Data Source: from January 1927 to September 2023 (~97 years)
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Category: Stocks
ETF: Vanguard Value (VTV)
ETF • LIVE PERFORMANCE (USD currency)
0.96%
1 Day
Oct 02 2023, 04:00PM Eastern Time
0.96%
Current Month
October 2023
In the last 30 Years, the Vanguard Value (VTV) ETF obtained a 8.93% compound annual return, with a 15.15% standard deviation.
Table of contents
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% |
| Coffeehouse | Bill Schultheis | 10.00% |
| Coward's Portfolio | Bill Bernstein | 10.00% |
| Ultimate Buy and Hold Strategy | Paul Merriman | 10.00% |
| Sheltered Sam 40/60 | Bill Bernstein | 10.00% |
| Ideal Index | Frank Armstrong | 9.25% |
| Robo Advisor 100 | Betterment | 9.20% |
| Edge Select Moderately Conservative | Merrill Lynch | 9.00% |
| Big Rocks Portfolio | Larry Swedroe | 9.00% |
| Robo Advisor 90 | Betterment | 8.20% |
| Edge Select Conservative | Merrill Lynch | 8.00% |
| Robust | Alpha Architect | 7.50% |
| Simple Money Portfolio | Tim Maurer | 7.50% |
| Sheltered Sam 30/70 | Bill Bernstein | 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% |
Investment Returns as of Sep 30, 2023
The Vanguard Value (VTV) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
VANGUARD VALUE (VTV) ETF
Consolidated returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Oct 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~97Y) |
|||
| Vanguard Value (VTV) ETF | -0.96 | -0.96 | -3.27 | 1.18 | 14.72 | 7.30 | 9.83 | 8.93 | 9.88 | |||
| US Inflation Adjusted return | -3.27 | -0.53 | 10.90 | 3.18 | 6.89 | 6.25 | 6.69 | |||||
Returns over 1 year are annualized | Available data source: since Jan 1927
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Aug 2023.
Waiting for updates, inflation of Sep 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.44%
, 5Y: 3.99%
, 10Y: 2.75%
, 30Y: 2.53%
Live update: World Markets and Indexes
In 2022, the Vanguard Value (VTV) 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.
Capital Growth as of Sep 30, 2023
An investment of 1$, since October 1993,
now would be worth 13.03$, with a total return of 1202.80% (8.93% annualized).
The Inflation Adjusted Capital now would be 6.16$, with a net total return of 515.70% (6.25% annualized).
The Inflation Adjusted Capital now would be 6.16$, with a net total return of 515.70% (6.25% annualized).
An investment of 1$, since January 1927,
now would be worth 9096.31$, with a total return of 909530.85% (9.88% annualized).
The Inflation Adjusted Capital now would be 524.40$, with a net total return of 52340.07% (6.69% annualized).
The Inflation Adjusted Capital now would be 524.40$, with a net total return of 52340.07% (6.69% annualized).
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Investment Metrics as of Sep 30, 2023
Metrics of Vanguard Value (VTV) ETF, updated as of 30 September 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
VANGUARD VALUE (VTV) ETF
Advanced Metrics
Data Source: 1 January 1927 - 30 September 2023 (~97 years)
Swipe left to see all data
| Metrics as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~97Y) |
|
| Investment Return (%) | -3.27 | -2.31 | 1.18 | 14.72 | 12.46 | 7.30 | 9.83 | 8.84 | 8.93 | 9.88 |
| Infl. Adjusted Return (%) details | -3.27 | -2.92 | -0.53 | 10.90 | 6.43 | 3.18 | 6.89 | 6.13 | 6.25 | 6.69 |
| US Inflation (%) | 0.00 | 0.63 | 1.72 | 3.44 | 5.66 | 3.99 | 2.75 | 2.56 | 2.53 | 2.99 |
| Waiting for updates, inflation of Sep 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -6.58 | -15.33 | -25.07 | -25.07 | -54.78 | -54.78 | -84.40 | |||
| Start to Recovery (# months) details | 8 | 8 | 12 | 12 | 68 | 68 | 188 | |||
| Start (yyyy mm) | 2022 12 | 2022 04 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Start to Bottom (# months) | 6 | 6 | 3 | 3 | 21 | 21 | 33 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 2 | 2 | 9 | 9 | 47 | 47 | 155 | |||
| End (yyyy mm) | 2023 07 | 2022 11 | 2020 12 | 2020 12 | 2013 01 | 2013 01 | 1945 04 | |||
| Longest Drawdown Depth (%) |
same as deepest |
-6.58 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 8 | |||||||||
| Start (yyyy mm) | 2022 12 | 2022 12 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Start to Bottom (# months) | 6 | 6 | 3 | 3 | 21 | 21 | 33 | |||
| Bottom (yyyy mm) | 2023 05 | 2023 05 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 2 | 2 | 9 | 9 | 47 | 47 | 155 | |||
| End (yyyy mm) | 2023 07 | 2023 07 | 2020 12 | 2020 12 | 2013 01 | 2013 01 | 1945 04 | |||
| Longest negative period (# months) details | 10* | 21 | 25 | 33 | 74 | 139 | 187 | |||
| Period Start (yyyy mm) | 2022 12 | 2021 09 | 2018 10 | 2017 07 | 2005 08 | 1997 08 | 1929 09 | |||
| Period End (yyyy mm) | 2023 09 | 2023 05 | 2020 10 | 2020 03 | 2011 09 | 2009 02 | 1945 03 | |||
| Annualized Return (%) | -3.75 | -0.36 | -0.88 | -0.25 | -0.11 | -0.26 | -0.45 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -8.55 | -19.68 | -25.40 | -25.40 | -55.68 | -55.68 | -80.29 | |||
| Start to Recovery (# months) details | 10* | 21* | 12 | 12 | 74 | 74 | 192 | |||
| Start (yyyy mm) | 2022 12 | 2022 01 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Start to Bottom (# months) | 6 | 9 | 3 | 3 | 21 | 21 | 33 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 4 | 12 | 9 | 9 | 53 | 53 | 159 | |||
| End (yyyy mm) | - | - | 2020 12 | 2020 12 | 2013 07 | 2013 07 | 1945 08 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
-19.68 | -19.68 |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 21* | 21* | ||||||||
| Start (yyyy mm) | 2022 12 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Start to Bottom (# months) | 6 | 9 | 9 | 9 | 21 | 21 | 33 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 4 | 12 | 12 | 12 | 53 | 53 | 159 | |||
| End (yyyy mm) | - | - | - | - | 2013 07 | 2013 07 | 1945 08 | |||
| Longest negative period (# months) details | 11* | 30* | 34 | 39 | 93 | 162 | 241 | |||
| Period Start (yyyy mm) | 2022 11 | 2021 04 | 2019 12 | 2017 01 | 2004 01 | 1998 04 | 1929 09 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2022 09 | 2020 03 | 2011 09 | 2011 09 | 1949 09 | |||
| Annualized Return (%) | -0.38 | -1.47 | -0.57 | -0.76 | -0.37 | -0.24 | -0.18 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 16.43 | 16.55 | 18.09 | 14.43 | 14.81 | 15.15 | 18.59 | |||
| Sharpe Ratio | 0.63 | 0.65 | 0.32 | 0.62 | 0.51 | 0.44 | 0.32 | |||
| Sortino Ratio | 1.00 | 0.97 | 0.43 | 0.83 | 0.67 | 0.58 | 0.44 | |||
| Ulcer Index | 3.18 | 4.24 | 6.91 | 5.30 | 13.84 | 13.65 | 21.95 | |||
| Ratio: Return / Standard Deviation | 0.90 | 0.75 | 0.40 | 0.68 | 0.60 | 0.59 | 0.53 | |||
| Ratio: Return / Deepest Drawdown | 2.24 | 0.81 | 0.29 | 0.39 | 0.16 | 0.16 | 0.12 | |||
| % Positive Months details | 50% | 52% | 56% | 64% | 63% | 62% | 62% | |||
| Positive Months | 6 | 19 | 34 | 77 | 152 | 226 | 723 | |||
| Negative Months | 6 | 17 | 26 | 43 | 88 | 134 | 438 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 9.83 | 16.05 | 16.05 | 20.70 | ||||||
| Worst 10 Years Return (%) - Annualized | 5.42 | -1.94 | -6.65 | |||||||
| Best 10 Years Return (%) - Annualized | 6.89 | 14.03 | 14.03 | 18.34 | ||||||
| Worst 10 Years Return (%) - Annualized | 3.68 | -4.41 | -5.06 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 56.14 | 30.12 | 23.51 | 16.05 | 9.95 | 8.93 | ||||
| Worst Rolling Return (%) - Annualized | -46.17 | -16.62 | -6.38 | -1.94 | 5.20 | |||||
| % Positive Periods | 78% | 82% | 87% | 97% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 52.86 | 27.17 | 20.68 | 14.03 | 7.28 | 6.25 | ||||
| Worst Rolling Return (%) - Annualized | -46.30 | -18.43 | -8.80 | -4.41 | 3.06 | |||||
| % Positive Periods | 73% | 77% | 72% | 88% | 100% | 100% | ||||
| Over all the available data source (Jan 1927 - Sep 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 158.97 | 39.26 | 34.54 | 20.70 | 18.18 | 14.98 | ||||
| Worst Rolling Return (%) - Annualized | -69.03 | -43.29 | -19.92 | -6.65 | 1.31 | 7.13 | ||||
| % Positive Periods | 75% | 84% | 88% | 95% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 177.32 | 35.46 | 33.20 | 18.34 | 13.31 | 11.56 | ||||
| Worst Rolling Return (%) - Annualized | -65.62 | -38.79 | -15.99 | -5.06 | -0.29 | 4.99 | ||||
| % Positive Periods | 69% | 78% | 78% | 89% | 99% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 41.43 | 22.04 | 15.15 | 8.44 | 7.96 | 5.00 | ||||
| Perpetual WR (%) | 6.04 | 3.08 | 6.45 | 5.77 | 5.88 | 6.27 | ||||
- 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.
- 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).
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Correlations as of Sep 30, 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.
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 30 September 2023
Swipe left to see all data
| Correlation vs VTV | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.86
|
0.93
|
0.93
|
0.94
|
0.93
|
|
SPY
|
US Large Cap |
0.86
|
0.93
|
0.94
|
0.95
|
0.95
|
|
IJR
|
US Small Cap |
0.86
|
0.91
|
0.88
|
0.80
|
0.80
|
|
VNQ
|
US REITs |
0.77
|
0.82
|
0.69
|
0.64
|
0.64
|
|
QQQ
|
US Technology |
0.42
|
0.73
|
0.73
|
0.68
|
0.67
|
|
PFF
|
Preferred Stocks |
0.35
|
0.71
|
0.63
|
0.45
|
0.45
|
|
EFA
|
EAFE Stocks |
0.78
|
0.90
|
0.86
|
0.81
|
0.78
|
|
VT
|
World All Countries |
0.85
|
0.93
|
0.92
|
0.91
|
0.90
|
|
EEM
|
Emerging Markets |
0.52
|
0.72
|
0.67
|
0.71
|
0.69
|
|
VGK
|
Europe |
0.82
|
0.90
|
0.84
|
0.83
|
0.82
|
|
VPL
|
Pacific |
0.66
|
0.84
|
0.79
|
0.67
|
0.63
|
|
FLLA
|
Latin America |
0.78
|
0.70
|
0.61
|
0.64
|
0.64
|
|
BND
|
US Total Bond Market |
0.35
|
0.28
|
0.18
|
0.10
|
0.11
|
|
TLT
|
Long Term Treasuries |
0.25
|
-0.10
|
-0.15
|
-0.17
|
-0.16
|
|
BIL
|
US Cash |
-0.57
|
-0.18
|
-0.15
|
-0.02
|
-0.01
|
|
TIP
|
TIPS |
0.60
|
0.44
|
0.31
|
0.16
|
0.17
|
|
LQD
|
Invest. Grade Bonds |
0.47
|
0.49
|
0.42
|
0.28
|
0.28
|
|
HYG
|
High Yield Bonds |
0.82
|
0.79
|
0.76
|
0.65
|
0.65
|
|
CWB
|
US Convertible Bonds |
0.69
|
0.77
|
0.76
|
0.79
|
0.79
|
|
BNDX
|
International Bonds |
0.46
|
0.33
|
0.24
|
0.11
|
0.12
|
|
EMB
|
Emerg. Market Bonds |
0.56
|
0.66
|
0.59
|
0.55
|
0.55
|
|
GLD
|
Gold |
0.22
|
0.14
|
0.02
|
0.02
|
0.02
|
|
DBC
|
Commodities |
0.70
|
0.63
|
0.53
|
0.34
|
0.34
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated 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 VALUE (VTV) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1927 - 30 September 2023 (~97 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -54.78% | Jun 2007 | Feb 2009 | 21 | Jan 2013 | 47 | 68 | 24.87 |
| -39.12% | Feb 2001 | Sep 2002 | 20 | Dec 2004 | 27 | 47 | 20.33 |
| -25.07% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 | 12.49 |
| -18.48% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 8.05 |
| -15.33% | Apr 2022 | Sep 2022 | 6 | Nov 2022 | 2 | 8 | 7.42 |
| -10.82% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 4.64 |
| -10.27% | Jul 1999 | Feb 2000 | 8 | Aug 2000 | 6 | 14 | 4.70 |
| -9.38% | Jun 2015 | Sep 2015 | 4 | Apr 2016 | 7 | 11 | 4.83 |
| -7.56% | Feb 1994 | Mar 1994 | 2 | Feb 1995 | 11 | 13 | 4.41 |
| -6.78% | Feb 2018 | Mar 2018 | 2 | Aug 2018 | 5 | 7 | 4.66 |
| -6.58% | Dec 2022 | May 2023 | 6 | Jul 2023 | 2 | 8 | 3.24 |
| -6.33% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 3.65 |
| -5.58% | Aug 2023 | Sep 2023 | 2 | in progress | 2 | 3.50 | |
| -5.08% | Nov 2000 | Nov 2000 | 1 | Jan 2001 | 2 | 3 | 2.54 |
| -4.76% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 | 2.34 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -55.68% | Jun 2007 | Feb 2009 | 21 | Jul 2013 | 53 | 74 | 26.94 |
| -41.11% | Feb 2001 | Sep 2002 | 20 | Feb 2006 | 41 | 61 | 20.43 |
| -25.40% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 | 12.87 |
| -19.68% | Jan 2022 | Sep 2022 | 9 | in progress | 12 | 21 | 9.46 |
| -18.93% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 8.41 |
| -12.17% | Jul 1999 | Feb 2000 | 8 | Oct 2000 | 8 | 16 | 5.83 |
| -10.91% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 | 5.24 |
| -9.61% | Mar 2015 | Sep 2015 | 7 | Jun 2016 | 9 | 16 | 4.17 |
| -8.44% | Feb 1994 | Nov 1994 | 10 | Mar 1995 | 4 | 14 | 5.52 |
| -6.53% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 3.77 |
| -5.13% | Nov 2000 | Nov 2000 | 1 | Jan 2001 | 2 | 3 | 2.57 |
| -5.00% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 | 2.52 |
| -4.69% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 | 2.71 |
| -4.20% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 2.43 |
| -4.05% | Jan 2014 | Jan 2014 | 1 | Mar 2014 | 2 | 3 | 2.05 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -84.40% | Sep 1929 | May 1932 | 33 | Apr 1945 | 155 | 188 | 49.14 |
| -54.78% | Jun 2007 | Feb 2009 | 21 | Jan 2013 | 47 | 68 | 24.87 |
| -39.12% | Feb 2001 | Sep 2002 | 20 | Dec 2004 | 27 | 47 | 20.33 |
| -35.22% | Jan 1973 | Sep 1974 | 21 | Jun 1975 | 9 | 30 | 16.49 |
| -33.37% | Dec 1968 | Jun 1970 | 19 | Aug 1972 | 26 | 45 | 14.92 |
| -26.05% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 | 13.46 |
| -25.07% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 | 12.49 |
| -20.67% | Jan 1962 | Jun 1962 | 6 | Mar 1963 | 9 | 15 | 10.46 |
| -19.11% | Jun 1946 | Nov 1946 | 6 | Dec 1949 | 37 | 43 | 11.71 |
| -18.48% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 8.05 |
| -15.33% | Apr 2022 | Sep 2022 | 6 | Nov 2022 | 2 | 8 | 7.42 |
| -15.15% | Jun 1990 | Oct 1990 | 5 | Feb 1991 | 4 | 9 | 8.47 |
| -14.28% | Feb 1966 | Sep 1966 | 8 | Mar 1967 | 6 | 14 | 7.36 |
| -14.24% | Aug 1957 | Dec 1957 | 5 | Jul 1958 | 7 | 12 | 8.69 |
| -11.34% | Mar 1980 | Mar 1980 | 1 | Jun 1980 | 3 | 4 | 5.76 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -80.29% | Sep 1929 | May 1932 | 33 | Aug 1945 | 159 | 192 | 40.98 |
| -55.68% | Jun 2007 | Feb 2009 | 21 | Jul 2013 | 53 | 74 | 26.94 |
| -50.85% | Dec 1968 | Sep 1974 | 70 | Nov 1980 | 74 | 144 | 23.39 |
| -41.11% | Feb 2001 | Sep 2002 | 20 | Feb 2006 | 41 | 61 | 20.43 |
| -35.94% | Jun 1946 | Feb 1948 | 21 | Dec 1950 | 34 | 55 | 25.00 |
| -26.69% | Sep 1987 | Nov 1987 | 3 | May 1989 | 18 | 21 | 13.94 |
| -25.40% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 | 12.87 |
| -21.19% | Jan 1962 | Jun 1962 | 6 | Apr 1963 | 10 | 16 | 10.78 |
| -20.77% | Dec 1980 | Jul 1982 | 20 | Nov 1982 | 4 | 24 | 11.64 |
| -19.82% | Sep 1989 | Oct 1990 | 14 | May 1991 | 7 | 21 | 9.01 |
| -19.68% | Jan 2022 | Sep 2022 | 9 | in progress | 12 | 21 | 9.46 |
| -18.93% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 8.41 |
| -16.64% | Feb 1966 | Sep 1966 | 8 | Apr 1967 | 7 | 15 | 9.01 |
| -14.55% | Aug 1957 | Dec 1957 | 5 | Jul 1958 | 7 | 12 | 9.27 |
| -12.17% | Jul 1999 | Feb 2000 | 8 | Oct 2000 | 8 | 16 | 5.83 |
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
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1927 - 30 September 2023 (~97 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -46.17 |
03/2008 02/2009 |
0.53$ | -4.41 | 0.95$ | 13.17 | 1.13$ | 24.86 | 1.24$ | 56.14 |
03/2009 02/2010 |
1.56$ | 14.72 | 21.78% |
| 2Y | -29.55 |
03/2007 02/2009 |
0.49$ | -0.94 | 0.98$ | 11.90 | 1.25$ | 21.89 | 1.48$ | 38.26 |
03/2009 02/2011 |
1.91$ | 3.57 | 16.62% |
| 3Y | -16.62 |
03/2006 02/2009 |
0.57$ | -2.60 | 0.92$ | 11.22 | 1.37$ | 18.17 | 1.64$ | 30.12 |
04/1995 03/1998 |
2.20$ | 12.46 | 17.54% |
| 5Y | -6.38 |
03/2004 02/2009 |
0.71$ | 0.12 | 1.00$ | 9.35 | 1.56$ | 15.50 | 2.05$ | 23.51 |
07/1994 06/1999 |
2.87$ | 7.30 | 12.96% |
| 7Y | -3.00 |
03/2002 02/2009 |
0.80$ | 4.01 | 1.31$ | 7.08 | 1.61$ | 13.22 | 2.38$ | 16.87 |
05/1994 04/2001 |
2.97$ | 9.62 | 1.44% |
| 10Y | -1.94 |
03/1999 02/2009 |
0.82$ | 3.37 | 1.39$ | 8.08 | 2.17$ | 11.77 | 3.04$ | 16.05 |
03/2009 02/2019 |
4.42$ | 9.83 | 2.49% |
| 15Y | 4.43 |
08/1997 07/2012 |
1.91$ | 5.32 | 2.17$ | 7.00 | 2.75$ | 8.48 | 3.39$ | 10.57 |
02/2003 01/2018 |
4.51$ | 9.53 | 0.00% |
| 20Y | 5.20 |
04/2000 03/2020 |
2.75$ | 6.47 | 3.50$ | 7.73 | 4.43$ | 9.26 | 5.88$ | 9.95 |
02/2003 01/2023 |
6.67$ | 8.84 | 0.00% |
| 30Y | 8.93 |
10/1993 09/2023 |
13.02$ | 8.93 | 13.02$ | 8.93 | 13.02$ | 8.93 | 13.02$ | 8.93 |
10/1993 09/2023 |
13.02$ | 8.93 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -46.30 |
03/2008 02/2009 |
0.53$ | -8.00 | 0.91$ | 10.12 | 1.10$ | 21.98 | 1.21$ | 52.86 |
03/2009 02/2010 |
1.52$ | 10.90 | 26.93% |
| 2Y | -31.01 |
03/2007 02/2009 |
0.47$ | -4.61 | 0.90$ | 9.02 | 1.18$ | 18.90 | 1.41$ | 35.38 |
03/2009 02/2011 |
1.83$ | -2.11 | 21.07% |
| 3Y | -18.43 |
03/2006 02/2009 |
0.54$ | -4.60 | 0.86$ | 8.82 | 1.28$ | 15.54 | 1.54$ | 27.17 |
04/1995 03/1998 |
2.05$ | 6.43 | 22.77% |
| 5Y | -8.80 |
03/2004 02/2009 |
0.63$ | -2.16 | 0.89$ | 6.91 | 1.39$ | 13.48 | 1.88$ | 20.68 |
07/1994 06/1999 |
2.55$ | 3.18 | 27.91% |
| 7Y | -5.42 |
03/2002 02/2009 |
0.67$ | 1.48 | 1.10$ | 4.61 | 1.37$ | 11.24 | 2.10$ | 14.92 |
03/2009 02/2016 |
2.64$ | 5.92 | 4.69% |
| 10Y | -4.41 |
03/1999 02/2009 |
0.63$ | 0.81 | 1.08$ | 5.72 | 1.74$ | 9.35 | 2.44$ | 14.03 |
03/2009 02/2019 |
3.71$ | 6.89 | 11.62% |
| 15Y | 1.98 |
08/1997 07/2012 |
1.34$ | 2.88 | 1.53$ | 4.69 | 1.98$ | 6.29 | 2.49$ | 8.31 |
02/2003 01/2018 |
3.30$ | 7.08 | 0.00% |
| 20Y | 3.06 |
04/2000 03/2020 |
1.82$ | 4.20 | 2.27$ | 5.49 | 2.91$ | 6.70 | 3.65$ | 7.28 |
12/1994 11/2014 |
4.08$ | 6.13 | 0.00% |
| 30Y | 6.25 |
10/1993 09/2023 |
6.15$ | 6.25 | 6.15$ | 6.25 | 6.15$ | 6.25 | 6.15$ | 6.25 |
10/1993 09/2023 |
6.15$ | 6.25 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -69.03 |
07/1931 06/1932 |
0.30$ | -6.32 | 0.93$ | 12.85 | 1.12$ | 30.99 | 1.30$ | 158.97 |
07/1932 06/1933 |
2.58$ | 14.72 | 24.26% |
| 2Y | -56.88 |
06/1930 05/1932 |
0.18$ | -0.57 | 0.98$ | 11.79 | 1.24$ | 23.97 | 1.53$ | 54.81 |
04/1935 03/1937 |
2.39$ | 3.57 | 15.99% |
| 3Y | -43.29 |
07/1929 06/1932 |
0.18$ | -0.19 | 0.99$ | 12.12 | 1.40$ | 20.71 | 1.75$ | 39.26 |
03/1933 02/1936 |
2.70$ | 12.46 | 15.28% |
| 5Y | -19.92 |
06/1927 05/1932 |
0.32$ | 1.45 | 1.07$ | 11.41 | 1.71$ | 18.60 | 2.34$ | 34.54 |
06/1932 05/1937 |
4.40$ | 7.30 | 11.52% |
| 7Y | -8.41 |
04/1928 03/1935 |
0.54$ | 3.75 | 1.29$ | 11.38 | 2.12$ | 16.96 | 2.99$ | 24.15 |
07/1949 06/1956 |
4.54$ | 9.62 | 5.94% |
| 10Y | -6.65 |
09/1929 08/1939 |
0.50$ | 5.16 | 1.65$ | 10.68 | 2.75$ | 16.63 | 4.65$ | 20.70 |
06/1949 05/1959 |
6.56$ | 9.83 | 4.61% |
| 15Y | -1.07 |
09/1929 08/1944 |
0.85$ | 6.23 | 2.47$ | 10.61 | 4.53$ | 16.06 | 9.33$ | 19.77 |
08/1982 07/1997 |
14.97$ | 9.53 | 1.12% |
| 20Y | 1.31 |
09/1929 08/1949 |
1.29$ | 7.63 | 4.34$ | 11.25 | 8.44$ | 15.00 | 16.37$ | 18.18 |
04/1978 03/1998 |
28.23$ | 8.84 | 0.00% |
| 30Y | 7.13 |
10/1929 09/1959 |
7.90$ | 9.95 | 17.22$ | 11.30 | 24.79$ | 13.22 | 41.49$ | 14.98 |
10/1974 09/2004 |
65.81$ | 8.93 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -65.62 |
07/1931 06/1932 |
0.34$ | -10.44 | 0.89$ | 9.14 | 1.09$ | 27.36 | 1.27$ | 177.32 |
07/1932 06/1933 |
2.77$ | 10.90 | 30.78% |
| 2Y | -52.10 |
06/1930 05/1932 |
0.22$ | -4.77 | 0.90$ | 8.19 | 1.17$ | 20.70 | 1.45$ | 52.72 |
06/1932 05/1934 |
2.33$ | -2.11 | 24.96% |
| 3Y | -38.79 |
07/1929 06/1932 |
0.22$ | -4.05 | 0.88$ | 8.42 | 1.27$ | 17.42 | 1.61$ | 35.46 |
03/1933 02/1936 |
2.48$ | 6.43 | 21.76% |
| 5Y | -15.99 |
06/1927 05/1932 |
0.41$ | -1.72 | 0.91$ | 7.57 | 1.44$ | 14.63 | 1.97$ | 33.20 |
06/1932 05/1937 |
4.19$ | 3.18 | 21.32% |
| 7Y | -8.13 |
10/1967 09/1974 |
0.55$ | 0.34 | 1.02$ | 7.10 | 1.61$ | 13.71 | 2.45$ | 21.88 |
07/1949 06/1956 |
3.99$ | 5.92 | 13.45% |
| 10Y | -5.06 |
10/1964 09/1974 |
0.59$ | 0.87 | 1.09$ | 7.47 | 2.05$ | 12.46 | 3.23$ | 18.34 |
06/1949 05/1959 |
5.38$ | 6.89 | 10.84% |
| 15Y | -1.22 |
09/1929 08/1944 |
0.83$ | 2.19 | 1.38$ | 6.64 | 2.62$ | 11.95 | 5.43$ | 15.86 |
08/1982 07/1997 |
9.09$ | 7.08 | 1.43% |
| 20Y | -0.29 |
09/1929 08/1949 |
0.94$ | 3.65 | 2.04$ | 6.96 | 3.84$ | 11.10 | 8.20$ | 13.31 |
04/1942 03/1962 |
12.18$ | 6.13 | 0.22% |
| 30Y | 4.99 |
12/1961 11/1991 |
4.31$ | 5.95 | 5.66$ | 7.36 | 8.40$ | 8.94 | 13.06$ | 11.56 |
06/1932 05/1962 |
26.63$ | 6.25 | 0.00% |
| Annualized rolling and percentiles/median 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.
Seasonality
In which months is it better to invest in Vanguard Value (VTV) ETF?
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.
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| 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% |
0.62
40% |
2.82
100% |
-0.35
40% |
-2.76
20% |
2.46
60% |
4.48
80% |
0.14
60% |
| 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 Feb 1927 - Sep 2023
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| 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% |
0.59
60% |
2.29
90% |
-0.21
50% |
-1.45
30% |
2.71
70% |
3.81
90% |
0.64
70% |
| Best |
7.0 2019 |
5.3 2015 |
6.7 2016 |
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 |
-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 Feb 1927 - Sep 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% |
0.85
57% |
1.82
63% |
1.11
63% |
-0.74
48% |
0.66
61% |
1.34
63% |
1.66
77% |
| 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 Feb 1927 - Sep 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Vanguard Value (VTV) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
VANGUARD VALUE (VTV) ETF
Monthly Returns Distribution
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1927 - 30 September 2023 (~97 years)
226 Positive Months (63%) - 134 Negative Months (37%)
723 Positive Months (62%) - 438 Negative Months (38%)
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(Scroll down to see all data)
Investment Returns, up to December 2004, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets.
They have been derived using the historical series of equivalent ETFs / Assets.
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