Vanguard Value (VTV): Rolling Returns

Data Source: from January 1927 to March 2024 (~97 years)
Consolidated Returns as of 31 March 2024

Holding the Vanguard Value (VTV) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~97 years), the longest period with a negative return lasted 187 months (from September 1929 to March 1945).

This means that every rolling period of 188 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Vanguard Value (VTV) 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 VALUE (VTV) ETF
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 10.43% (updated at Mar 31, 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 VALUE (VTV) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1927 - 31 March 2024 (~97 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.81% +158.97%
Jul 1932 - Jun 1933
-69.03%
Jul 1931 - Jun 1932
24.22%
280 out of 1156
US Inflation Adjusted +9.17% +177.32%
Jul 1932 - Jun 1933
-65.62%
Jul 1931 - Jun 1932
30.71%
355 out of 1156
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.71% +54.81%
Apr 1935 - Mar 1937
-56.88%
Jun 1930 - May 1932
16.00%
183 out of 1144
US Inflation Adjusted +8.14% +52.72%
Jun 1932 - May 1934
-52.10%
Jun 1930 - May 1932
25.17%
288 out of 1144
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.10% +39.26%
Mar 1933 - Feb 1936
-43.29%
Jul 1929 - Jun 1932
15.19%
172 out of 1132
US Inflation Adjusted +8.32% +35.46%
Mar 1933 - Feb 1936
-38.79%
Jul 1929 - Jun 1932
21.82%
247 out of 1132
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.96% +39.11%
Jul 1932 - Jun 1936
-28.48%
Jun 1928 - May 1932
13.93%
156 out of 1120
US Inflation Adjusted +7.88% +38.61%
Jul 1932 - Jun 1936
-24.29%
Jun 1928 - May 1932
23.57%
264 out of 1120
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.41% +34.54%
Jun 1932 - May 1937
-19.92%
Jun 1927 - May 1932
11.46%
127 out of 1108
US Inflation Adjusted +7.55% +33.20%
Jun 1932 - May 1937
-15.99%
Jun 1927 - May 1932
21.21%
235 out of 1108
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.38% +25.06%
Jul 1949 - Jun 1955
-14.01%
Apr 1929 - Mar 1935
6.84%
75 out of 1096
US Inflation Adjusted +7.31% +22.78%
Jul 1949 - Jun 1955
-10.86%
Apr 1929 - Mar 1935
16.97%
186 out of 1096
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.35% +24.15%
Jul 1949 - Jun 1956
-8.41%
Apr 1928 - Mar 1935
5.90%
64 out of 1084
US Inflation Adjusted +7.03% +21.93%
Jul 1949 - Jun 1956
-8.13%
Oct 1967 - Sep 1974
13.38%
145 out of 1084
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.06% +22.04%
Jul 1949 - Jun 1957
-9.84%
Apr 1930 - Mar 1938
5.13%
55 out of 1072
US Inflation Adjusted +7.10% +19.60%
Jun 1949 - May 1957
-7.78%
Apr 1930 - Mar 1938
9.89%
106 out of 1072
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.58% +21.20%
Mar 1978 - Feb 1987
-7.69%
Apr 1929 - Mar 1938
3.77%
40 out of 1060
US Inflation Adjusted +7.25% +17.19%
Jan 1950 - Dec 1958
-6.01%
Oct 1965 - Sep 1974
10.66%
113 out of 1060
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.66% +20.70%
Jun 1949 - May 1959
-6.65%
Sep 1929 - Aug 1939
4.58%
48 out of 1048
US Inflation Adjusted +7.44% +18.38%
Jun 1949 - May 1959
-5.07%
Oct 1964 - Sep 1974
10.78%
113 out of 1048
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.13% +19.61%
Jan 1975 - Dec 1985
-5.74%
Sep 1929 - Aug 1940
4.34%
45 out of 1036
US Inflation Adjusted +7.81% +16.43%
Mar 1948 - Feb 1959
-3.91%
Sep 1929 - Aug 1940
12.45%
129 out of 1036
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.10% +20.15%
Oct 1974 - Sep 1986
-5.35%
May 1930 - Apr 1942
3.32%
34 out of 1024
US Inflation Adjusted +7.70% +16.84%
Jun 1949 - May 1961
-4.92%
May 1930 - Apr 1942
8.98%
92 out of 1024
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.19% +21.15%
Oct 1974 - Sep 1987
-5.20%
Sep 1929 - Aug 1942
3.16%
32 out of 1012
US Inflation Adjusted +7.21% +16.11%
Dec 1948 - Nov 1961
-4.85%
Sep 1929 - Aug 1942
6.32%
64 out of 1012
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.21% +19.80%
May 1942 - Apr 1956
-2.20%
Sep 1929 - Aug 1943
3.00%
30 out of 1000
US Inflation Adjusted +6.88% +15.49%
May 1942 - Apr 1956
-2.20%
Sep 1929 - Aug 1943
4.90%
49 out of 1000
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.72% +19.77%
Aug 1982 - Jul 1997
-1.07%
Sep 1929 - Aug 1944
1.11%
11 out of 988
US Inflation Adjusted +6.74% +15.86%
Aug 1982 - Jul 1997
-1.22%
Sep 1929 - Aug 1944
1.42%
14 out of 988
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.51% +19.35%
Aug 1982 - Jul 1998
+0.47%
Sep 1929 - Aug 1945
0.00%
0 out of 976
US Inflation Adjusted +6.73% +15.57%
Aug 1982 - Jul 1998
-0.03%
Oct 1965 - Sep 1981
0.10%
1 out of 976
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.75% +19.13%
Jul 1982 - Jun 1999
+0.96%
Oct 1929 - Sep 1946
0.00%
0 out of 964
US Inflation Adjusted +6.77% +15.43%
Jul 1982 - Jun 1999
-0.01%
Oct 1929 - Sep 1946
0.10%
1 out of 964
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.93% +18.68%
Apr 1980 - Mar 1998
+1.11%
Sep 1929 - Aug 1947
0.00%
0 out of 952
US Inflation Adjusted +6.92% +14.26%
Aug 1982 - Jul 2000
-0.36%
Sep 1929 - Aug 1947
0.21%
2 out of 952
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.15% +18.25%
Mar 1979 - Feb 1998
+1.47%
Sep 1929 - Aug 1948
0.00%
0 out of 940
US Inflation Adjusted +6.98% +13.78%
May 1942 - Apr 1961
-0.36%
Sep 1929 - Aug 1948
0.21%
2 out of 940
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution