Deepest Drawdown 4.21 2.24 0.49 0.61 0.22 0.20 0.10
Zero or Positive Months (%)
66.66 63.88 60.00 69.16 66.25 64.44 61.27
Zero or Positive Months 8 23 36 83 159 232 1717
Negative Months 4 13 24 37 81 128 1085
# Rebalances 0 0 0 0 0 0 0
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 15.04 16.86 16.86 20.50
Worst 10 Years Return (%) - Annualized 6.92 -2.47 -5.29
Best 10 Years Return (%) - Annualized 11.35 14.84 14.84 19.53
Worst 10 Years Return (%) - Annualized 5.02 -4.93 -4.93
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Jun 2026 - Over the previous 30Y
Best Rolling Return (%) - Annualized 62.90 27.29 23.99 16.86 11.25 10.30
Worst Rolling Return (%) - Annualized -43.33 -16.22 -6.14 -2.47 4.98
Positive Periods (%) 79.0 83.0 87.3 94.1 100.0 100.0
Best Rolling Return (%) - Annualized 58.74 24.45 21.49 14.84 8.48 7.56
Worst Rolling Return (%) - Annualized -43.33 -18.22 -8.56 -4.93 2.84
Positive Periods (%) 76.7 80.0 73.7 89.2 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.57 10.20 12.80 21.83 26.12 6.46 1.24 0.00
95% CVaR - Conditional Value at Risk (%) 8.46 13.48 17.43 31.02 32.81 12.91 10.75 0.00
99% VaR - Value at Risk (%) - Cumulative
9.67 15.58 20.41 38.24 38.31 17.72 18.90 0.00
99% CVaR - Conditional Value at Risk (%) 11.65 19.00 25.24 40.92 40.05 23.80 22.14 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 72.34 23.14 14.32 7.48 4.67 7.18
Perpetual Withdrawal Rate (%) --- --- --- --- 2.00 6.37
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1793 - Jun 2026)
Best Rolling Return (%) - Annualized 164.11 45.97 37.25 20.50 17.30 14.81
Worst Rolling Return (%) - Annualized -67.90 -43.81 -19.58 -5.29 0.91 2.04
Positive Periods (%) 73.8 86.0 90.8 97.8 100.0 100.0
Best Rolling Return (%) - Annualized 182.83 41.38 35.89 19.53 13.11 11.82
Worst Rolling Return (%) - Annualized -64.35 -39.36 -15.64 -4.93 -0.59 0.85
Positive Periods (%) 69.5 80.9 85.5 93.5 99.7 100.0
95% VaR - Value at Risk (%) - Cumulative
6.25 9.86 12.59 16.40 14.87 7.51 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 8.02 12.92 16.93 26.71 31.65 27.87 2.27 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
9.16 14.89 19.71 34.48 36.68 47.32 11.91 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 11.01 18.10 24.25 44.03 62.23 55.13 23.95 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 57.70 15.63 9.01 5.43 3.33 2.89
Perpetual Withdrawal Rate (%) --- --- --- --- --- 1.06
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
  • Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
  • 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. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
  • 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 based on the portfolio's composition currency:
    • USD → BIL (SPDR Bloomberg 1-3 Month T-Bill ETF)
    • CAD → CBIL.TO (CI First Asset Government 1-3 Month T-Bill ETF)
    • EUR → XEON.DE (Xtrackers II EUR Overnight Rate Swap ETF)
    • GBP → XSTR.L (Xtrackers II GBP Overnight Rate Swap ETF)
    • any other currency → defaults to BIL (USD)
  • 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.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • 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.
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Correlations as of Jun 30, 2026

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

The following table shows the monthly correlations of Vanguard Total Stock Market (VTI) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

VANGUARD TOTAL STOCK MARKET (VTI) ETF
Monthly correlations as of 30 June 2026
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Correlation vs VTI
Asset Class 1 Year 5 Years 10 Years 30 Years
SPY
 US Large Cap Blend 1.00 1.00 1.00 0.99
IJH
 US Mid Cap Blend 0.71 0.90 0.93 0.93
IJR
 US Small Cap Blend 0.60 0.83 0.86 0.87
VNQ
 US REITs 0.62 0.82 0.79 0.64
QQQ
 US Technology 0.95 0.92 0.91 0.86
PFF
 US Preferred Stocks 0.80 0.77 0.76 0.48
EFA
 EAFE Stocks 0.62 0.79 0.83 0.84
VT
 World All Countries 0.96 0.97 0.97 0.97
EEM
 Emerging Markets 0.84 0.65 0.69 0.76
BND
 US Total Bond Market 0.34 0.63 0.44 0.16
TLT
 US Long Term Treasuries 0.21 0.57 0.18 -0.10
BIL
 US Cash 0.19 0.19 -0.01 -0.02
TIP
 US TIPS 0.58 0.68 0.54 0.20
LQD
 US Invest. Grade Bonds 0.46 0.72 0.61 0.33
HYG
 US High Yield Bonds 0.80 0.82 0.82 0.69
CWB
 US Convertible Bonds 0.91 0.88 0.88 0.88
BNDX
 International Bonds 0.46 0.68 0.48 0.17
EMB
 Emerg. Market Bonds 0.76 0.79 0.70 0.59
GLD
 Gold 0.22 0.16 0.12 0.06
DBC
 Commodities -0.17 0.09 0.36 0.32

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 TOTAL STOCK MARKET (VTI) ETF
Drawdown periods
Inflation Adj:
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Rolling Return Analysis

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 STOCK MARKET (VTI) ETF
Annualized Rolling Returns — Over Time & Distribution

Holding Periods and Returns

Holding periods are based on rolling periods: each rolling window represents the return an investor would have achieved by holding the investment for a fixed period (e.g., 10, 20, or 30 years) starting from different dates.

VANGUARD TOTAL STOCK MARKET (VTI) ETF
Annualized Rolling Returns
Inflation Adj:
Percentiles: – Changes pending. Click 'Update' to refresh

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Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

VANGUARD TOTAL STOCK MARKET (VTI) ETF
Time to reach your Target Capital

Monthly Returns and Seasonality

This section provides a visual/tabular representation of the performance variability in the Vanguard Total Stock Market (VTI) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

VANGUARD TOTAL STOCK MARKET (VTI) ETF
Monthly Returns Distribution

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Monthly Seasonality Analysis
233 full years are available for analysis

Returns, up to December 2001, have been derived using the historical series of equivalent ETFs / Assets.

You can find additional information on extended Data Sources here.

Book Cover: Mastering ETF Investing
LazyPortfolioETF.com Logo
Your practical guide to Building Wealth.
Master ETF Investing & maximize profits with Lazy Portfolios & Passive Strategies.
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