Data Source: from January 1927 to May 2023 (~96 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 06 2023
Consolidated Returns as of 31 May 2023
Live Update: Jun 06 2023
Category: Stocks
ETF: Vanguard Value (VTV)
ETF • LIVE PERFORMANCE (USD currency)
0.33%
1 Day
Jun 06 2023
2.69%
Current Month
June 2023
In the last 30 Years, the Vanguard Value (VTV) ETF obtained a 9.03% compound annual return, with a 15.09% standard deviation.
In 2022, the ETF granted a 2.42% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Value (VTV) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Value
- Region: North America
- Country: U.S.
The Vanguard Value (VTV) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | VTV Weight▾ |
|---|---|---|
| Sheltered Sam 100/0 | Bill Bernstein | 25.00% |
| Sheltered Sam 90/10 | Bill Bernstein | 22.50% |
| Sheltered Sam 80/20 | Bill Bernstein | 20.00% |
| Edge Select Aggressive | Merrill Lynch | 19.00% |
| Sheltered Sam 70/30 | Bill Bernstein | 17.50% |
| Edge Select Moderately Aggressive | Merrill Lynch | 16.00% |
| Sheltered Sam 60/40 | Bill Bernstein | 15.00% |
| Seven Value | Scott Burns | 14.25% |
| Sheltered Sam 50/50 | Bill Bernstein | 12.50% |
| Edge Select Moderate | Merrill Lynch | 12.00% |
| Sheltered Sam 40/60 | Bill Bernstein | 10.00% |
| Coward's Portfolio | Bill Bernstein | 10.00% |
| Ultimate Buy and Hold Strategy | Paul Merriman | 10.00% |
| Coffeehouse | Bill Schultheis | 10.00% |
| Ideal Index | Frank Armstrong | 9.25% |
| Robo Advisor 100 | Betterment | 9.20% |
| Big Rocks Portfolio | Larry Swedroe | 9.00% |
| Edge Select Moderately Conservative | Merrill Lynch | 9.00% |
| Robo Advisor 90 | Betterment | 8.20% |
| Edge Select Conservative | Merrill Lynch | 8.00% |
| Sheltered Sam 30/70 | Bill Bernstein | 7.50% |
| Simple Money Portfolio | Tim Maurer | 7.50% |
| Robust | Alpha Architect | 7.50% |
| Robo Advisor 80 | Betterment | 7.20% |
| Ultimate Buy&Hold | FundAdvice | 6.00% |
| Sheltered Sam 20/80 | Bill Bernstein | 5.00% |
| Tilt Toward Value | Time Inc | 5.00% |
| Robo Advisor 50 | Betterment | 4.40% |
| Sheltered Sam 10/90 | Bill Bernstein | 2.50% |
| Robo Advisor 20 | Betterment | 1.70% |
| Robo Advisor 10 | Betterment | 0.90% |
Historical Returns as of May 31, 2023
Historical returns and Metrics of Vanguard Value (VTV) ETF.
Returns and metrics are calculated based on monthly returns, assuming:
ETF Returns, up to December 2004, are retrieved using the historical series of equivalent ETFs / Assets.
- No fees or capital gain taxes
- the reinvestment of dividends
ETF Returns, up to December 2004, are retrieved using the historical series of equivalent ETFs / Assets.
VANGUARD VALUE (VTV) ETF
Portfolio Metrics
Data Source: 1 January 1927 - 31 May 2023 (~96 years)
Swipe left to see all data
| Metrics as of May 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~96Y) |
|
| Portfolio Return (%) | -4.12 | -2.87 | -6.58 | -3.93 | 12.78 | 8.08 | 9.73 | 8.84 | 9.03 | 9.87 |
| US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.55 | 2.51 | 2.99 |
| Infl. Adjusted Return (%) | -4.12 | -3.67 | -8.32 | -7.43 | 6.63 | 4.11 | 6.87 | 6.14 | 6.36 | 6.68 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 19.45 | 16.25 | 17.84 | 14.38 | 14.71 | 15.09 | 18.60 | |||
| Sharpe Ratio | -0.36 | 0.72 | 0.38 | 0.62 | 0.52 | 0.45 | 0.32 | |||
| Sortino Ratio | -0.56 | 1.07 | 0.51 | 0.84 | 0.68 | 0.59 | 0.44 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -13.17 | -15.33 | -25.07 | -25.07 | -54.78 | -54.78 | -84.40 | |||
| Start (yyyy mm) | 2022 06 | 2022 04 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 05 | |||
| Start to Bottom (# months) | 4 | 6 | 3 | 3 | 21 | 21 | 33 | |||
| Start to Recovery (# months) in progress |
6
|
8
|
12
|
12
|
68
|
68
|
188
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 158.97 | 39.26 | 34.54 | 20.70 | 18.18 | 14.98 | ||||
| Worst Return (%) | -69.03 | -43.29 | -19.92 | -6.65 | 1.31 | 7.13 | ||||
| % Positive Periods | 76% | 85% | 88% | 95% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 2 | 5 | 19 | 36 | 77 | 153 | 227 | 721 |
| Negative | 1 | 2 | 4 | 7 | 17 | 24 | 43 | 87 | 133 | 436 |
| % Positive | 0% | 33% | 33% | 42% | 53% | 60% | 64% | 64% | 63% | 62% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 43.34 | 23.70 | 15.57 | 8.75 | 8.48 | 5.00 | ||||
| Perpetual WR (%) | 6.22 | 3.95 | 6.43 | 5.78 | 5.98 | 6.27 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
- 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 ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF 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 ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
- Maximum Drawdown: 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.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Correlations as of May 31, 2023
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Monthly correlations of Vanguard Value (VTV) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
VANGUARD VALUE (VTV) ETF
Monthly correlations as of 31 May 2023
Swipe left to see all data
| Correlation vs VTV | ||||||
|---|---|---|---|---|---|---|
|
|
||||||
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
US Total Stock Market VTI |
0.90
|
0.92
|
0.93
|
0.93
|
0.93
|
|
|
US Large Cap SPY |
0.90
|
0.93
|
0.93
|
0.95
|
0.95
|
|
|
US Small Cap IJR |
0.88
|
0.91
|
0.88
|
0.80
|
0.79
|
|
|
US REITs VNQ |
0.82
|
0.81
|
0.68
|
0.64
|
0.63
|
|
|
US Technology QQQ |
0.64
|
0.72
|
0.73
|
0.67
|
0.67
|
|
|
Preferred Stocks PFF |
0.53
|
0.70
|
0.62
|
0.45
|
0.45
|
|
|
EAFE Stocks EFA |
0.86
|
0.89
|
0.85
|
0.81
|
0.78
|
|
|
World All Countries VT |
0.90
|
0.93
|
0.92
|
0.91
|
0.90
|
|
|
Emerging Markets EEM |
0.58
|
0.70
|
0.66
|
0.70
|
0.69
|
|
|
Europe VGK |
0.89
|
0.89
|
0.84
|
0.83
|
0.82
|
|
|
Pacific VPL |
0.78
|
0.83
|
0.78
|
0.67
|
0.63
|
|
|
Latin America FLLA |
0.77
|
0.68
|
0.60
|
0.64
|
0.63
|
|
|
US Total Bond Market BND |
0.58
|
0.27
|
0.18
|
0.10
|
0.11
|
|
|
Long Term Treasuries TLT |
0.38
|
-0.14
|
-0.18
|
-0.18
|
-0.17
|
|
|
US Cash BIL |
-0.11
|
-0.23
|
-0.18
|
-0.02
|
-0.01
|
|
|
TIPS TIP |
0.77
|
0.43
|
0.32
|
0.16
|
0.17
|
|
|
Invest. Grade Bonds LQD |
0.66
|
0.48
|
0.41
|
0.28
|
0.28
|
|
|
High Yield Bonds HYG |
0.84
|
0.80
|
0.76
|
0.65
|
0.65
|
|
|
International Bonds BNDX |
0.66
|
0.32
|
0.25
|
0.11
|
0.12
|
|
|
Emerg. Market Bonds EMB |
0.72
|
0.64
|
0.58
|
0.55
|
0.55
|
|
|
Gold GLD |
0.30
|
0.12
|
0.03
|
0.01
|
0.02
|
|
|
Commodities DBC |
0.91
|
0.62
|
0.52
|
0.34
|
0.34
|
|
Capital Growth as of May 31, 2023
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the Vanguard Value (VTV) ETF: Dividend Yield page.
An investment of 1000$, since June 1993,
now would be worth 13382.12$, with a total return of 1238.21% (9.03% annualized).
The Inflation Adjusted Capital now would be 6361.03$, with a net total return of 536.10% (6.36% annualized).
The Inflation Adjusted Capital now would be 6361.03$, with a net total return of 536.10% (6.36% annualized).
An investment of 1000$, since January 1927,
now would be worth 8773152.75$, with a total return of 877215.27% (9.87% annualized).
The Inflation Adjusted Capital now would be 511877.86$, with a net total return of 51087.79% (6.68% annualized).
The Inflation Adjusted Capital now would be 511877.86$, with a net total return of 51087.79% (6.68% annualized).
Readings that may interest you
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 VALUE (VTV) ETF
Drawdown periods
Updated to May 2023
Worst drawdowns since June 1993.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -54.78% | Jun 2007 | Feb 2009 | 21 | Jan 2013 | 47 | 68 |
| -39.12% | Feb 2001 | Sep 2002 | 20 | Dec 2004 | 27 | 47 |
| -25.07% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 |
| -18.48% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 |
| -15.33% | Apr 2022 | Sep 2022 | 6 | Nov 2022 | 2 | 8 |
| -10.82% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
| -10.27% | Jul 1999 | Feb 2000 | 8 | Aug 2000 | 6 | 14 |
| -9.38% | Jun 2015 | Sep 2015 | 4 | Apr 2016 | 7 | 11 |
| -7.56% | Feb 1994 | Mar 1994 | 2 | Feb 1995 | 11 | 13 |
| -6.78% | Feb 2018 | Mar 2018 | 2 | Aug 2018 | 5 | 7 |
| -6.58% | Dec 2022 | May 2023 | 6 | in progress | 6 | |
| -6.33% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -5.08% | Nov 2000 | Nov 2000 | 1 | Jan 2001 | 2 | 3 |
| -4.76% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -4.51% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -4.10% | Jan 2015 | Jan 2015 | 1 | Feb 2015 | 1 | 2 |
| -3.94% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -3.71% | Oct 1997 | Oct 1997 | 1 | Dec 1997 | 2 | 3 |
| -3.69% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
| -3.68% | Aug 2013 | Aug 2013 | 1 | Oct 2013 | 2 | 3 |
Worst drawdowns since January 1927.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -84.40% | Sep 1929 | May 1932 | 33 | Apr 1945 | 155 | 188 |
| -54.78% | Jun 2007 | Feb 2009 | 21 | Jan 2013 | 47 | 68 |
| -39.12% | Feb 2001 | Sep 2002 | 20 | Dec 2004 | 27 | 47 |
| -35.22% | Jan 1973 | Sep 1974 | 21 | Jun 1975 | 9 | 30 |
| -33.37% | Dec 1968 | Jun 1970 | 19 | Aug 1972 | 26 | 45 |
| -26.05% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
| -25.07% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 |
| -20.67% | Jan 1962 | Jun 1962 | 6 | Mar 1963 | 9 | 15 |
| -19.11% | Jun 1946 | Nov 1946 | 6 | Dec 1949 | 37 | 43 |
| -18.48% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 |
| -15.33% | Apr 2022 | Sep 2022 | 6 | Nov 2022 | 2 | 8 |
| -15.15% | Jun 1990 | Oct 1990 | 5 | Feb 1991 | 4 | 9 |
| -14.28% | Feb 1966 | Sep 1966 | 8 | Mar 1967 | 6 | 14 |
| -14.24% | Aug 1957 | Dec 1957 | 5 | Jul 1958 | 7 | 12 |
| -11.34% | Mar 1980 | Mar 1980 | 1 | Jun 1980 | 3 | 4 |
| -10.82% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
| -10.27% | Jul 1999 | Feb 2000 | 8 | Aug 2000 | 6 | 14 |
| -9.99% | Dec 1980 | Sep 1981 | 10 | Aug 1982 | 11 | 21 |
| -9.38% | Jun 2015 | Sep 2015 | 4 | Apr 2016 | 7 | 11 |
| -9.36% | Oct 1978 | Oct 1978 | 1 | Mar 1979 | 5 | 6 |
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 VALUE (VTV) ETF
Annualized Rolling Returns
Data Source: from January 1927 to May 2023
Swipe left to see all data
| Rolling Period |
Annualized Return (%) | Negative Periods |
|||
|---|---|---|---|---|---|
| Average | Latest | Best | Worst | ||
| 1 Year |
11.94 | -3.93 |
158.97 Jul 1932 - Jun 1933 |
-69.03 Jul 1931 - Jun 1932 |
24.35% |
| 2 Years |
10.91 | 0.60 |
54.81 Apr 1935 - Mar 1937 |
-56.88 Jun 1930 - May 1932 |
16.05% |
| 3 Years |
10.38 | 12.78 |
39.26 Mar 1933 - Feb 1936 |
-43.29 Jul 1929 - Jun 1932 |
15.33% |
| 5 Years |
10.22 | 8.08 |
34.54 Jun 1932 - May 1937 |
-19.92 Jun 1927 - May 1932 |
11.57% |
| 7 Years |
10.46 | 9.70 |
24.15 Jul 1949 - Jun 1956 |
-8.41 Apr 1928 - Mar 1935 |
5.96% |
| 10 Years |
10.64 | 9.73 |
20.70 Jun 1949 - May 1959 |
-6.65 Sep 1929 - Aug 1939 |
4.62% |
| 15 Years |
10.79 | 8.13 |
19.77 Aug 1982 - Jul 1997 |
-1.07 Sep 1929 - Aug 1944 |
1.12% |
| 20 Years |
11.08 | 8.84 |
18.18 Apr 1978 - Mar 1998 |
1.31 Sep 1929 - Aug 1949 |
0.00% |
| 30 Years |
11.42 | 9.03 |
14.98 Oct 1974 - Sep 2004 |
7.13 Oct 1929 - Sep 1959 |
0.00% |
Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Vanguard Value (VTV) ETF: Rolling 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 May 2023
The annualized return of the last 10 years has been 9.73% (updated at May 31, 2023).
Seasonality
Vanguard Value (VTV) ETF: in which months is it better to invest?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.07
40% |
-1.25
40% |
-0.96
60% |
2.89
80% |
-0.45
60% |
-0.57
40% |
3.06
100% |
0.50
60% |
-1.98
40% |
2.46
60% |
4.48
80% |
0.14
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.07
|
99.81
|
98.85
|
101.71
|
101.25
|
100.68
|
103.76
|
104.28
|
102.22
|
104.73
|
109.42
|
109.57
|
| Best |
7.0 2019 |
5.0 2021 |
6.7 2021 |
10.7 2020 |
2.9 2021 |
7.1 2019 |
5.1 2022 |
4.2 2020 |
3.5 2019 |
11.7 2022 |
12.8 2020 |
6.9 2021 |
| Worst |
-2.5 2020 |
-9.7 2020 |
-14.9 2020 |
-4.8 2022 |
-6.3 2019 |
-7.9 2022 |
0.8 2019 |
-3.0 2019 |
-7.8 2022 |
-5.0 2018 |
-3.0 2021 |
-9.1 2018 |
Monthly Seasonality over the period Jun 2018 - May 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
-0.20
40% |
0.23
60% |
-0.01
50% |
1.85
80% |
0.21
80% |
-0.13
50% |
2.48
90% |
-0.34
50% |
-0.89
40% |
2.71
70% |
3.81
90% |
0.64
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
99.80
|
100.03
|
100.02
|
101.87
|
102.08
|
101.95
|
104.48
|
104.13
|
103.21
|
106.00
|
110.04
|
110.74
|
| Best |
7.0 2019 |
5.3 2015 |
6.7 2016 |
10.7 2020 |
2.9 2021 |
7.1 2019 |
5.4 2013 |
4.2 2020 |
3.5 2019 |
11.7 2022 |
12.8 2020 |
6.9 2021 |
| Worst |
-4.8 2016 |
-9.7 2020 |
-14.9 2020 |
-4.8 2022 |
-6.3 2019 |
-7.9 2022 |
-1.2 2014 |
-5.8 2015 |
-7.8 2022 |
-5.0 2018 |
-3.0 2021 |
-9.1 2018 |
Monthly Seasonality over the period Jun 2013 - May 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.42
62% |
0.27
59% |
0.80
63% |
1.77
69% |
0.24
63% |
0.79
56% |
1.80
63% |
1.15
64% |
-0.71
49% |
0.66
61% |
1.34
63% |
1.66
77% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.42
|
101.69
|
102.50
|
104.31
|
104.56
|
105.39
|
107.29
|
108.52
|
107.75
|
108.46
|
109.91
|
111.74
|
| Best |
13.3 1975 |
11.5 1931 |
10.4 2000 |
43.0 1933 |
16.4 1933 |
25.8 1938 |
37.8 1932 |
37.6 1932 |
16.8 1939 |
14.1 1974 |
12.8 2020 |
8.9 1971 |
| Worst |
-11.1 2009 |
-18.6 1933 |
-26.2 1938 |
-19.2 1932 |
-22.8 1940 |
-16.5 1930 |
-12.1 1934 |
-16.1 1998 |
-31.3 1931 |
-19.2 1987 |
-11.0 1929 |
-15.8 1931 |
Monthly Seasonality over the period Jan 1927 - May 2023
Monthly/Yearly Returns
Vanguard Value (VTV) ETF data source starts from January 1927: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1927 - May 2023
721 Positive Months (62%) - 436 Negative Months (38%)
MONTHLY RETURNS TABLE
Jan 1927 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
-3.39 | -5.48 | 2.8 | -3.2 | -0.5 | 1.8 | -4.1 | |||||||
| 2022 |
-2.07 | -8.00 | -1.1 | -1.2 | 3.3 | -4.8 | 2.4 | -7.9 | 5.1 | -2.7 | -7.8 | 11.7 | 6.0 | -3.3 |
| 2021 |
+26.51 | +18.20 | -0.8 | 5.0 | 6.7 | 3.4 | 2.9 | -1.2 | 1.0 | 2.1 | -3.9 | 5.4 | -3.0 | 6.9 |
| 2020 |
+2.26 | +0.89 | -2.5 | -9.7 | -14.9 | 10.7 | 2.9 | -1.0 | 3.7 | 4.2 | -2.2 | -1.8 | 12.8 | 3.5 |
| 2019 |
+25.65 | +22.85 | 7.0 | 2.9 | 0.6 | 3.4 | -6.3 | 7.1 | 0.8 | -3.0 | 3.5 | 1.9 | 3.4 | 2.6 |
| 2018 |
-5.44 | -7.21 | 4.7 | -4.4 | -2.4 | 0.4 | 0.6 | 0.2 | 4.7 | 1.9 | 0.6 | -5.0 | 3.3 | -9.1 |
| 2017 |
+17.14 | +14.72 | 0.5 | 3.6 | -0.9 | 0.0 | 0.1 | 1.8 | 1.5 | -0.5 | 3.0 | 1.8 | 3.5 | 1.6 |
| 2016 |
+17.12 | +14.74 | -4.8 | 0.1 | 6.7 | 1.5 | 1.1 | 1.1 | 2.8 | 0.7 | -0.5 | -1.1 | 6.0 | 2.7 |
| 2015 |
-0.98 | -1.70 | -4.1 | 5.3 | -1.3 | 1.3 | 1.2 | -2.2 | 1.0 | -5.8 | -2.5 | 7.6 | 0.5 | -1.1 |
| 2014 |
+13.17 | +12.32 | -3.7 | 4.0 | 2.7 | 0.9 | 1.4 | 1.9 | -1.2 | 3.4 | -1.3 | 1.8 | 2.5 | 0.4 |
| 2013 |
+33.10 | +31.13 | 6.4 | 1.3 | 4.0 | 2.2 | 2.6 | -1.0 | 5.4 | -3.7 | 2.3 | 4.6 | 3.2 | 2.1 |
| 2012 |
+15.19 | +13.22 | 3.5 | 3.9 | 2.8 | -0.9 | -5.9 | 4.8 | 1.2 | 1.5 | 2.9 | -0.4 | -0.7 | 2.1 |
| 2011 |
+1.11 | -1.80 | 2.9 | 4.0 | 0.0 | 3.0 | -1.4 | -2.1 | -3.5 | -5.9 | -6.9 | 10.3 | -0.6 | 2.5 |
| 2010 |
+14.54 | +12.85 | -2.5 | 2.6 | 6.2 | 1.8 | -7.8 | -5.2 | 6.6 | -4.2 | 7.6 | 2.7 | -0.6 | 8.0 |
| 2009 |
+19.86 | +16.69 | -11.1 | -13.6 | 8.2 | 11.0 | 7.1 | -1.1 | 8.0 | 5.2 | 3.2 | -2.6 | 6.1 | 1.2 |
| 2008 |
-35.87 | -35.93 | -4.7 | -3.9 | -0.4 | 4.3 | -0.6 | -9.5 | -0.2 | 1.6 | -6.9 | -16.2 | -6.6 | 1.5 |
| 2007 |
-0.11 | -4.03 | 0.8 | -1.6 | 1.7 | 4.2 | 3.6 | -2.1 | -4.7 | 1.5 | 3.6 | 0.2 | -5.0 | -1.6 |
| 2006 |
+22.37 | +19.34 | 3.0 | 0.9 | 1.6 | 2.4 | -2.4 | 0.9 | 2.5 | 1.7 | 2.1 | 3.1 | 2.1 | 2.5 |
| 2005 |
+7.22 | +3.68 | -2.0 | 3.4 | -1.7 | -1.6 | 2.5 | 1.4 | 2.6 | -0.6 | 1.7 | -2.6 | 3.5 | 0.7 |
| 2004 |
+15.26 | +11.62 | 1.6 | 1.9 | -1.4 | -2.0 | 1.0 | 2.7 | -1.4 | 1.5 | 1.1 | 1.4 | 4.6 | 3.5 |
| 2003 |
+32.25 | +29.81 | -2.8 | -2.7 | -0.2 | 10.0 | 7.9 | 1.3 | 1.0 | 1.7 | -0.4 | 5.2 | 1.3 | 6.9 |
| 2002 |
-20.88 | -22.72 | -2.8 | -0.9 | 5.1 | -5.0 | 0.4 | -6.3 | -10.8 | 0.7 | -11.5 | 8.4 | 7.0 | -5.2 |
| 2001 |
-11.86 | -13.21 | 4.2 | -6.7 | -4.0 | 6.8 | 1.0 | -3.2 | -1.7 | -5.8 | -9.5 | 0.0 | 6.3 | 1.5 |
| 2000 |
+6.09 | +2.62 | -3.2 | -6.3 | 10.4 | -0.7 | 0.3 | -3.9 | 2.1 | 6.6 | 0.0 | 1.9 | -5.1 | 5.2 |
| 1999 |
+12.58 | +9.63 | 2.0 | -2.2 | 3.0 | 8.6 | -1.8 | 3.8 | -3.1 | -2.5 | -4.0 | 5.7 | -0.6 | 3.7 |
| 1998 |
+14.63 | +12.81 | -1.3 | 7.5 | 5.0 | 1.2 | -1.4 | 0.8 | -2.2 | -16.1 | 6.1 | 7.9 | 5.2 | 3.5 |
| 1997 |
+29.78 | +27.61 | 4.6 | 0.7 | -3.5 | 3.8 | 6.3 | 3.8 | 8.0 | -4.5 | 5.8 | -3.7 | 3.8 | 2.2 |
| 1996 |
+21.80 | +17.88 | 2.9 | 0.9 | 2.3 | 1.1 | 1.5 | -0.5 | -4.3 | 2.8 | 4.2 | 3.4 | 7.7 | -1.7 |
| 1995 |
+37.04 | +33.64 | 2.7 | 3.9 | 2.8 | 3.3 | 4.4 | 0.8 | 3.5 | 0.8 | 3.5 | -1.6 | 5.2 | 2.8 |
| 1994 |
-0.63 | -3.21 | 4.7 | -3.6 | -4.1 | 2.1 | 1.6 | -2.6 | 3.4 | 2.8 | -3.5 | 2.1 | -4.0 | 1.3 |
| 1993 |
+18.26 | +15.09 | 2.7 | 3.4 | 2.8 | -0.5 | 1.9 | 1.3 | 1.2 | 3.9 | -0.1 | 0.5 | -1.8 | 1.7 |
| 1992 |
+15.48 | +12.23 | 0.1 | 3.4 | -0.5 | 5.7 | 0.3 | -0.5 | 3.9 | -2.8 | 0.8 | -0.7 | 2.9 | 2.3 |
| 1991 |
+23.78 | +20.10 | 4.1 | 6.7 | 1.8 | 0.8 | 4.0 | -4.6 | 3.7 | 1.5 | -0.8 | 1.7 | -5.0 | 8.6 |
| 1990 |
-7.02 | -12.37 | -6.6 | 2.5 | 0.9 | -3.5 | 8.4 | -2.0 | -0.1 | -8.3 | -4.3 | -1.2 | 6.4 | 2.0 |
| 1989 |
+26.89 | +21.26 | 6.8 | -2.0 | 2.0 | 4.4 | 3.5 | 0.1 | 6.8 | 2.6 | -0.4 | -3.1 | 1.4 | 2.5 |
| 1988 |
+20.16 | +15.08 | 5.6 | 4.3 | -2.9 | 1.9 | 1.0 | 5.5 | 0.2 | -2.6 | 3.5 | 2.4 | -1.2 | 1.3 |
| 1987 |
+2.11 | -2.22 | 11.8 | 1.5 | 2.7 | -1.2 | 0.3 | 5.1 | 4.0 | 3.5 | -1.7 | -19.2 | -6.9 | 5.7 |
| 1986 |
+19.70 | +18.40 | 0.6 | 7.4 | 4.9 | -2.6 | 5.2 | 1.5 | -3.8 | 9.2 | -7.1 | 5.5 | 1.9 | -3.1 |
| 1985 |
+32.93 | +28.07 | 7.0 | 2.5 | 0.8 | 1.4 | 5.9 | 1.6 | -1.6 | 0.3 | -3.5 | 5.6 | 5.4 | 4.1 |
| 1984 |
+11.43 | +7.20 | 3.0 | -2.6 | 0.7 | 0.7 | -5.4 | 1.5 | -2.2 | 11.4 | 2.1 | -0.2 | 0.2 | 2.5 |
| 1983 |
+25.44 | +20.86 | 3.9 | 2.6 | 3.6 | 8.2 | 0.2 | 1.6 | -1.7 | 3.2 | 1.0 | -0.6 | 2.3 | -1.0 |
| 1982 |
+25.08 | +20.46 | -1.1 | -1.8 | 1.4 | 2.9 | -2.5 | -1.3 | -2.8 | 13.1 | 0.9 | 10.8 | 2.9 | 1.3 |
| 1981 |
-1.48 | -9.55 | -2.5 | 1.4 | 4.2 | -2.3 | 0.3 | 1.6 | -0.6 | -4.4 | -4.4 | 4.0 | 4.9 | -2.9 |
| 1980 |
+31.75 | +17.09 | 7.5 | 2.0 | -11.3 | 6.0 | 5.5 | 3.7 | 4.0 | 1.3 | 1.7 | 1.8 | 10.7 | -3.2 |
| 1979 |
+23.22 | +8.76 | 5.8 | -2.6 | 6.3 | 0.6 | -1.4 | 5.6 | 2.0 | 5.3 | 0.8 | -6.5 | 5.2 | 1.1 |
| 1978 |
+6.37 | -2.43 | -5.1 | 0.3 | 3.5 | 5.8 | 0.9 | -1.8 | 4.6 | 3.7 | 1.0 | -9.4 | 3.3 | 0.5 |
| 1977 |
-3.31 | -9.38 | -1.7 | -2.2 | -0.8 | 2.5 | -1.1 | 4.4 | -1.5 | -3.5 | 0.5 | -3.9 | 3.6 | 0.8 |
| 1976 |
+33.32 | +27.14 | 12.8 | 0.4 | 2.7 | 0.3 | -0.8 | 4.7 | -0.2 | 0.6 | 3.1 | -1.5 | 1.4 | 6.5 |
| 1975 |
+40.67 | +31.54 | 13.3 | 3.0 | 1.6 | 5.7 | 6.4 | 6.4 | -4.8 | -1.1 | -2.8 | 5.5 | 2.9 | -0.1 |
| 1974 |
-21.13 | -29.79 | -0.5 | 1.1 | -2.9 | -4.6 | -3.9 | -2.2 | -4.2 | -7.5 | -7.4 | 14.1 | -3.6 | -0.2 |
| 1973 |
-9.79 | -17.02 | -2.0 | -4.6 | 0.5 | -3.1 | -2.1 | -0.7 | 3.5 | -2.5 | 8.1 | -0.3 | -10.6 | 4.6 |
| 1972 |
+15.32 | +11.53 | 1.2 | 1.7 | 0.1 | 0.7 | 0.6 | -3.1 | -1.0 | 6.7 | -0.8 | 1.5 | 7.2 | 0.1 |
| 1971 |
+7.36 | +3.97 | 3.8 | 0.6 | 3.4 | 3.4 | -4.5 | -0.2 | -4.5 | 3.5 | -1.0 | -4.7 | -0.6 | 8.9 |
| 1970 |
+9.41 | +3.64 | -6.9 | 6.0 | 0.9 | -8.2 | -5.2 | -4.0 | 8.0 | 5.1 | 4.1 | -0.4 | 5.3 | 6.1 |
| 1969 |
-17.08 | -21.92 | -1.3 | -5.3 | 3.0 | 1.7 | -0.7 | -6.2 | -6.8 | 3.7 | -3.2 | 4.1 | -4.2 | -2.6 |
| 1968 |
+15.71 | +10.50 | -3.7 | -2.4 | 1.6 | 8.6 | 1.9 | 1.5 | -1.2 | 5.8 | 0.4 | 1.3 | 5.2 | -3.5 |
| 1967 |
+15.54 | +12.13 | 7.4 | -0.2 | 3.6 | 3.9 | -5.7 | 1.4 | 4.4 | 2.1 | -0.6 | -3.4 | -0.2 | 2.5 |
| 1966 |
-7.98 | -11.05 | 0.9 | -1.4 | -1.8 | 2.5 | -4.9 | -1.1 | -0.9 | -7.2 | -0.2 | 5.2 | 0.8 | 0.3 |
| 1965 |
+6.89 | +4.87 | 3.1 | -0.4 | -1.7 | 3.3 | -1.0 | -5.2 | 1.2 | 2.1 | 3.1 | 2.7 | -1.1 | 0.8 |
| 1964 |
+15.07 | +13.97 | 2.8 | 1.1 | 1.7 | 0.8 | 1.3 | 1.8 | 2.0 | -1.5 | 3.1 | 1.0 | -0.4 | 0.6 |
| 1963 |
+21.65 | +19.68 | 5.1 | -2.7 | 3.8 | 5.1 | 1.6 | -1.9 | -0.2 | 5.1 | -0.9 | 3.4 | -0.9 | 2.7 |
| 1962 |
-5.62 | -6.86 | -3.3 | 2.1 | -0.1 | -5.6 | -8.0 | -7.5 | 6.9 | 2.1 | -4.1 | 1.1 | 10.5 | 1.9 |
| 1961 |
+28.93 | +28.07 | 6.8 | 3.1 | 3.0 | 0.8 | 2.3 | -2.5 | 3.6 | 2.3 | -1.6 | 3.2 | 4.3 | 0.7 |
| 1960 |
+3.35 | +1.96 | -6.6 | 1.5 | -0.8 | -1.2 | 3.2 | 2.5 | -1.9 | 3.1 | -5.4 | 0.3 | 4.5 | 5.0 |
| 1959 |
+8.26 | +6.42 | 0.3 | -0.1 | 0.0 | 3.9 | 1.9 | -0.4 | 3.5 | -1.6 | -4.7 | 1.1 | 1.3 | 2.8 |
| 1958 |
+44.28 | +41.78 | 4.7 | -1.6 | 3.5 | 3.6 | 1.9 | 3.0 | 4.7 | 1.6 | 5.2 | 2.9 | 2.6 | 5.5 |
| 1957 |
-9.16 | -11.72 | -3.7 | -2.8 | 2.4 | 4.2 | 4.1 | 0.3 | 1.6 | -5.1 | -5.7 | -2.7 | 2.1 | -3.6 |
| 1956 |
+12.00 | +8.75 | -2.9 | 4.2 | 7.6 | 0.5 | -5.8 | 4.6 | 5.8 | -3.0 | -3.7 | 1.2 | -0.3 | 4.1 |
| 1955 |
+24.10 | +23.64 | 1.5 | 0.1 | -0.7 | 3.6 | -0.4 | 8.2 | 6.1 | -1.0 | 1.0 | -3.4 | 7.7 | -0.3 |
| 1954 |
+51.80 | +52.94 | 5.6 | 0.7 | 3.4 | 5.3 | 3.7 | 0.5 | 6.1 | -3.0 | 8.7 | -1.6 | 8.5 | 5.4 |
| 1953 |
-0.78 | -1.52 | -0.2 | -1.3 | -1.9 | -2.2 | 0.2 | -1.1 | 3.1 | -5.3 | 0.6 | 5.7 | 1.4 | 0.7 |
| 1952 |
+14.00 | +13.15 | 1.7 | -3.5 | 4.9 | -4.2 | 2.5 | 4.9 | 2.0 | -1.3 | -1.9 | 0.0 | 5.0 | 3.8 |
| 1951 |
+23.12 | +16.16 | 6.6 | 1.1 | -1.4 | 5.3 | -3.6 | -2.1 | 7.4 | 4.9 | -0.1 | -1.0 | 0.2 | 4.4 |
| 1950 |
+32.80 | +25.36 | 2.5 | 1.8 | 1.2 | 5.2 | 4.6 | -5.1 | 1.6 | 4.0 | 6.3 | 1.2 | 0.7 | 5.3 |
| 1949 |
+14.06 | +16.47 | 0.4 | -3.8 | 3.3 | -1.9 | -3.6 | 0.0 | 6.7 | 1.5 | 2.6 | 3.4 | 0.4 | 4.8 |
| 1948 |
+2.69 | -0.29 | -3.7 | -4.5 | 8.0 | 3.0 | 8.1 | 0.6 | -5.2 | 1.1 | -2.8 | 7.2 | -10.7 | 3.5 |
| 1947 |
+4.19 | -4.27 | 2.6 | -1.1 | -1.3 | -3.6 | -0.6 | 5.7 | 4.0 | -2.6 | -1.1 | 2.6 | -2.5 | 2.5 |
| 1946 |
-2.92 | -17.82 | 7.7 | -6.2 | 5.4 | 4.4 | 2.9 | -3.2 | -1.8 | -6.4 | -9.0 | 0.1 | -0.3 | 4.9 |
| 1945 |
+36.19 | +33.19 | 1.8 | 6.5 | -4.3 | 9.2 | 1.5 | 0.0 | -1.7 | 6.2 | 4.5 | 3.4 | 3.6 | 1.3 |
| 1944 |
+20.42 | +17.71 | 2.0 | 0.2 | 2.2 | -0.8 | 4.5 | 5.6 | -1.6 | 1.3 | 0.2 | 0.5 | 0.9 | 4.0 |
| 1943 |
+30.48 | +26.73 | 8.1 | 5.9 | 6.0 | 0.8 | 5.2 | 2.7 | -4.6 | 1.7 | 3.0 | -0.6 | -6.6 | 6.5 |
| 1942 |
+14.86 | +5.35 | 1.5 | -3.1 | -6.0 | -4.3 | 6.7 | 2.0 | 3.3 | 0.8 | 2.9 | 6.8 | -1.4 | 5.5 |
| 1941 |
-8.28 | -16.56 | -3.9 | -0.6 | 1.3 | -5.5 | 1.2 | 6.2 | 6.3 | 0.0 | -0.1 | -5.8 | -3.2 | -3.5 |
| 1940 |
-5.41 | -6.08 | -2.7 | 1.5 | 1.9 | 0.3 | -22.8 | 8.6 | 4.0 | 3.5 | 2.0 | 4.7 | -3.2 | 0.6 |
| 1939 |
+1.25 | +1.25 | -6.4 | 3.8 | -13.0 | 0.0 | 6.8 | -5.8 | 11.4 | -6.4 | 16.8 | -0.9 | -4.3 | 2.9 |
| 1938 |
+18.60 | +21.99 | 0.8 | 5.6 | -26.2 | 13.9 | -5.3 | 25.8 | 7.0 | -3.5 | 1.1 | 7.5 | -4.2 | 3.5 |
| 1937 |
-32.12 | -34.01 | 4.4 | 2.1 | -0.4 | -7.6 | -0.4 | -4.5 | 10.7 | -4.8 | -13.3 | -9.1 | -9.0 | -4.0 |
| 1936 |
+37.25 | +35.29 | 7.2 | 2.3 | 3.1 | -7.1 | 5.2 | 3.7 | 7.4 | 1.4 | 0.8 | 8.0 | 1.0 | 0.0 |
| 1935 |
+48.70 | +44.39 | -3.7 | -3.5 | -2.7 | 10.2 | 3.7 | 7.2 | 8.8 | 2.6 | 2.7 | 8.0 | 4.2 | 4.2 |
| 1934 |
-8.23 | -9.60 | 10.4 | -3.9 | -0.2 | -2.9 | -8.5 | 2.0 | -12.1 | 5.4 | -0.6 | -3.7 | 8.7 | -0.7 |
| 1933 |
+48.10 | +46.98 | 0.8 | -18.6 | 3.4 | 43.0 | 16.4 | 13.4 | -9.0 | 11.8 | -11.6 | -9.2 | 10.7 | 2.3 |
| 1932 |
-4.75 | +6.16 | -2.0 | 6.3 | -10.9 | -19.2 | -21.9 | 0.5 | 37.8 | 37.6 | -2.8 | -12.9 | -4.8 | 5.9 |
| 1931 |
-49.23 | -44.02 | 5.0 | 11.5 | -7.0 | -9.7 | -14.0 | 14.3 | -7.7 | 1.0 | -31.3 | 9.0 | -10.6 | -15.8 |
| 1930 |
-28.21 | -23.31 | 6.4 | 2.3 | 8.1 | -0.9 | -1.5 | -16.5 | 3.8 | 0.9 | -13.2 | -9.0 | -2.1 | -7.6 |
| 1929 |
+2.96 | +2.36 | 7.0 | 0.6 | 1.0 | 2.7 | -3.0 | 11.9 | 5.4 | 10.3 | -3.7 | -17.7 | -11.0 | 3.6 |
| 1928 |
+30.84 | +32.37 | -1.2 | -2.5 | 10.4 | 2.7 | 0.7 | -4.9 | 0.7 | 7.3 | 2.0 | 1.0 | 12.5 | -0.2 |
| 1927 |
+21.87 | +24.69 | -2.9 | 4.0 | -0.2 | 1.0 | 4.7 | -1.8 | 6.2 | 4.1 | 2.8 | -5.4 | 6.8 | 1.5 |
ETF Returns, up to December 2004, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
