Vanguard Total Stock Market (VTI): Historical Returns

Data Source: from January 1871 to June 2024 (~154 years)
Consolidated Returns as of 30 June 2024
Live Update: Jul 22 2024
Category: Stocks
Vanguard Total Stock Market (VTI) ETF
Currency: USD
ETF • LIVE PERFORMANCE (USD currency)
1.04%
1 Day
Jul 22 2024
2.38%
Current Month
July 2024

As of June 2024, in the previous 30 Years, the Vanguard Total Stock Market (VTI) ETF obtained a 10.66% compound annual return, with a 15.56% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 months to be recovered.

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The ETF is related to the following investment themes:

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

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
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
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
Stocks/Bonds 40/60 with Bitcoin 39.00% USD
LifeStrategy Moderate Growth Vanguard 36.00% USD
Mid-Twenties Burton Malkiel 35.00% USD
Robo Advisor 100 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 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 Inc 30.00% USD
PISI Portfolio Davide Pisicchio 30.00% USD
Robo Advisor 80 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 25.00% USD
Four Square Scott Burns 25.00% USD
Tilt Toward Value Time Inc 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 20.00% USD
Dynamic 60/40 Income 20.00% USD
Stocks/Bonds 20/80 20.00% USD
Golden Butterfly with Bitcoin 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 Betterment 16.20% USD
Pinwheel 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 Betterment 6.30% USD
Family Taxable Portfolio Ted Aronson 5.00% USD
Robo Advisor 10 Betterment 3.20% USD
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Investment Returns as of Jun 30, 2024

The Vanguard Total Stock Market (VTI) 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 TOTAL STOCK MARKET (VTI) ETF
Data Source: 1 January 1871 - 30 June 2024 (~154 years)
Live Update: Jul 22 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jun 30, 2024
  1 Day Time ET(*) Jul 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~154Y)
Vanguard Total Stock Market (VTI) ETF 1.04 2.38 3.08 13.57 23.27 14.05 12.10 10.66 9.17
US Inflation Adjusted return 3.14 12.00 19.71 9.48 9.03 7.93 6.90
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jun 2024. Current inflation (annualized) is 1Y: 2.98% , 5Y: 4.17% , 10Y: 2.81% , 30Y: 2.53%
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In 2023, the Vanguard Total Stock Market (VTI) ETF granted a 1.80% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Total Stock Market (VTI) ETF: Dividend Yield page.

Capital Growth as of Jun 30, 2024

An investment of 1$, from July 1994 to June 2024, would be worth 20.86$, with a total return of 1986.09% (10.66% annualized).

The Inflation Adjusted Capital would be 9.86$, with a net total return of 885.57% (7.93% annualized).

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An investment of 1$, from January 1871 to June 2024, would be worth 705881.05$, with a total return of 70588004.56% (9.17% annualized).

The Inflation Adjusted Capital would be 28137.27$, with a net total return of 2813626.85% (6.90% annualized).

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Investment Metrics as of Jun 30, 2024

Metrics of Vanguard Total Stock Market (VTI) ETF, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
VANGUARD TOTAL STOCK MARKET (VTI) ETF
Advanced Metrics
Data Source: 1 January 1871 - 30 June 2024 (~154 years)
Swipe left to see all data
Metrics as of Jun 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~154Y)
Investment Return (%) 3.08 3.29 13.57 23.27 7.92 14.05 12.10 10.25 10.66 9.17
Infl. Adjusted Return (%)
3.14 3.02 12.00 19.71 2.81 9.48 9.03 7.50 7.93 6.90
US Inflation (%) -0.06 0.26 1.40 2.98 4.97 4.17 2.81 2.56 2.53 2.12
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) 0.00 -9.11 -24.81 -24.81 -24.81 -50.84 -50.84 -84.60
Start to Recovery (# months)
5 24 24 24 53 53 184
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 1929 09
Start to Bottom (# months) 3 9 9 9 16 16 34
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 06
Bottom to End (# months) 2 15 15 15 37 37 150
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2012 03 2012 03 1944 12
Longest Drawdown Depth (%)
same

same

same

same

same
-43.94
same
Start to Recovery (# months)
67
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 09 1929 09
Start to Bottom (# months) 3 9 9 9 16 25 34
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 1932 06
Bottom to End (# months) 2 15 15 15 37 42 150
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2012 03 2006 03 1944 12
Longest negative period (# months)
4 28 30 30 66 139 188
Period Start (yyyy mm) 2023 07 2021 07 2021 05 2021 05 2005 01 1997 08 1916 11
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2010 06 2009 02 1932 06
Annualized Return (%) -16.36 -1.71 -0.44 -0.44 -0.18 -0.09 -0.16
Deepest Drawdown Depth (%) 0.00 -9.97 -28.75 -28.75 -28.75 -51.65 -51.65 -80.55
Start to Recovery (# months)
5 27 27 27 63 63 90
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 1929 09
Start to Bottom (# months) 3 9 9 9 16 16 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 18 18 18 47 47 57
End (yyyy mm) 2023 12 2024 03 2024 03 2024 03 2013 01 2013 01 1937 02
Longest Drawdown Depth (%)
same

same

same

same

same
-46.68 -54.53
Start to Recovery (# months)
86 124
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 1973 01
Start to Bottom (# months) 3 9 9 9 16 30 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 1974 09
Bottom to End (# months) 2 18 18 18 47 56 103
End (yyyy mm) 2023 12 2024 03 2024 03 2024 03 2013 01 2007 05 1983 04
Longest negative period (# months)
4 33 35 35 82 161 316
Period Start (yyyy mm) 2023 07 2021 08 2020 12 2020 12 2004 12 1998 05 1906 02
Period End (yyyy mm) 2023 10 2024 04 2023 10 2023 10 2011 09 2011 09 1932 05
Annualized Return (%) -19.20 -0.24 -0.59 -0.59 -0.37 -0.06 -0.02
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 14.62 17.81 18.42 15.64 15.45 15.56 16.58
Sharpe Ratio 1.23 0.28 0.65 0.69 0.57 0.54 0.31
Sortino Ratio 1.66 0.38 0.87 0.92 0.75 0.70 0.44
Ulcer Index 3.40 10.86 9.11 6.95 12.02 14.30 17.85
Ratio: Return / Standard Deviation 1.59 0.44 0.76 0.77 0.66 0.68 0.55
Ratio: Return / Deepest Drawdown 2.55 0.32 0.57 0.49 0.20 0.21 0.11
Positive Months (%)
66.66 58.33 63.33 67.50 67.08 65.83 60.80
Positive Months 8 21 38 81 161 237 1120
Negative Months 4 15 22 39 79 123 722
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 12.10 16.86 16.86 20.50
Worst 10 Years Return (%) - Annualized 6.50 -2.47 -5.29
Best 10 Years Return (%) - Annualized 9.03 14.84 14.84 19.53
Worst 10 Years Return (%) - Annualized 4.67 -4.93 -4.93
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· Over the latest 30Y
Best Rolling Return (%) - Annualized 62.90 30.70 26.84 16.86 10.56 10.66
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 27.73 23.90 14.84 7.88 7.93
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
6.44 9.95 12.40 21.83 31.65 6.81 1.25 0.00
95% CVaR - Conditional Value at Risk (%) 8.30 13.18 16.97 31.02 42.05 14.40 11.90 0.00
99% VaR - Value at Risk (%) - Cumulative
9.50 15.25 19.90 38.24 51.58 20.64 22.77 0.00
99% CVaR - Conditional Value at Risk (%) 11.45 18.62 24.67 40.92 54.80 29.41 27.65 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 72.34 23.14 14.32 7.48 4.67 9.15
Perpetual Withdrawal Rate (%) --- --- --- --- 2.00 8.22
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1871 - Jun 2024)
Best Rolling Return (%) - Annualized 164.11 45.34 37.25 20.50 17.30 14.81
Worst Rolling Return (%) - Annualized -67.90 -43.81 -19.58 -5.29 1.15 2.64
Positive Periods (%) 73.0 84.1 89.9 97.0 100.0 100.0
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 (%) 69.3 79.3 82.3 89.9 99.6 100.0
95% VaR - Value at Risk (%) - Cumulative
7.03 11.10 14.20 19.51 21.24 10.15 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 9.01 14.54 19.07 30.99 51.51 49.97 6.76 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
10.29 16.75 22.19 38.24 97.47 84.26 22.77 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 12.37 20.34 27.28 48.36 136.55 109.44 39.07 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
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.
  • 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, 2024

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 2024
Swipe left to see all data
Correlation vs VTI
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
SPY
US Large Cap Blend
1.00
1.00
1.00
0.99
0.99
IJH
US Mid Cap Blend
0.92
0.94
0.94
0.94
0.94
IJR
US Small Cap Blend
0.86
0.89
0.89
0.88
0.88
VNQ
US REITs
0.93
0.88
0.76
0.63
0.63
QQQ
US Technology
0.97
0.92
0.91
0.85
0.85
PFF
US Preferred Stocks
0.86
0.83
0.75
0.47
0.47
EFA
EAFE Stocks
0.92
0.89
0.87
0.84
0.81
VT
World All Countries
0.99
0.98
0.98
0.95
0.94
EEM
Emerging Markets
0.80
0.73
0.70
0.76
0.72
BND
US Total Bond Market
0.84
0.57
0.40
0.16
0.17
TLT
US Long Term Treasuries
0.87
0.27
0.10
-0.11
-0.10
BIL
US Cash
0.13
-0.03
0.00
-0.01
-0.02
TIP
US TIPS
0.83
0.67
0.51
0.19
0.20
LQD
US Invest. Grade Bonds
0.85
0.71
0.58
0.33
0.33
HYG
US High Yield Bonds
0.89
0.86
0.82
0.69
0.68
CWB
US Convertible Bonds
0.91
0.88
0.89
0.88
0.88
BNDX
International Bonds
0.76
0.60
0.43
0.15
0.16
EMB
Emerg. Market Bonds
0.92
0.81
0.69
0.57
0.57
GLD
Gold
0.18
0.22
0.09
0.06
0.06
DBC
Commodities
-0.16
0.43
0.41
0.33
0.33
Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate 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 TOTAL STOCK MARKET (VTI) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1871 - 30 June 2024 (~154 years)
Inflation Adjusted:

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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 TOTAL STOCK MARKET (VTI) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1871 - 30 June 2024 (~154 years)
Inflation Adjusted:

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If you need a deeper detail about rolling returns, please refer to the Vanguard Total Stock Market (VTI) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Vanguard Total Stock Market (VTI) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the data source from January 1871 to June 2024.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

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
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1871 - 30 June 2024 (~154 years)
237 Positive Months (66%) - 123 Negative Months (34%)
1120 Positive Months (61%) - 722 Negative Months (39%)

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Investment 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.

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Build wealth
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