Vanguard Value (VTV): Historical Returns

Data Source: from January 1927 to February 2024 (~97 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
Category: Stocks
Vanguard Value (VTV) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.65%
1 Day
Mar 01 2024
0.65%
Current Month
March 2024

In the last 30 Years, the Vanguard Value (VTV) ETF obtained a 9.36% compound annual return, with a 15.18% standard deviation.

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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 Currency
Sheltered Sam 100/0 Bill Bernstein 25.00% USD
Sheltered Sam 90/10 Bill Bernstein 22.50% USD
Sheltered Sam 80/20 Bill Bernstein 20.00% USD
Edge Select Aggressive Merrill Lynch 19.00% USD
Sheltered Sam 70/30 Bill Bernstein 17.50% USD
Edge Select Moderately Aggressive Merrill Lynch 16.00% USD
Sheltered Sam 60/40 Bill Bernstein 15.00% USD
Seven Value Scott Burns 14.25% USD
Sheltered Sam 50/50 Bill Bernstein 12.50% USD
Edge Select Moderate Merrill Lynch 12.00% USD
Coffeehouse Bill Schultheis 10.00% USD
Coward's Portfolio Bill Bernstein 10.00% USD
Ultimate Buy and Hold Strategy Paul Merriman 10.00% USD
Sheltered Sam 40/60 Bill Bernstein 10.00% USD
Ideal Index Frank Armstrong 9.25% USD
Robo Advisor 100 Betterment 9.20% USD
Edge Select Moderately Conservative Merrill Lynch 9.00% USD
Big Rocks Portfolio Larry Swedroe 9.00% USD
Robo Advisor 90 Betterment 8.20% USD
Edge Select Conservative Merrill Lynch 8.00% USD
Robust Alpha Architect 7.50% USD
Simple Money Portfolio Tim Maurer 7.50% USD
Sheltered Sam 30/70 Bill Bernstein 7.50% USD
Robo Advisor 80 Betterment 7.20% USD
Ultimate Buy&Hold FundAdvice 6.00% USD
Sheltered Sam 20/80 Bill Bernstein 5.00% USD
Tilt Toward Value Time Inc 5.00% USD
Robo Advisor 50 Betterment 4.40% USD
Sheltered Sam 10/90 Bill Bernstein 2.50% USD
Robo Advisor 20 Betterment 1.70% USD
Robo Advisor 10 Betterment 0.90% USD

Investment Returns as of Feb 29, 2024

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.
  • the actual US Inflation rates.
VANGUARD VALUE (VTV) ETF
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~97Y)
Vanguard Value (VTV) ETF 0.65 0.65 3.34 10.04 14.57 10.52 10.17 9.36 9.98
US Inflation Adjusted return 3.34 8.80 11.55 6.17 7.19 6.67 6.79
Returns over 1 year are annualized | Available data source: since Jan 1927
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Vanguard Value (VTV) ETF granted a 2.64% 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 Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 14.64$, with a total return of 1363.78% (9.36% annualized).

The Inflation Adjusted Capital now would be 6.93$, with a net total return of 593.40% (6.67% annualized).
An investment of 1$, since January 1927, now would be worth 10348.41$, with a total return of 1034740.74% (9.98% annualized).

The Inflation Adjusted Capital now would be 591.71$, with a net total return of 59071.44% (6.79% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of Vanguard Value (VTV) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
VANGUARD VALUE (VTV) ETF
Advanced Metrics
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~97Y)
Investment Return (%) 3.34 9.53 10.04 14.57 10.67 10.52 10.17 8.65 9.36 9.98
Infl. Adjusted Return (%) details 3.34 8.94 8.80 11.55 4.88 6.17 7.19 5.93 6.67 6.79
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.99
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -8.07 -15.33 -25.07 -25.07 -54.78 -54.78 -84.40
Start to Recovery (# months) details 5 8 12 12 68 68 188
Start (yyyy mm) 2023 08 2022 04 2020 01 2020 01 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 6 3 3 21 21 33
Bottom (yyyy mm) 2023 10 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 12 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) 2023 08 2022 12 2020 01 2020 01 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 6 3 3 21 21 33
Bottom (yyyy mm) 2023 10 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 12 2023 07 2020 12 2020 12 2013 01 2013 01 1945 04
Longest negative period (# months) details 8 24 24 33 74 139 187
Period Start (yyyy mm) 2023 03 2021 11 2021 11 2017 07 2005 08 1997 08 1929 09
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 03 2011 09 2009 02 1945 03
Annualized Return (%) -2.90 -0.48 -0.48 -0.25 -0.11 -0.26 -0.45
Deepest Drawdown Depth (%) -8.94 -18.97 -24.93 -24.93 -56.04 -56.04 -80.29
Start to Recovery (# months) details 5 26 12 12 74 74 192
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 9 3 3 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 1932 05
Bottom to End (# months) 2 17 9 9 53 53 159
End (yyyy mm) 2023 12 2024 02 2020 12 2020 12 2013 07 2013 07 1945 08
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-18.97 -18.97
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 26 26
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 9 9 9 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 17 17 17 53 53 159
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2013 07 2013 07 1945 08
Longest negative period (# months) details 8 32 34 39 91 162 241
Period Start (yyyy mm) 2023 03 2021 03 2019 12 2017 01 2004 03 1998 04 1929 09
Period End (yyyy mm) 2023 10 2023 10 2022 09 2020 03 2011 09 2011 09 1949 09
Annualized Return (%) -5.74 -0.22 -0.42 -0.61 -0.65 -0.24 -0.15
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.58 15.47 17.47 14.50 14.83 15.18 18.57
Sharpe Ratio 0.75 0.54 0.50 0.62 0.49 0.47 0.32
Sortino Ratio 1.06 0.76 0.67 0.84 0.65 0.61 0.45
Ulcer Index 3.07 4.44 6.78 5.35 13.85 13.64 21.90
Ratio: Return / Standard Deviation 1.16 0.69 0.60 0.70 0.58 0.62 0.54
Ratio: Return / Deepest Drawdown 1.81 0.70 0.42 0.41 0.16 0.17 0.12
% Positive Months details 58% 55% 58% 64% 62% 63% 62%
Positive Months 7 20 35 77 151 227 727
Negative Months 5 16 25 43 89 133 439
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 10.17 16.05 16.05 20.70
Worst 10 Years Return (%) - Annualized 5.42 -1.94 -6.65
Best 10 Years Return (%) - Annualized 7.19 14.03 14.03 18.38
Worst 10 Years Return (%) - Annualized 3.68 -4.42 -5.07
ROLLING PERIODS
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 9.36
Worst Rolling Return (%) - Annualized -46.17 -16.62 -6.38 -1.94 5.20
% Positive Periods 78% 82% 87% 97% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.54 22.87 14.19 8.54 5.30 8.15
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.54 6.98
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 52.85 27.16 20.69 14.03 7.27 6.67
Worst Rolling Return (%) - Annualized -46.18 -18.40 -8.79 -4.42 3.06
% Positive Periods 73% 77% 72% 88% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.54 22.87 14.19 8.54 5.30 8.15
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.54 6.98
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1927 - Feb 2024)
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%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 55.65 15.48 9.13 5.22 3.11 2.69
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 2.12
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 177.32 35.46 33.20 18.38 13.30 11.56
Worst Rolling Return (%) - Annualized -65.62 -38.79 -15.99 -5.07 -0.27 4.99
% Positive Periods 69% 78% 78% 89% 99% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 55.65 15.48 9.13 5.22 3.11 2.69
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 2.12
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | 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.
  • 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.

Correlations as of Feb 29, 2024

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.

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 29 February 2024
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
0.91
0.92
0.93
0.94
0.93
SPY
US Large Cap
0.89
0.92
0.93
0.95
0.95
IJR
US Small Cap
0.86
0.90
0.88
0.80
0.80
VNQ
US REITs
0.90
0.81
0.71
0.64
0.64
QQQ
US Technology
0.54
0.72
0.74
0.68
0.67
PFF
Preferred Stocks
0.81
0.73
0.66
0.46
0.46
EFA
EAFE Stocks
0.93
0.90
0.86
0.82
0.79
VT
World All Countries
0.93
0.93
0.93
0.91
0.90
EEM
Emerging Markets
0.81
0.71
0.68
0.72
0.69
VGK
Europe
0.92
0.91
0.85
0.83
0.82
VPL
Pacific
0.89
0.84
0.80
0.68
0.63
FLLA
Latin America
0.83
0.75
0.62
0.65
0.64
BND
US Total Bond Market
0.62
0.35
0.23
0.11
0.13
TLT
Long Term Treasuries
0.68
0.00
-0.08
-0.15
-0.14
BIL
US Cash
0.29
-0.10
-0.08
-0.01
0.00
TIP
TIPS
0.56
0.46
0.35
0.16
0.17
LQD
Invest. Grade Bonds
0.68
0.53
0.44
0.29
0.29
HYG
High Yield Bonds
0.82
0.80
0.77
0.66
0.66
CWB
US Convertible Bonds
0.81
0.75
0.76
0.79
0.79
BNDX
International Bonds
0.49
0.39
0.28
0.12
0.13
EMB
Emerg. Market Bonds
0.86
0.70
0.60
0.56
0.56
GLD
Gold
0.04
0.17
0.03
0.02
0.02
DBC
Commodities
0.25
0.60
0.51
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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
Inflation Adjusted:
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
-8.07% Aug 2023 Oct 2023 3 Dec 2023 2 5 4.19
-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
-5.46% Sep 1994 Nov 1994 3 Feb 1995 3 6 3.06
-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 (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 120 3.0 Months 33.24%
 
DD = 0% 33.24%
 
0% < DD <= -5% 98 3.7 Months 27.15%
 
DD <= -5% 60.39%
 
-5% < DD <= -10% 42 8.6 Months 11.63%
 
DD <= -10% 72.02%
 
-10% < DD <= -15% 28 12.9 Months 7.76%
 
DD <= -15% 79.78%
 
-15% < DD <= -20% 21 17.2 Months 5.82%
 
DD <= -20% 85.60%
 
-20% < DD <= -25% 14 25.8 Months 3.88%
 
DD <= -25% 89.47%
 
-25% < DD <= -30% 12 30.1 Months 3.32%
 
DD <= -30% 92.80%
 
-30% < DD <= -35% 13 27.8 Months 3.60%
 
DD <= -35% 96.40%
 
-35% < DD <= -40% 5 72.2 Months 1.39%
 
DD <= -40% 97.78%
 
-40% < DD <= -45% 4 90.3 Months 1.11%
 
DD <= -45% 98.89%
 
-45% < DD <= -50% 2 180.5 Months 0.55%
 
DD <= -50% 99.45%
 
-50% < DD <= -55% 2 180.5 Months 0.55%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-56.04% Jun 2007 Feb 2009 21 Jul 2013 53 74 27.29
-40.88% Feb 2001 Sep 2002 20 Feb 2006 41 61 20.24
-24.93% Jan 2020 Mar 2020 3 Dec 2020 9 12 12.36
-19.08% May 1998 Aug 1998 4 Dec 1998 4 8 8.50
-18.97% Jan 2022 Sep 2022 9 Feb 2024 17 26 8.47
-12.38% Jul 1999 Feb 2000 8 Oct 2000 8 16 5.92
-11.09% Feb 2018 Dec 2018 11 Apr 2019 4 15 4.99
-9.57% Jun 2015 Sep 2015 4 May 2016 8 12 4.85
-6.35% May 2019 May 2019 1 Jun 2019 1 2 3.67
-5.97% Sep 1994 Nov 1994 3 Feb 1995 3 6 3.47
-5.24% Nov 2000 Nov 2000 1 Jan 2001 2 3 2.64
-5.12% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.59
-4.75% Aug 1997 Aug 1997 1 Sep 1997 1 2 2.74
-4.39% Mar 1994 Mar 1994 1 Aug 1994 5 6 2.50
-4.33% Sep 2021 Sep 2021 1 Dec 2021 3 4 2.61
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 93 3.9 Months 25.76%
 
DD = 0% 25.76%
 
0% < DD <= -5% 96 3.8 Months 26.59%
 
DD <= -5% 52.35%
 
-5% < DD <= -10% 50 7.2 Months 13.85%
 
DD <= -10% 66.20%
 
-10% < DD <= -15% 25 14.4 Months 6.93%
 
DD <= -15% 73.13%
 
-15% < DD <= -20% 31 11.6 Months 8.59%
 
DD <= -20% 81.72%
 
-20% < DD <= -25% 16 22.6 Months 4.43%
 
DD <= -25% 86.15%
 
-25% < DD <= -30% 17 21.2 Months 4.71%
 
DD <= -30% 90.86%
 
-30% < DD <= -35% 12 30.1 Months 3.32%
 
DD <= -35% 94.18%
 
-35% < DD <= -40% 10 36.1 Months 2.77%
 
DD <= -40% 96.95%
 
-40% < DD <= -45% 7 51.6 Months 1.94%
 
DD <= -45% 98.89%
 
-45% < DD <= -50% 2 180.5 Months 0.55%
 
DD <= -50% 99.45%
 
-50% < DD <= -55% 1 361.0 Months 0.28%
 
DD <= -55% 99.72%
 
-55% < DD <= -60% 1 361.0 Months 0.28%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
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 (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 350 3.3 Months 29.99%
 
DD = 0% 29.99%
 
0% < DD <= -5% 282 4.1 Months 24.16%
 
DD <= -5% 54.16%
 
-5% < DD <= -10% 158 7.4 Months 13.54%
 
DD <= -10% 67.69%
 
-10% < DD <= -15% 84 13.9 Months 7.20%
 
DD <= -15% 74.89%
 
-15% < DD <= -20% 48 24.3 Months 4.11%
 
DD <= -20% 79.01%
 
-20% < DD <= -25% 33 35.4 Months 2.83%
 
DD <= -25% 81.83%
 
-25% < DD <= -30% 36 32.4 Months 3.08%
 
DD <= -30% 84.92%
 
-30% < DD <= -35% 24 48.6 Months 2.06%
 
DD <= -35% 86.98%
 
-35% < DD <= -40% 13 89.8 Months 1.11%
 
DD <= -40% 88.09%
 
-40% < DD <= -45% 28 41.7 Months 2.40%
 
DD <= -45% 90.49%
 
-45% < DD <= -50% 35 33.3 Months 3.00%
 
DD <= -50% 93.49%
 
-50% < DD <= -55% 21 55.6 Months 1.80%
 
DD <= -55% 95.29%
 
-55% < DD <= -60% 11 106.1 Months 0.94%
 
DD <= -60% 96.23%
 
-60% < DD <= -65% 14 83.4 Months 1.20%
 
DD <= -65% 97.43%
 
-65% < DD <= -70% 14 83.4 Months 1.20%
 
DD <= -70% 98.63%
 
-70% < DD <= -100% 16 72.9 Months 1.37%
 
DD <= -100% 100.00%
 
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
-56.04% Jun 2007 Feb 2009 21 Jul 2013 53 74 27.29
-50.85% Dec 1968 Sep 1974 70 Nov 1980 74 144 23.39
-40.88% Feb 2001 Sep 2002 20 Feb 2006 41 61 20.24
-36.37% Jun 1946 Feb 1948 21 Dec 1950 34 55 25.00
-26.76% Sep 1987 Nov 1987 3 May 1989 18 21 14.01
-24.93% Jan 2020 Mar 2020 3 Dec 2020 9 12 12.36
-21.19% Jan 1962 Jun 1962 6 Apr 1963 10 16 10.76
-20.67% Dec 1980 Jul 1982 20 Nov 1982 4 24 11.58
-19.83% Sep 1989 Oct 1990 14 May 1991 7 21 9.06
-19.08% May 1998 Aug 1998 4 Dec 1998 4 8 8.50
-18.97% Jan 2022 Sep 2022 9 Feb 2024 17 26 8.47
-16.67% Nov 1965 Sep 1966 11 Apr 1967 7 18 8.21
-15.09% Aug 1957 Dec 1957 5 Jul 1958 7 12 9.69
-12.38% Jul 1999 Feb 2000 8 Oct 2000 8 16 5.92
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 256 4.6 Months 21.94%
 
DD = 0% 21.94%
 
0% < DD <= -5% 239 4.9 Months 20.48%
 
DD <= -5% 42.42%
 
-5% < DD <= -10% 138 8.5 Months 11.83%
 
DD <= -10% 54.24%
 
-10% < DD <= -15% 80 14.6 Months 6.86%
 
DD <= -15% 61.10%
 
-15% < DD <= -20% 114 10.2 Months 9.77%
 
DD <= -20% 70.87%
 
-20% < DD <= -25% 65 18.0 Months 5.57%
 
DD <= -25% 76.44%
 
-25% < DD <= -30% 73 16.0 Months 6.26%
 
DD <= -30% 82.69%
 
-30% < DD <= -35% 61 19.1 Months 5.23%
 
DD <= -35% 87.92%
 
-35% < DD <= -40% 41 28.5 Months 3.51%
 
DD <= -40% 91.43%
 
-40% < DD <= -45% 31 37.6 Months 2.66%
 
DD <= -45% 94.09%
 
-45% < DD <= -50% 21 55.6 Months 1.80%
 
DD <= -50% 95.89%
 
-50% < DD <= -55% 15 77.8 Months 1.29%
 
DD <= -55% 97.17%
 
-55% < DD <= -60% 14 83.4 Months 1.20%
 
DD <= -60% 98.37%
 
-60% < DD <= -65% 5 233.4 Months 0.43%
 
DD <= -65% 98.80%
 
-65% < DD <= -70% 8 145.9 Months 0.69%
 
DD <= -70% 99.49%
 
-70% < DD <= -100% 6 194.5 Months 0.51%
 
DD <= -100% 100.00%
 

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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
Inflation Adjusted:
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$ 13.23 1.13$ 24.86 1.24$ 56.14 03/2009
02/2010
1.56$ 14.57 21.20%
2Y -29.55 03/2007
02/2009
0.49$ -0.94 0.98$ 11.34 1.23$ 21.89 1.48$ 38.26 03/2009
02/2011
1.91$ 6.83 16.91%
3Y -16.62 03/2006
02/2009
0.57$ -2.60 0.92$ 11.05 1.36$ 17.94 1.64$ 30.12 04/1995
03/1998
2.20$ 10.67 17.54%
5Y -6.38 03/2004
02/2009
0.71$ 0.12 1.00$ 9.32 1.56$ 15.04 2.01$ 23.51 07/1994
06/1999
2.87$ 10.52 12.96%
7Y -3.00 03/2002
02/2009
0.80$ 4.01 1.31$ 7.08 1.61$ 13.01 2.35$ 16.87 05/1994
04/2001
2.97$ 9.85 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$ 10.17 2.49%
15Y 4.43 08/1997
07/2012
1.91$ 5.32 2.17$ 7.06 2.78$ 8.57 3.43$ 14.17 03/2009
02/2024
7.30$ 14.17 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$ 8.65 0.00%
30Y 9.36 03/1994
02/2024
14.63$ 9.36 14.63$ 9.36 14.63$ 9.36 14.63$ 9.36 03/1994
02/2024
14.63$ 9.36 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -46.18 03/2008
02/2009
0.53$ -7.97 0.92$ 10.13 1.10$ 22.03 1.22$ 52.85 03/2009
02/2010
1.52$ 11.55 26.07%
2Y -30.97 03/2007
02/2009
0.47$ -4.77 0.90$ 8.28 1.17$ 18.94 1.41$ 35.36 03/2009
02/2011
1.83$ 2.40 22.26%
3Y -18.40 03/2006
02/2009
0.54$ -4.61 0.86$ 8.63 1.28$ 15.53 1.54$ 27.16 04/1995
03/1998
2.05$ 4.88 22.77%
5Y -8.79 03/2004
02/2009
0.63$ -2.19 0.89$ 6.68 1.38$ 13.35 1.87$ 20.69 07/1994
06/1999
2.56$ 6.17 27.91%
7Y -5.44 03/2002
02/2009
0.67$ 1.47 1.10$ 4.61 1.37$ 11.08 2.08$ 14.95 03/2009
02/2016
2.65$ 6.17 4.69%
10Y -4.42 03/1999
02/2009
0.63$ 0.85 1.08$ 5.72 1.74$ 9.36 2.44$ 14.03 03/2009
02/2019
3.71$ 7.19 11.62%
15Y 1.99 08/1997
07/2012
1.34$ 2.89 1.53$ 4.90 2.05$ 6.38 2.52$ 11.35 03/2009
02/2024
5.01$ 11.35 0.00%
20Y 3.06 04/2000
03/2020
1.82$ 4.19 2.27$ 5.48 2.90$ 6.72 3.67$ 7.27 12/1994
11/2014
4.06$ 5.93 0.00%
30Y 6.67 03/1994
02/2024
6.93$ 6.67 6.93$ 6.67 6.93$ 6.67 6.93$ 6.67 03/1994
02/2024
6.93$ 6.67 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$ 12.81 1.12$ 30.99 1.30$ 158.97 07/1932
06/1933
2.58$ 14.57 24.24%
2Y -56.88 06/1930
05/1932
0.18$ -0.57 0.98$ 11.72 1.24$ 23.97 1.53$ 54.81 04/1935
03/1937
2.39$ 6.83 16.01%
3Y -43.29 07/1929
06/1932
0.18$ -0.18 0.99$ 12.10 1.40$ 20.69 1.75$ 39.26 03/1933
02/1936
2.70$ 10.67 15.21%
5Y -19.92 06/1927
05/1932
0.32$ 1.46 1.07$ 11.41 1.71$ 18.60 2.34$ 34.54 06/1932
05/1937
4.40$ 10.52 11.47%
7Y -8.41 04/1928
03/1935
0.54$ 3.75 1.29$ 11.36 2.12$ 16.96 2.99$ 24.15 07/1949
06/1956
4.54$ 9.85 5.91%
10Y -6.65 09/1929
08/1939
0.50$ 5.17 1.65$ 10.66 2.75$ 16.61 4.64$ 20.70 06/1949
05/1959
6.56$ 10.17 4.58%
15Y -1.07 09/1929
08/1944
0.85$ 6.25 2.48$ 10.72 4.60$ 16.05 9.32$ 19.77 08/1982
07/1997
14.97$ 14.17 1.11%
20Y 1.31 09/1929
08/1949
1.29$ 7.63 4.34$ 11.24 8.41$ 15.00 16.36$ 18.18 04/1978
03/1998
28.23$ 8.65 0.00%
30Y 7.13 10/1929
09/1959
7.90$ 9.92 17.07$ 11.29 24.75$ 13.22 41.46$ 14.98 10/1974
09/2004
65.81$ 9.36 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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$ 9.17 1.09$ 27.35 1.27$ 177.32 07/1932
06/1933
2.77$ 11.55 30.74%
2Y -52.10 06/1930
05/1932
0.22$ -4.85 0.90$ 8.16 1.16$ 20.76 1.45$ 52.72 06/1932
05/1934
2.33$ 2.40 25.20%
3Y -38.79 07/1929
06/1932
0.22$ -4.03 0.88$ 8.36 1.27$ 17.41 1.61$ 35.46 03/1933
02/1936
2.48$ 4.88 21.84%
5Y -15.99 06/1927
05/1932
0.41$ -1.71 0.91$ 7.56 1.43$ 14.61 1.97$ 33.20 06/1932
05/1937
4.19$ 6.17 21.23%
7Y -8.13 10/1967
09/1974
0.55$ 0.30 1.02$ 7.04 1.60$ 13.71 2.45$ 21.93 07/1949
06/1956
4.00$ 6.17 13.39%
10Y -5.07 10/1964
09/1974
0.59$ 0.86 1.08$ 7.45 2.05$ 12.47 3.23$ 18.38 06/1949
05/1959
5.40$ 7.19 10.79%
15Y -1.22 09/1929
08/1944
0.83$ 2.18 1.38$ 6.74 2.66$ 11.94 5.43$ 15.86 08/1982
07/1997
9.10$ 11.35 1.42%
20Y -0.27 09/1929
08/1949
0.94$ 3.66 2.05$ 6.95 3.83$ 11.10 8.20$ 13.30 04/1942
03/1962
12.15$ 5.93 0.22%
30Y 4.99 12/1961
11/1991
4.30$ 5.95 5.66$ 7.35 8.40$ 8.95 13.07$ 11.56 06/1932
05/1962
26.60$ 6.67 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.
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
-0.14
40%
-1.15
40%
-0.96
60%
2.89
80%
-0.45
60%
0.62
40%
2.82
100%
-0.35
40%
-2.76
20%
2.92
60%
5.17
80%
2.98
80%
Best 2.8
2023
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
-2.6
2023
-3.0
2021
-3.3
2022
Monthly Seasonality over the period Feb 1927 - Feb 2024
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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
0.26
50%
0.17
60%
-0.01
50%
1.85
80%
0.21
80%
0.59
60%
2.29
90%
-0.21
50%
-1.45
30%
1.98
60%
4.16
90%
0.93
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 - Feb 2024
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
1.41
62%
0.30
59%
0.80
63%
1.77
69%
0.24
63%
0.85
57%
1.82
63%
1.11
63%
-0.74
48%
0.63
60%
1.39
63%
1.69
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 - Feb 2024

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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1927 - 29 February 2024 (~97 years)
227 Positive Months (63%) - 133 Negative Months (37%)
727 Positive Months (62%) - 439 Negative Months (38%)
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(Scroll down to see all data)
Investment Returns, up to December 2004, 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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