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

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.22% +18.18%
Apr 1978 - Mar 1998 		+1.31%
Sep 1929 - Aug 1949 		0.00%
0 out of 928
US Inflation Adjusted +6.93% +13.30%
Apr 1942 - Mar 1962 		-0.27%
Sep 1929 - Aug 1949 		0.22%
2 out of 928
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Vanguard Value (VTV) ETF: Historical Returns page.