https://www.lazyportfolioetf.com/etf/vanguard-sp-500-voo/ (2024)

Data Source: from January 1871 to February 2024 (~153 years)
Consolidated Returns as of 29 February 2024

Category: Stocks

Vanguard S&P 500 (VOO) ETF

ETF • LIVE PERFORMANCE (USD currency)

5.21%

February 2024

In the last 30 Years, the Vanguard S&P 500 (VOO) ETF obtained a 10.29% compound annual return, with a 15.12% standard deviation.

Table of contents

https://www.lazyportfolioetf.com/etf/vanguard-sp-500-voo/ (1)

The first official book of https://www.lazyportfolioetf.com/etf/vanguard-sp-500-voo/ (2)

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

Investment Returns as of Feb 29, 2024

The Vanguard S&P 500 (VOO) 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 S&P 500 (VOO) ETF

Consolidated returns as of 29 February 2024

Swipe left to see all data

Chg (%)Return (%)Return (%) as of Feb 29, 2024
1 DayTime ET(*)Mar 20241M6M1Y5Y10Y30YMAX
(~153Y)
Vanguard S&P 500 (VOO) ETFn.a.n.a.5.2113.7330.3014.6912.6410.299.01
US Inflation Adjusted return5.2112.4526.8610.179.607.576.75

Returns over 1 year are annualized | Available data source: since Jan 1871

(*) 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%

Live update: World Markets and Indexes

In 2023, the Vanguard S&P 500 (VOO) ETF granted a 1.82% dividend yield. If you are interested in getting periodic income, please refer to the page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 18.86$, with a total return of 1786.02% (10.29% annualized).

The Inflation Adjusted Capital now would be 8.93$, with a net total return of 793.42% (7.57% annualized).

An investment of 1$, since January 1871, now would be worth 545650.56$, with a total return of 54564955.81% (9.01% annualized).

The Inflation Adjusted Capital now would be 21986.55$, with a net total return of 2198555.41% (6.75% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of Vanguard S&P 500 (VOO) 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 S&P 500 (VOO) ETF

Advanced Metrics

Data Source: 1 January 1871 - 29 February 2024 (~153 years)

Swipe left to see all data

Metrics as of Feb 29, 2024
1M3M6M1Y3Y5Y10Y20Y30YMAX
(~153Y)
Investment Return (%)5.2111.8013.7330.3011.8314.6912.649.8310.299.01
Infl. Adjusted Return (%) details 5.2111.2012.4526.865.9810.179.607.097.576.75
US Inflation (%)0.000.541.142.715.524.102.772.562.522.12
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:

1Y3Y5Y10Y20Y30YMAX
Deepest Drawdown Depth (%)-8.33-23.91-23.91-23.91-50.80-50.80-83.65
Start to Recovery (# months) details 42424245353186
Start (yyyy mm)2023 082022 012022 012022 012007 112007 111929 09
Start to Bottom (# months)3999161634
Bottom (yyyy mm)2023 102022 092022 092022 092009 022009 021932 06
Bottom to End (# months)11515153737152
End (yyyy mm)2023 112023 122023 122023 122012 032012 031945 02
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-44.71
same as
deepest
Start to Recovery (# months) details 75
Start (yyyy mm)2023 082022 012022 012022 012007 112000 091929 09
Start to Bottom (# months)3999162534
Bottom (yyyy mm)2023 102022 092022 092022 092009 022002 091932 06
Bottom to End (# months)11515153750152
End (yyyy mm)2023 112023 122023 122023 122012 032006 111945 02
Longest negative period (# months) details 427272768141187
Period Start (yyyy mm)2023 072021 082021 082021 082005 012000 011929 09
Period End (yyyy mm)2023 102023 102023 102023 102010 082011 091945 03
Annualized Return (%)-15.12-0.58-0.58-0.58-0.50-0.45-0.12
Deepest Drawdown Depth (%)-9.20-27.90-27.90-27.90-51.61-54.36-79.35
Start to Recovery (# months) details 526262665153188
Start (yyyy mm)2023 082022 012022 012022 012007 112000 091929 09
Start to Bottom (# months)39991610233
Bottom (yyyy mm)2023 102022 092022 092022 092009 022009 021932 05
Bottom to End (# months)21717174951155
End (yyyy mm)2023 122024 022024 022024 022013 032013 051945 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm)2023 082022 012022 012022 012007 112000 091929 09
Start to Bottom (# months)39991610233
Bottom (yyyy mm)2023 102022 092022 092022 092009 022009 021932 05
Bottom to End (# months)21717174951155
End (yyyy mm)2023 122024 022024 022024 022013 032013 051945 04
Longest negative period (# months) details 632343491164256
Period Start (yyyy mm)2023 052021 032021 012021 012004 031999 051911 03
Period End (yyyy mm)2023 102023 102023 102023 102011 092012 121932 06
Annualized Return (%)-0.30-0.67-0.24-0.24-0.75-0.15-0.07

RISK INDICATORS

1Y3Y5Y10Y20Y30YMAX
Standard Deviation (%)13.0717.4418.1915.0514.8715.1216.52
Sharpe Ratio1.920.540.710.760.570.530.30
Sortino Ratio2.660.720.931.020.750.700.43
Ulcer Index2.939.898.386.3912.1914.7618.03
Ratio: Return / Standard Deviation2.320.680.810.840.660.680.55
Ratio: Return / Deepest Drawdown3.640.490.610.530.190.200.11
% Positive Months details 75%63%65%69%66%65%61%
Positive Months92339831602351127
Negative Months313213780125711

LONG TERM RETURNS

Inflation Adjusted:

Inflation Adjusted:

1Y3Y5Y10Y20Y30YMAX
Best 10 Years Return (%) - Annualized12.6416.6016.6021.28
Worst 10 Years Return (%) - Annualized6.38-3.45-5.38
Best 10 Years Return (%) - Annualized9.6014.5814.5820.08
Worst 10 Years Return (%) - Annualized4.54-5.89-5.89

ROLLING PERIODS

Inflation Adjusted:

Inflation Adjusted:

1Y3Y5Y10Y20Y30YMAX
Over the latest 30Y
Best Rolling Return (%) - Annualized56.4632.3528.4516.6010.3210.29
Worst Rolling Return (%) - Annualized-43.44-16.28-6.67-3.454.71
% Positive Periods79%81%83%90%100%100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized72.5323.1314.107.184.448.53
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized----1.777.58
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized52.4729.3425.4714.587.627.57
Worst Rolling Return (%) - Annualized-43.44-18.28-9.08-5.892.58
% Positive Periods77%78%70%87%100%100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized72.5323.1314.107.184.448.53
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized----1.777.58
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1871 - Feb 2024)
Best Rolling Return (%) - Annualized160.5742.4335.1521.2817.9014.57
Worst Rolling Return (%) - Annualized-67.84-42.65-17.97-5.381.603.02
% Positive Periods72%84%89%96%100%100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized57.8016.429.435.563.302.87
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized-----1.44
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized179.0340.1733.8120.0813.5211.59
Worst Rolling Return (%) - Annualized-64.30-38.10-13.67-5.89-0.641.22
% Positive Periods68%78%80%88%99%100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized57.8016.429.435.563.302.87
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized-----1.44
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 S&P 500 (VOO) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

VANGUARD S&P 500 (VOO) ETF

Monthly correlations as of 29 February 2024

Swipe left to see all data

Correlation vs VOO
Asset Class1 Year5 Years10 Years30 YearsSince
Jan 1992

VTI

US Total Stock Market

0.99

1.00

1.00

0.99

0.99

SPY

US Large Cap

1.00

1.00

1.00

1.00

1.00

IJR

US Small Cap

0.77

0.87

0.85

0.82

0.81

VNQ

US REITs

0.86

0.85

0.75

0.61

0.60

QQQ

US Technology

0.85

0.93

0.92

0.83

0.82

PFF

Preferred Stocks

0.70

0.80

0.73

0.47

0.46

EFA

EAFE Stocks

0.91

0.90

0.87

0.83

0.80

VT

World All Countries

0.98

0.98

0.97

0.95

0.94

EEM

Emerging Markets

0.85

0.73

0.69

0.73

0.70

VGK

Europe

0.89

0.89

0.86

0.84

0.83

VPL

Pacific

0.93

0.85

0.83

0.71

0.66

FLLA

Latin America

0.82

0.69

0.57

0.64

0.63

BND

US Total Bond Market

0.71

0.52

0.39

0.17

0.17

TLT

Long Term Treasuries

0.79

0.20

0.09

-0.10

-0.09

BIL

US Cash

0.25

-0.04

-0.01

-0.01

-0.01

TIP

TIPS

0.65

0.62

0.50

0.21

0.21

LQD

Invest. Grade Bonds

0.77

0.67

0.57

0.33

0.33

HYG

High Yield Bonds

0.86

0.85

0.81

0.67

0.67

CWB

US Convertible Bonds

0.84

0.85

0.86

0.84

0.84

BNDX

International Bonds

0.64

0.56

0.43

0.16

0.16

EMB

Emerg. Market Bonds

0.91

0.78

0.67

0.56

0.56

GLD

Gold

0.21

0.25

0.10

0.05

0.04

DBC

Commodities

0.01

0.46

0.41

0.32

0.32

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 S&P 500 (VOO) ETF

Drawdown periods

Drawdown periods - Inflation Adjusted

Data Source: 1 March 1994 - 29 February 2024 (30 Years)

Data Source: 1 January 1871 - 29 February 2024 (~153 years)

Inflation Adjusted:

Swipe left to see all data

Drawdown period

Recovery period

Total

Drawdown Start Bottom #MonthsEnd#Months #MonthsUlcer Index
-50.80% Nov 2007 Feb 2009 16 Mar 2012 37 53 23.82
-44.71% Sep 2000 Sep 2002 25 Nov 2006 50 75 23.58
-23.91% Jan 2022 Sep 2022 9 Dec 2023 15 24 11.99
-19.58% Jan 2020 Mar 2020 3 Jul 2020 4 7 8.45
-15.28% Jul 1998 Aug 1998 2 Nov 1998 3 5 7.52
-13.47% Oct 2018 Dec 2018 3 Apr 2019 4 7 6.26
-8.45% Aug 2015 Sep 2015 2 May 2016 8 10 4.38
-6.60% Apr 2012 May 2012 2 Aug 2012 3 5 3.00
-6.43% Jan 2000 Feb 2000 2 Mar 2000 1 3 4.06
-6.35% May 2019 May 2019 1 Jun 2019 1 2 3.66
-6.20% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.63
-6.11% Feb 2018 Mar 2018 2 Jul 2018 4 6 3.87
-5.76% Jul 1999 Sep 1999 3 Oct 1999 1 4 3.34
-5.18% Aug 1997 Aug 1997 1 Nov 1997 3 4 2.70
-5.03% Apr 2000 May 2000 2 Aug 2000 3 5 3.40

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Drawdown (DD)

Occurrencies (EOM)

Drawdown (DD)

Range #NumEvery (Avg)FrequencyCumulativeFrequency
All Time High (DD=0%) 123 2.9 Months34.07%DD = 0%34.07%
0% < DD <= -5% 77 4.7 Months21.33%DD <= -5%55.40%
-5% < DD <= -10% 43 8.4 Months11.91%DD <= -10%67.31%
-10% < DD <= -15% 27 13.4 Months7.48%DD <= -15%74.79%
-15% < DD <= -20% 26 13.9 Months7.20%DD <= -20%81.99%
-20% < DD <= -25% 24 15.0 Months6.65%DD <= -25%88.64%
-25% < DD <= -30% 13 27.8 Months3.60%DD <= -30%92.24%
-30% < DD <= -35% 9 40.1 Months2.49%DD <= -35%94.74%
-35% < DD <= -40% 8 45.1 Months2.22%DD <= -40%96.95%
-40% < DD <= -45% 9 40.1 Months2.49%DD <= -45%99.45%
-45% < DD <= -50% 1 361.0 Months0.28%DD <= -50%99.72%
-50% < DD <= -55% 1 361.0 Months0.28%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%

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Drawdown period

Recovery period

Total

Drawdown Start Bottom #MonthsEnd#Months #MonthsUlcer Index
-54.36% Sep 2000 Feb 2009 102 May 2013 51 153 27.03
-27.90% Jan 2022 Sep 2022 9 Feb 2024 17 26 15.88
-19.43% Jan 2020 Mar 2020 3 Jul 2020 4 7 8.22
-15.59% Jul 1998 Aug 1998 2 Nov 1998 3 5 7.76
-13.67% Oct 2018 Dec 2018 3 Apr 2019 4 7 6.44
-8.52% Mar 2015 Sep 2015 7 May 2016 8 15 3.78
-7.09% Jan 2000 Feb 2000 2 Mar 2000 1 3 4.41
-6.77% Jul 1999 Sep 1999 3 Nov 1999 2 5 3.58
-6.52% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.82
-6.38% Feb 2018 Mar 2018 2 Aug 2018 5 7 3.99
-6.37% May 2019 May 2019 1 Jun 2019 1 2 3.68
-5.62% Apr 2000 Jul 2000 4 Aug 2000 1 5 3.76
-5.42% Aug 1997 Aug 1997 1 Dec 1997 4 5 2.72
-5.05% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.91
-4.68% Jul 1996 Jul 1996 1 Sep 1996 2 3 2.77

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Drawdown (DD)

Occurrencies (EOM)

Drawdown (DD)

Range #NumEvery (Avg)FrequencyCumulativeFrequency
All Time High (DD=0%) 97 3.7 Months26.87%DD = 0%26.87%
0% < DD <= -5% 66 5.5 Months18.28%DD <= -5%45.15%
-5% < DD <= -10% 36 10.0 Months9.97%DD <= -10%55.12%
-10% < DD <= -15% 24 15.0 Months6.65%DD <= -15%61.77%
-15% < DD <= -20% 31 11.6 Months8.59%DD <= -20%70.36%
-20% < DD <= -25% 33 10.9 Months9.14%DD <= -25%79.50%
-25% < DD <= -30% 29 12.4 Months8.03%DD <= -30%87.53%
-30% < DD <= -35% 16 22.6 Months4.43%DD <= -35%91.97%
-35% < DD <= -40% 11 32.8 Months3.05%DD <= -40%95.01%
-40% < DD <= -45% 11 32.8 Months3.05%DD <= -45%98.06%
-45% < DD <= -50% 5 72.2 Months1.39%DD <= -50%99.45%
-50% < DD <= -55% 2 180.5 Months0.55%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%

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Drawdown period

Recovery period

Total

Drawdown Start Bottom #MonthsEnd#Months #MonthsUlcer Index
-83.65% Sep 1929 Jun 1932 34 Feb 1945 152 186 46.21
-50.80% Nov 2007 Feb 2009 16 Mar 2012 37 53 23.82
-44.87% Jan 1973 Sep 1974 21 Sep 1976 24 45 19.76
-44.71% Sep 2000 Sep 2002 25 Nov 2006 50 75 23.58
-34.09% Apr 1876 Jun 1877 15 May 1879 23 38 17.11
-34.04% Oct 1906 Nov 1907 14 Dec 1908 13 27 18.01
-29.78% Sep 1987 Nov 1987 3 May 1989 18 21 15.94
-29.19% Dec 1968 Jun 1970 19 Mar 1971 9 28 13.81
-27.90% Dec 1916 Dec 1917 13 May 1919 17 30 14.49
-26.37% Nov 1919 Jun 1921 20 Apr 1922 10 30 16.46
-25.94% Oct 1902 Oct 1903 13 Nov 1904 13 26 16.24
-25.25% Nov 1912 Oct 1914 24 Sep 1915 11 35 12.06
-25.18% Feb 1893 Aug 1893 7 Aug 1897 48 55 13.46
-23.91% Jan 2022 Sep 2022 9 Dec 2023 15 24 11.99
-22.26% Jan 1962 Jun 1962 6 Apr 1963 10 16 11.71

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Drawdown (DD)

Occurrencies (EOM)

Drawdown (DD)

Range #NumEvery (Avg)FrequencyCumulativeFrequency
All Time High (DD=0%) 517 3.6 Months28.11%DD = 0%28.11%
0% < DD <= -5% 432 4.3 Months23.49%DD <= -5%51.60%
-5% < DD <= -10% 278 6.6 Months15.12%DD <= -10%66.72%
-10% < DD <= -15% 156 11.8 Months8.48%DD <= -15%75.20%
-15% < DD <= -20% 140 13.1 Months7.61%DD <= -20%82.82%
-20% < DD <= -25% 93 19.8 Months5.06%DD <= -25%87.87%
-25% < DD <= -30% 43 42.8 Months2.34%DD <= -30%90.21%
-30% < DD <= -35% 28 65.7 Months1.52%DD <= -35%91.73%
-35% < DD <= -40% 33 55.7 Months1.79%DD <= -40%93.53%
-40% < DD <= -45% 39 47.2 Months2.12%DD <= -45%95.65%
-45% < DD <= -50% 20 92.0 Months1.09%DD <= -50%96.74%
-50% < DD <= -55% 11 167.2 Months0.60%DD <= -55%97.34%
-55% < DD <= -60% 12 153.3 Months0.65%DD <= -60%97.99%
-60% < DD <= -65% 18 102.2 Months0.98%DD <= -65%98.97%
-65% < DD <= -70% 5 367.8 Months0.27%DD <= -70%99.24%
-70% < DD <= -100% 14 131.4 Months0.76%DD <= -100%100.00%

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Drawdown period

Recovery period

Total

Drawdown Start Bottom #MonthsEnd#Months #MonthsUlcer Index
-79.35% Sep 1929 May 1932 33 Apr 1945 155 188 37.92
-54.36% Sep 2000 Feb 2009 102 May 2013 51 153 27.03
-53.70% Jan 1973 Sep 1974 21 Jan 1985 124 145 29.44
-47.98% Dec 1916 Dec 1920 49 Aug 1924 44 93 29.97
-37.74% Jun 1946 Feb 1948 21 Dec 1950 34 55 25.58
-36.85% Oct 1906 Nov 1907 14 May 1909 18 32 18.98
-35.39% Dec 1968 Jun 1970 19 Nov 1972 29 48 15.98
-30.45% Sep 1987 Nov 1987 3 Jul 1989 20 23 17.45
-29.72% Jul 1911 Oct 1914 40 Oct 1915 12 52 13.70
-29.50% Jul 1876 Jun 1877 12 Apr 1878 10 22 16.07
-27.90% Jan 2022 Sep 2022 9 Feb 2024 17 26 15.88
-26.37% Sep 1902 Oct 1903 14 Jan 1905 15 29 16.45
-23.15% Jun 1892 Jul 1893 14 Aug 1895 25 39 10.40
-22.77% Jan 1962 Jun 1962 6 Apr 1963 10 16 12.38
-19.43% Jan 2020 Mar 2020 3 Jul 2020 4 7 8.22

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Drawdown (DD)

Occurrencies (EOM)

Drawdown (DD)

Range #NumEvery (Avg)FrequencyCumulativeFrequency
All Time High (DD=0%) 408 4.5 Months22.19%DD = 0%22.19%
0% < DD <= -5% 362 5.1 Months19.68%DD <= -5%41.87%
-5% < DD <= -10% 254 7.2 Months13.81%DD <= -10%55.68%
-10% < DD <= -15% 171 10.8 Months9.30%DD <= -15%64.98%
-15% < DD <= -20% 133 13.8 Months7.23%DD <= -20%72.21%
-20% < DD <= -25% 96 19.2 Months5.22%DD <= -25%77.43%
-25% < DD <= -30% 113 16.3 Months6.14%DD <= -30%83.58%
-30% < DD <= -35% 113 16.3 Months6.14%DD <= -35%89.72%
-35% < DD <= -40% 72 25.5 Months3.92%DD <= -40%93.64%
-40% < DD <= -45% 51 36.1 Months2.77%DD <= -45%96.41%
-45% < DD <= -50% 33 55.7 Months1.79%DD <= -50%98.21%
-50% < DD <= -55% 12 153.3 Months0.65%DD <= -55%98.86%
-55% < DD <= -60% 4 459.8 Months0.22%DD <= -60%99.08%
-60% < DD <= -65% 5 367.8 Months0.27%DD <= -65%99.35%
-65% < DD <= -70% 7 262.7 Months0.38%DD <= -70%99.73%
-70% < DD <= -100% 5 367.8 Months0.27%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 S&P 500 (VOO) ETF

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

Data Source: 1 March 1994 - 29 February 2024 (30 Years)

Data Source: 1 January 1871 - 29 February 2024 (~153 years)

Inflation Adjusted:

Swipe left to see all data

Rolling
Period

Worst Period

15th Percentile

50th Percentile

85th Percentile

Best Period

LatestNegative
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 -43.44 03/2008
02/2009
0.56$ -7.77 0.92$ 14.10 1.14$ 27.29 1.27$ 56.46 04/2020
03/2021
1.56$ 30.30 20.06%
2Y -26.04 03/2007
02/2009
0.54$ -3.63 0.92$ 11.82 1.25$ 23.47 1.52$ 37.00 03/2009
02/2011
1.87$ 9.62 16.91%
3Y -16.28 04/2000
03/2003
0.58$ -2.86 0.91$ 11.70 1.39$ 20.37 1.74$ 32.35 04/1995
03/1998
2.31$ 11.83 18.77%
5Y -6.67 03/2004
02/2009
0.70$ -0.32 0.98$ 10.66 1.65$ 16.71 2.16$ 28.45 01/1995
12/1999
3.49$ 14.69 16.28%
7Y -3.91 03/2002
02/2009
0.75$ 2.73 1.20$ 6.95 1.60$ 14.07 2.51$ 17.82 05/1994
04/2001
3.15$ 13.53 2.53%
10Y -3.45 03/1999
02/2009
0.70$ 2.81 1.31$ 7.94 2.14$ 13.37 3.50$ 16.60 03/2009
02/2019
4.64$ 12.64 9.96%
15Y 3.68 09/2000
08/2015
1.72$ 4.58 1.95$ 7.27 2.86$ 9.85 4.09$ 15.96 03/2009
02/2024
9.21$ 15.96 0.00%
20Y 4.71 04/2000
03/2020
2.51$ 6.24 3.35$ 8.03 4.68$ 9.67 6.33$ 10.32 04/2003
03/2023
7.13$ 9.83 0.00%
30Y 10.29 03/1994
02/2024
18.86$ 10.29 18.86$ 10.29 18.86$ 10.29 18.86$ 10.29 03/1994
02/2024
18.86$ 10.29 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

LatestNegative
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 -43.44 03/2008
02/2009
0.56$ -10.36 0.89$ 11.76 1.11$ 23.43 1.23$ 52.47 04/2020
03/2021
1.52$ 26.86 22.06%
2Y -27.53 03/2007
02/2009
0.52$ -5.91 0.88$ 9.00 1.18$ 20.78 1.45$ 34.14 03/2009
02/2011
1.79$ 5.08 23.74%
3Y -18.28 04/2000
03/2003
0.54$ -5.27 0.85$ 9.29 1.30$ 17.62 1.62$ 29.34 04/1995
03/1998
2.16$ 5.98 21.23%
5Y -9.08 03/2004
02/2009
0.62$ -2.81 0.86$ 7.66 1.44$ 14.38 1.95$ 25.47 01/1995
12/1999
3.10$ 10.17 29.57%
7Y -6.33 03/2002
02/2009
0.63$ 0.11 1.00$ 4.72 1.38$ 12.10 2.22$ 15.35 03/2009
02/2016
2.71$ 9.73 14.44%
10Y -5.89 03/1999
02/2009
0.54$ 0.22 1.02$ 5.71 1.74$ 11.26 2.90$ 14.58 03/2009
02/2019
3.89$ 9.60 12.86%
15Y 1.49 09/2000
08/2015
1.24$ 2.18 1.38$ 4.86 2.03$ 7.62 3.00$ 13.09 03/2009
02/2024
6.32$ 13.09 0.00%
20Y 2.58 04/2000
03/2020
1.66$ 4.02 2.20$ 5.68 3.02$ 7.03 3.89$ 7.62 04/2003
03/2023
4.34$ 7.09 0.00%
30Y 7.57 03/1994
02/2024
8.93$ 7.57 8.93$ 7.57 8.93$ 7.57 8.93$ 7.57 03/1994
02/2024
8.93$ 7.57 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

LatestNegative
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 -67.84 07/1931
06/1932
0.32$ -8.66 0.91$ 10.71 1.10$ 30.00 1.30$ 160.57 07/1932
06/1933
2.60$ 30.30 27.97%
2Y -54.64 06/1930
05/1932
0.20$ -3.20 0.93$ 10.11 1.21$ 23.38 1.52$ 55.64 07/1932
06/1934
2.42$ 9.62 20.88%
3Y -42.65 07/1929
06/1932
0.18$ -0.60 0.98$ 9.80 1.32$ 19.67 1.71$ 42.43 03/1933
02/1936
2.88$ 11.83 15.75%
5Y -17.97 09/1929
08/1934
0.37$ 0.99 1.05$ 9.40 1.56$ 17.37 2.22$ 35.15 06/1932
05/1937
4.50$ 14.69 10.91%
7Y -7.64 07/1925
06/1932
0.57$ 2.66 1.20$ 9.07 1.83$ 15.43 2.73$ 25.68 02/1922
01/1929
4.95$ 13.53 3.87%
10Y -5.38 09/1929
08/1939
0.57$ 4.05 1.48$ 8.48 2.25$ 15.32 4.15$ 21.28 06/1949
05/1959
6.88$ 12.64 3.55%
15Y -0.72 09/1929
08/1944
0.89$ 5.19 2.13$ 8.32 3.31$ 14.23 7.35$ 19.24 08/1982
07/1997
14.01$ 15.96 0.24%
20Y 1.60 09/1929
08/1949
1.37$ 5.96 3.18$ 7.81 4.49$ 13.22 11.97$ 17.90 04/1980
03/2000
26.94$ 9.83 0.00%
30Y 3.02 06/1902
05/1932
2.43$ 6.33 6.30$ 9.71 16.13$ 11.82 28.52$ 14.57 06/1932
05/1962
59.17$ 10.29 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

LatestNegative
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 -64.30 07/1931
06/1932
0.35$ -11.23 0.88$ 8.40 1.08$ 27.20 1.27$ 179.03 07/1932
06/1933
2.79$ 26.86 31.14%
2Y -49.63 06/1930
05/1932
0.25$ -5.11 0.90$ 7.26 1.15$ 21.07 1.46$ 56.79 07/1932
06/1934
2.45$ 5.08 26.17%
3Y -38.10 07/1929
06/1932
0.23$ -3.00 0.91$ 7.44 1.24$ 17.03 1.60$ 40.17 09/1926
08/1929
2.75$ 5.98 21.63%
5Y -13.67 09/1929
08/1934
0.47$ -1.81 0.91$ 6.99 1.40$ 14.70 1.98$ 33.81 06/1932
05/1937
4.28$ 10.17 19.51%
7Y -8.70 10/1967
09/1974
0.52$ 0.11 1.00$ 6.79 1.58$ 13.09 2.36$ 25.47 02/1922
01/1929
4.89$ 9.73 14.64%
10Y -5.89 03/1999
02/2009
0.54$ 0.82 1.08$ 6.71 1.91$ 11.87 3.07$ 20.08 06/1920
05/1930
6.23$ 9.60 11.98%
15Y -2.46 08/1967
07/1982
0.68$ 2.08 1.36$ 6.65 2.62$ 10.83 4.67$ 15.49 07/1949
06/1964
8.67$ 13.09 5.42%
20Y -0.64 07/1901
06/1921
0.87$ 2.96 1.79$ 6.51 3.53$ 9.40 6.03$ 13.52 04/1980
03/2000
12.62$ 7.09 0.38%
30Y 1.22 06/1902
05/1932
1.43$ 4.50 3.75$ 6.51 6.63$ 8.20 10.64$ 11.59 06/1932
05/1962
26.81$ 7.57 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 page.

Seasonality

In which months is it better to invest in Vanguard S&P 500 (VOO) 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

0.32
40%

-1.12
40%

0.30
80%

2.98
80%

-0.04
80%

1.87
80%

4.46
100%

0.51
40%

-4.08
20%

2.52
60%

5.70
80%

2.02
80%

Best 6.3
2023
5.2
2024
4.6
2021
12.8
2020
4.7
2020
7.0
2019
9.2
2022
7.0
2020
2.0
2019
8.1
2022
10.9
2020
4.6
2023
Worst -5.2
2022
-8.1
2020
-12.5
2020
-8.8
2022
-6.3
2019
-8.3
2022
1.5
2019
-4.1
2022
-9.2
2022
-2.5
2020
-0.7
2021
-5.7
2022

Monthly Seasonality over the period Feb 1871 - 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

0.91
50%

0.32
50%

0.54
70%

1.84
90%

0.89
90%

1.12
80%

3.24
90%

0.40
60%

-2.16
40%

1.72
60%

4.04
90%

0.26
60%

Best 7.9
2019
5.6
2015
6.9
2016
12.8
2020
4.7
2020
7.0
2019
9.2
2022
7.0
2020
2.0
2017
8.5
2015
10.9
2020
4.6
2023
Worst -5.2
2022
-8.1
2020
-12.5
2020
-8.8
2022
-6.3
2019
-8.3
2022
-1.4
2014
-6.1
2015
-9.2
2022
-6.8
2018
-0.7
2021
-8.8
2018

Monthly Seasonality over the period Feb 1871 - 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

1.53
65%

0.33
55%

0.57
63%

1.40
65%

0.20
58%

0.60
55%

1.48
61%

1.18
66%

-0.24
54%

0.56
56%

1.15
63%

1.26
69%

Best 13.3
1987
11.9
1931
11.2
1928
42.9
1933
16.5
1933
25.4
1938
38.5
1932
38.3
1932
16.9
1939
18.3
1974
12.3
1928
11.4
1991
Worst -8.2
2009
-18.1
1933
-24.5
1938
-19.8
1932
-23.5
1940
-16.2
1930
-11.3
1934
-14.1
1998
-29.6
1931
-21.7
1987
-13.1
1929
-13.9
1931

Monthly Seasonality over the period Feb 1871 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Vanguard S&P 500 (VOO) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

VANGUARD S&P 500 (VOO) ETF

Monthly Returns Distribution

Data Source: 1 March 1994 - 29 February 2024 (30 Years)

Data Source: 1 January 1871 - 29 February 2024 (~153 years)

235 Positive Months (65%) - 125 Negative Months (35%)

1127 Positive Months (61%) - 711 Negative Months (39%)

Swipe left to see all data

(Scroll down to see all data)

Investment Returns, up to December 1993, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.

https://www.lazyportfolioetf.com/etf/vanguard-sp-500-voo/ (2024)

FAQs

Is Vanguard S&P 500 ETF a good investment? ›

Vanguard S&P 500 ETF (VOO)

Expense ratio: 0.03 percent. That means every $10,000 invested would cost $3 annually. Who is it good for?: Great for investors looking for a broadly diversified index fund at a low cost to serve as a core holding in their portfolio.

What is the average return of the S&P 500 VOO? ›

As of July 2024, in the previous 30 Years, the Vanguard S&P 500 (VOO) ETF obtained a 10.63% compound annual return, with a 15.13% standard deviation. It suffered a maximum drawdown of -50.80% that required 53 months to be recovered.

What is the return on the Vanguard SP 500 ETF? ›

Trailing Returns
Total Return %1-DayYTD
Total Return % (Price)0.0715.41
Total Return % (NAV)0.0815.42
Category (NAV)0.0413.64
Index (NAV)0.0815.16
3 more rows

What is the ETF S&P 500 average return? ›

Average returns
PeriodAverage annualised returnTotal return
Last year26.4%26.4%
Last 5 years16.5%114.2%
Last 10 years15.6%327.7%
Last 20 years11.0%705.3%

What ETF has the highest 10 year return? ›

Past performance is no guarantee of future returns.
  • VanEck Semiconductor ETF. ...
  • iShares Semiconductor ETF. ...
  • Invesco Dynamic Semiconductors ETF. ...
  • SPDR S&P Semiconductor ETF. ...
  • iShares U.S. Technology ETF. ...
  • Technology Select Sector SPDR Fund. ...
  • Vanguard Information Technology ETF. ...
  • Fidelity MSCI Information Technology Index ETF.

Is VOO a good buy right now? ›

VOO has a consensus rating of Moderate Buy which is based on 399 buy ratings, 99 hold ratings and 8 sell ratings. What is VOO's price target? The average price target for VOO is $581.01. This is based on 506 Wall Streets Analysts 12-month price targets, issued in the past 3 months.

What is the 10 year return of the S&P 500? ›

Basic Info. S&P 500 10 Year Return is at 178.6%, compared to 174.4% last month and 177.1% last year. This is higher than the long term average of 115.0%.

How much dividend does VOO pay? ›

VOO Dividend Information

VOO has a dividend yield of 1.32% and paid $6.62 per share in the past year. The dividend is paid every three months and the last ex-dividend date was Jun 28, 2024.

What is the average return of the Vanguard 500? ›

Quarterly after-tax returns
500 Index Fund Adm1-yr10yr
Returns after taxes on distributions24.07%12.33%
Returns after taxes on distributions and sale of fund shares14.75%10.57%
Average Large Blend Fund
Returns before taxes21.37%11.23%
3 more rows

What is Vanguard's best performing ETF? ›

10 best-performing Vanguard ETFs
TickerCompanyPerformance (Year)
ESGVVanguard ESG U.S. Stock ETF25.25%
VFMOVanguard U.S. Momentum Factor ETF24.68%
VOOVanguard S&P 500 ETF24.19%
Source: Finviz. Data is current as of July 3, 2024, and is intended for informational purposes only, not for trading purposes.
7 more rows
Jul 3, 2024

How to invest in S&P 500 for beginners? ›

All you have to do is invest in an S&P 500 index fund or a comparable ETF, such as the Vanguard S&P 500 ETF (VOO -1.83%) or SPDR S&P 500 ETF Trust (SPY -1.86%). These investments track the index, meaning they include the same stocks as the S&P 500 and aim to mirror its performance.

How many S&P 500 ETFs should I buy? ›

SPY, VOO and IVV are among the most popular S&P 500 ETFs. These three S&P 500 ETFs are quite similar, but may sometimes diverge in terms of costs or daily returns. Investors generally only need one S&P 500 ETF.

How to get a 10% return on investment? ›

Investments That Can Potentially Return 10% or More
  1. Growth Stocks. Growth stocks represent companies expected to grow at an above-average rate compared to other companies. ...
  2. Real Estate. ...
  3. Junk Bonds. ...
  4. Index Funds and ETFs. ...
  5. Options Trading. ...
  6. Private Credit.
Jun 12, 2024

What is the best S&P 500 ETF to buy? ›

Best S&P 500 ETFs
  • SPDR S&P 500 ETF Trust (SPY).
  • iShares Core S&P 500 ETF (IVV).
  • Vanguard S&P 500 ETF (VOO).
  • SPDR Portfolio S&P 500 ETF (SPLG).
  • Invesco S&P 500 Equal Weight ETF (RSP).

How much money was $1000 invested in the S&P 500 in 1980? ›

In 1980, had you invested a mere $1,000 in what went on to become the top-performing stock of S&P 500 (^GSPC -1.84%), then you would be sitting on a cool $1.2 million today. That equates to a total return of 120,936%.

Is it worth investing in Vanguard ETF? ›

But Vanguard is a fund provider with a reliable company history, and well-diversified ETFs tend to be safer than individual stocks. That's because if a single asset within an ETF goes out of business, you have hundreds, or even thousands, of other assets that can help bolster your portfolio.

Is Vanguard S&P 500 ETF the same as S&P 500? ›

The Vanguard S&P 500 ETF (VOO) is an exchange-traded fund (ETF) that tracks the S&P 500 index. It manages to mimic the returns of the index by owning the equities listed on the S&P 500. An index is a hypothetical portfolio of stocks or investments representing a specific portion of the market or the entire market.

How much does Vanguard S&P 500 ETF pay in dividends? ›

Over the last five years, VOO's dividend yield has varied between a minimum of 1.22% and a maximum of 2.59%, with an average of 1.61%.

What is the best S&P 500 ETF fund? ›

8 Best S&P 500 ETFs of August 2024
Fund (ticker)StrategyNet Assets
SPDR S&P 500 ETF Trust (SPY)Core$537.8 billion
iShares Core S&P 500 ETF (IVV)Core$470.1 billion
Vanguard 500 Index Fund (VOO)Core$462.7 billion
SPDR Portfolio S&P 500 ETF (SPLG)Core$37.4 billion
4 more rows

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