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
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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
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| Chg (%) | Return (%) | Return (%) as of Feb 29, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX (~153Y) | |||
| Vanguard S&P 500 (VOO) ETF | n.a. | n.a. | 5.21 | 13.73 | 30.30 | 14.69 | 12.64 | 10.29 | 9.01 | |||
| US Inflation Adjusted return | 4.74 | 11.95 | 26.30 | 10.07 | 9.55 | 7.56 | 6.74 | |||||
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2024. Current inflation (annualized) is 1Y: 3.17% , 5Y: 4.19% , 10Y: 2.82% , 30Y: 2.54%
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 8.89$, with a net total return of 789.49% (7.56% annualized).
An investment of 1$, since January 1871, now would be worth 545650.56$, with a total return of 54564955.81% (9.01% annualized).
The Inflation Adjusted Capital now would be 21889.79$, with a net total return of 2188878.77% (6.74% annualized).
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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 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX (~153Y) | |
| Investment Return (%) | 5.21 | 11.80 | 13.73 | 30.30 | 11.83 | 14.69 | 12.64 | 9.83 | 10.29 | 9.01 |
| Infl. Adjusted Return (%) details | 4.74 | 10.71 | 11.95 | 26.30 | 5.83 | 10.07 | 9.55 | 7.06 | 7.56 | 6.74 |
| US Inflation (%) | 0.44 | 0.98 | 1.59 | 3.17 | 5.68 | 4.19 | 2.82 | 2.59 | 2.54 | 2.12 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
DRAWDOWN Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -8.33 | -23.91 | -23.91 | -23.91 | -50.80 | -50.80 | -83.65 | |||
| Start to Recovery (# months) details | 4 | 24 | 24 | 24 | 53 | 53 | 186 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 16 | 34 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1932 06 | |||
| Bottom to End (# months) | 1 | 15 | 15 | 15 | 37 | 37 | 152 | |||
| End (yyyy mm) | 2023 11 | 2023 12 | 2023 12 | 2023 12 | 2012 03 | 2012 03 | 1945 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 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 25 | 34 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 1932 06 | |||
| Bottom to End (# months) | 1 | 15 | 15 | 15 | 37 | 50 | 152 | |||
| End (yyyy mm) | 2023 11 | 2023 12 | 2023 12 | 2023 12 | 2012 03 | 2006 11 | 1945 02 | |||
| Longest negative period (# months) details | 4 | 27 | 27 | 27 | 68 | 141 | 187 | |||
| Period Start (yyyy mm) | 2023 07 | 2021 08 | 2021 08 | 2021 08 | 2005 01 | 2000 01 | 1929 09 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2010 08 | 2011 09 | 1945 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 | 5 | 26* | 26* | 26* | 65 | 153 | 188 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 102 | 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 | 49 | 51 | 155 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2013 03 | 2013 05 | 1945 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 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 102 | 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 | 49 | 51 | 155 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2013 03 | 2013 05 | 1945 04 | |||
| Longest negative period (# months) details | 6 | 32 | 34 | 34 | 91 | 164 | 256 | |||
| Period Start (yyyy mm) | 2023 05 | 2021 03 | 2021 01 | 2021 01 | 2004 03 | 1999 05 | 1911 03 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2011 09 | 2012 12 | 1932 06 | |||
| Annualized Return (%) | -0.30 | -0.67 | -0.24 | -0.24 | -0.75 | -0.15 | -0.07 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
RISK INDICATORS | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 13.07 | 17.44 | 18.19 | 15.05 | 14.87 | 15.12 | 16.52 | |||
| Sharpe Ratio | 1.92 | 0.54 | 0.71 | 0.76 | 0.57 | 0.53 | 0.30 | |||
| Sortino Ratio | 2.66 | 0.72 | 0.93 | 1.02 | 0.75 | 0.70 | 0.43 | |||
| Ulcer Index | 2.93 | 9.89 | 8.38 | 6.39 | 12.19 | 14.76 | 18.03 | |||
| Ratio: Return / Standard Deviation | 2.32 | 0.68 | 0.81 | 0.84 | 0.66 | 0.68 | 0.55 | |||
| Ratio: Return / Deepest Drawdown | 3.64 | 0.49 | 0.61 | 0.53 | 0.19 | 0.20 | 0.11 | |||
| % Positive Months details | 75% | 63% | 65% | 69% | 66% | 65% | 61% | |||
| Positive Months | 9 | 23 | 39 | 83 | 160 | 235 | 1127 | |||
| Negative Months | 3 | 13 | 21 | 37 | 80 | 125 | 711 | |||
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 12.64 | 16.60 | 16.60 | 21.28 | ||||||
| Worst 10 Years Return (%) - Annualized | 6.38 | -3.45 | -5.38 | |||||||
| Best 10 Years Return (%) - Annualized | 9.55 | 14.58 | 14.58 | 20.08 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.54 | -5.89 | -5.89 | |||||||
ROLLING PERIODS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 56.46 | 32.35 | 28.45 | 16.60 | 10.32 | 10.29 | ||||
| Worst Rolling Return (%) - Annualized | -43.44 | -16.28 | -6.67 | -3.45 | 4.71 | |||||
| % Positive Periods | 79% | 81% | 83% | 90% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 72.53 | 23.13 | 14.10 | 7.18 | 4.44 | 8.53 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 1.77 | 7.57 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 52.47 | 29.34 | 25.47 | 14.58 | 7.62 | 7.56 | ||||
| Worst Rolling Return (%) - Annualized | -43.44 | -18.28 | -9.08 | -5.89 | 2.58 | |||||
| % Positive Periods | 77% | 78% | 70% | 87% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 72.53 | 23.13 | 14.10 | 7.18 | 4.44 | 8.53 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 1.77 | 7.57 | ||||
| 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 (%) - Annualized | 160.57 | 42.43 | 35.15 | 21.28 | 17.90 | 14.57 | ||||
| Worst Rolling Return (%) - Annualized | -67.84 | -42.65 | -17.97 | -5.38 | 1.60 | 3.02 | ||||
| % Positive Periods | 72% | 84% | 89% | 96% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 57.80 | 16.42 | 9.43 | 5.56 | 3.30 | 2.87 | ||||
| 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 (%) - Annualized | 179.03 | 40.17 | 33.81 | 20.08 | 13.52 | 11.59 | ||||
| Worst Rolling Return (%) - Annualized | -64.30 | -38.10 | -13.67 | -5.89 | -0.64 | 1.22 | ||||
| % Positive Periods | 68% | 78% | 80% | 88% | 99% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 57.80 | 16.42 | 9.43 | 5.56 | 3.30 | 2.87 | ||||
| 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.
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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
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| Correlation vs VOO | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since 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:
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