Vanguard US Total Market Index (VUN.TO): Historical Returns

Category: Stocks
Period: August 1953 - August 2024 (~71 years)
Consolidated Returns as of 31 August 2024
Currency: CAD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond August 2024.
Reset settings
Close
1.00$
Initial Capital
September 1994
19.08$
Final Capital
August 2024
10.33%
Yearly Return
13.04
Std Deviation
-48.04%
Max Drawdown
152 months
Recovery Period
1.00$
Initial Capital
August 1953
2429.31$
Final Capital
August 2024
11.59%
Yearly Return
13.88
Std Deviation
-48.04%
Max Drawdown
152 months
Recovery Period

The Vanguard US Total Market Index (VUN.TO) ETF covers to the following investment themes:

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

As of August 2024, in the previous 30 Years, the Vanguard US Total Market Index (VUN.TO) ETF obtained a 10.33% compound annual return, with a 13.04% standard deviation. It suffered a maximum drawdown of -48.04% that required 152 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.

Table of contents

Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD
Buy now
English book
Buy now
Italian book

The Vanguard US Total Market Index (VUN.TO) ETF is part of the following Lazy Portfolios:

Portfolio Name Author VUN.TO Weight▾ Currency
US Stocks To CAD 100.00% CAD
US Stocks/Bonds 80/20 To CAD 80.00% CAD
US Stocks/Bonds 80/20 To CAD Bond Hedged 80.00% CAD
US Stocks/Bonds 60/40 To CAD 60.00% CAD
US Stocks/Bonds 60/40 To CAD Bond Hedged 60.00% CAD
US Couch Potato To CAD Scott Burns 50.00% CAD
US Couch Potato To CAD Bond Hedged Scott Burns 50.00% CAD
Vanguard All-Equity Vanguard 45.00% CAD
US Stocks/Bonds 40/60 To CAD 40.00% CAD
US Stocks/Bonds 40/60 To CAD Bond Hedged 40.00% CAD
Vanguard Growth Vanguard 36.00% CAD
US All Weather Portfolio To CAD Ray Dalio 30.00% CAD
US Desert Portfolio To CAD Gyroscopic Investing 30.00% CAD
Five Factor Model 100/0 Ben Felix 30.00% CAD
Vanguard Balanced Vanguard 27.00% CAD
US Permanent Portfolio To CAD Harry Browne 25.00% CAD
Five Factor Model 80/20 Ben Felix 24.00% CAD
Five Factor Model 70/30 Ben Felix 21.00% CAD
US Golden Butterfly To CAD Tyler 20.00% CAD
US Stocks/Bonds 20/80 To CAD 20.00% CAD
US Stocks/Bonds 20/80 To CAD Bond Hedged 20.00% CAD
Five Factor Model 60/40 Ben Felix 18.00% CAD
Vanguard Conservative Vanguard 18.00% CAD
Five Factor Model 50/50 Ben Felix 15.00% CAD
Five Factor Model 40/60 Ben Felix 12.00% CAD
Vanguard Conservative Income Vanguard 9.00% CAD
Ready to invest smarter?
Create Your Winning Portfolio!
With data going back to 1871, optimize your investment strategy

Investment Returns as of Aug 31, 2024

The Vanguard US Total Market Index (VUN.TO) ETF guaranteed the following returns.

Returns are calculated in CAD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual Canada Inflation rates.
VANGUARD US TOTAL MARKET INDEX (VUN.TO) ETF
Time Period: 1 August 1953 - 31 August 2024 (~71 years)
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Aug 31, 2024
  1 Day Time ET(*) Sep 2024 YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~71Y)
Vanguard US Total Market Index (VUN.TO) ETF n.a. n.a. 19.79 -0.36 9.88 25.27 14.96 14.27 10.33 11.59
Canada Inflation Adjusted return 16.98 -0.36 7.65 22.65 11.12 11.40 8.01 7.80
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
Canada Inflation is updated to Jul 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.14% , 5Y: 3.45% , 10Y: 2.58% , 30Y: 2.14%
Looking for more portfolios? Choose Your Currency and Explore!
Discover a wide range of portfolios in various currencies

Capital Growth as of Aug 31, 2024

An investment of 1$, from September 1994 to August 2024, would be worth 19.08$, with a total return of 1807.93% (10.33% annualized).

The Inflation Adjusted Capital would be 10.10$, with a net total return of 909.88% (8.01% annualized).

Loading data
Please wait
An investment of 1$, from August 1953 to August 2024, would be worth 2429.31$, with a total return of 242830.65% (11.59% annualized).

The Inflation Adjusted Capital would be 208.31$, with a net total return of 20731.19% (7.80% annualized).

Loading data
Please wait
Readings that may interest you

Investment Metrics as of Aug 31, 2024

Metrics of Vanguard US Total Market Index (VUN.TO) ETF, updated as of 31 August 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual Canada Inflation rates.
VANGUARD US TOTAL MARKET INDEX (VUN.TO) ETF
Advanced Metrics
Time Period: 1 August 1953 - 31 August 2024 (~71 years)
Swipe left to see all data
Metrics as of Aug 31, 2024
YTD
(8M) 		1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~71Y)
Investment Return (%)
19.79 -0.36 6.05 9.88 25.27 9.69 14.96 14.27 10.58 10.33 11.59
Growth of 1$ 1.20 1.00 1.06 1.10 1.25 1.32 2.01 3.79 7.47 19.08 2.4K
Infl. Adjusted Return (%)
16.98 -0.36 5.66 7.65 22.65 5.10 11.12 11.40 8.20 8.01 7.80
Canada Inflation (%) 2.40 0.00 0.37 2.08 2.14 4.36 3.45 2.58 2.20 2.14 3.52
Pending updates, the monthly inflation of Aug 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -0.36 -4.99 -20.33 -20.33 -20.33 -41.93 -48.04 -48.04
Start to Recovery (# months)
1* 3 19 19 19 72 152 152
Start (yyyy mm) 2023 09 2022 01 2022 01 2022 01 2007 02 2000 09 2000 09
Start to Bottom (# months) 2 6 6 6 25 102 102
Bottom (yyyy mm) 2023 10 2022 06 2022 06 2022 06 2009 02 2009 02 2009 02
Bottom to End (# months) 1 13 13 13 47 50 50
End (yyyy mm) 2023 11 2023 07 2023 07 2023 07 2013 01 2013 04 2013 04
Longest Drawdown Depth (%)
same
same
same
same
same
same
same
Start to Recovery (# months)
Start (yyyy mm) 2023 09 2022 01 2022 01 2022 01 2007 02 2000 09 2000 09
Start to Bottom (# months) 2 6 6 6 25 102 102
Bottom (yyyy mm) 2023 10 2022 06 2022 06 2022 06 2009 02 2009 02 2009 02
Bottom to End (# months) 1 13 13 13 47 50 50
End (yyyy mm) 2023 11 2023 07 2023 07 2023 07 2013 01 2013 04 2013 04
Longest negative period (# months)
2 23 23 23 85 159 159
Start (yyyy mm) 2023 09 2021 12 2021 12 2021 12 2004 09 1998 07 1998 07
End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2011 09 2011 09 2011 09
Annualized Return (%) -26.44 -0.81 -0.81 -0.81 -0.01 -0.11 -0.11
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -0.36 -4.93 -24.97 -24.97 -24.97 -44.18 -56.30 -56.30
Start to Recovery (# months)
1* 3 26 26 26 76 162 162
Start (yyyy mm) 2023 09 2022 01 2022 01 2022 01 2007 02 2000 09 2000 09
Start to Bottom (# months) 2 6 6 6 25 102 102
Bottom (yyyy mm) 2023 10 2022 06 2022 06 2022 06 2009 02 2009 02 2009 02
Bottom to End (# months) 1 20 20 20 51 60 60
End (yyyy mm) 2023 11 2024 02 2024 02 2024 02 2013 05 2014 02 2014 02
Longest Drawdown Depth (%)
same
same
same
same
same
same
same
Start to Recovery (# months)
Start (yyyy mm) 2023 09 2022 01 2022 01 2022 01 2007 02 2000 09 2000 09
Start to Bottom (# months) 2 6 6 6 25 102 102
Bottom (yyyy mm) 2023 10 2022 06 2022 06 2022 06 2009 02 2009 02 2009 02
Bottom to End (# months) 1 20 20 20 51 60 60
End (yyyy mm) 2023 11 2024 02 2024 02 2024 02 2013 05 2014 02 2014 02
Longest negative period (# months)
2 28 30 30 93 177 207
Start (yyyy mm) 2023 09 2021 09 2021 05 2021 05 2004 09 1998 03 1965 05
End (yyyy mm) 2023 10 2023 12 2023 10 2023 10 2012 05 2012 11 1982 07
Annualized Return (%) -26.16 -0.32 -0.86 -0.86 -0.07 -0.08 -0.09
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 11.21 14.13 14.81 13.33 12.44 13.04 13.88
Sharpe Ratio 1.78 0.45 0.87 0.96 0.73 0.62 0.53
Sortino Ratio 2.31 0.61 1.16 1.29 0.99 0.82 0.73
Ulcer Index 2.00 8.13 6.79 5.34 11.81 17.72 13.60
Ratio: Return / Standard Deviation 2.25 0.69 1.01 1.07 0.85 0.79 0.83
Ratio: Return / Deepest Drawdown 5.07 0.48 0.74 0.70 0.25 0.22 0.24
Positive Months (%)
66.66 63.88 68.33 65.83 63.33 61.66 61.78
Positive Months 8 23 41 79 152 222 527
Negative Months 4 13 19 41 88 138 326
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 14.27 18.85 18.85 22.06
Worst 10 Years Return (%) - Annualized 7.01 -4.17 -4.17
Best 10 Years Return (%) - Annualized 11.40 16.85 16.85 19.68
Worst 10 Years Return (%) - Annualized 5.08 -6.17 -6.17
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Aug 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized 51.27 32.45 27.63 18.85 10.58 10.33
Worst Rolling Return (%) - Annualized -30.10 -15.85 -7.03 -4.17 4.66
Positive Periods (%) 79.0 78.4 72.4 82.9 100.0 100.0
Best Rolling Return (%) - Annualized 49.77 30.73 25.55 16.85 8.20 8.01
Worst Rolling Return (%) - Annualized -32.94 -18.17 -8.78 -6.17 2.77
Positive Periods (%) 75.3 73.2 64.7 77.5 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
5.30 8.05 9.81 18.98 31.17 23.08 39.30 0.00
95% CVaR - Conditional Value at Risk (%) 6.86 10.76 13.64 23.99 41.07 29.58 43.90 0.00
99% VaR - Value at Risk (%) - Cumulative
7.87 12.49 16.10 26.71 45.36 32.03 49.57 0.00
99% CVaR - Conditional Value at Risk (%) 9.50 15.32 20.10 28.84 52.19 37.19 50.53 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 79.26 23.87 13.82 6.47 3.98 8.44
Perpetual Withdrawal Rate (%) --- --- --- --- 1.67 7.60
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Aug 1953 - Aug 2024)
Best Rolling Return (%) - Annualized 61.07 32.45 28.32 22.06 18.54 15.34
Worst Rolling Return (%) - Annualized -42.37 -15.85 -7.03 -4.17 4.66 9.04
Positive Periods (%) 79.6 87.0 87.6 94.2 100.0 100.0
Best Rolling Return (%) - Annualized 52.75 30.73 25.55 19.68 13.89 9.54
Worst Rolling Return (%) - Annualized -48.18 -19.90 -11.97 -6.17 1.56 4.24
Positive Periods (%) 74.3 79.5 76.9 82.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
5.59 8.42 10.16 16.18 22.94 14.45 3.93 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 7.26 11.31 14.23 22.57 32.91 23.29 28.52 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
8.33 13.15 16.85 26.71 41.69 29.00 40.69 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 10.06 16.16 21.11 31.48 46.31 33.64 46.87 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 74.41 22.12 13.46 6.47 3.98 3.87
Perpetual Withdrawal Rate (%) --- --- --- --- 1.67 3.29
% based on initial capital, inflation-adj. monthly withdrawals afterwards | 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.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • 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.
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book

Correlations as of Aug 31, 2024

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

The following table shows the monthly correlations of Vanguard US Total Market Index (VUN.TO) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

VANGUARD US TOTAL MARKET INDEX (VUN.TO) ETF
Monthly correlations as of 31 August 2024
Swipe left to see all data
Correlation vs VUN.TO
Asset Class 1 Year 5 Years 10 Years 30 Years
Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate 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 US TOTAL MARKET INDEX (VUN.TO) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Time Period: 1 September 1994 - 31 August 2024 (30 Years)
Time Period: 1 August 1953 - 31 August 2024 (~71 years)
Inflation Adjusted:

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait

Loading data
Please wait

Rolling Returns

For a detailed rolling return analysis, click here
Vanguard US Total Market Index (VUN.TO) ETF: Rolling Returns

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 US TOTAL MARKET INDEX (VUN.TO) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 September 1994 - 31 August 2024 (30 Years)
Time Period: 1 August 1953 - 31 August 2024 (~71 years)
Inflation Adjusted:

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait
The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in Vanguard US Total Market Index (VUN.TO) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from August 1953 to August 2024.

Swipe left to see all data

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait
For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Vanguard US Total Market Index (VUN.TO) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

VANGUARD US TOTAL MARKET INDEX (VUN.TO) ETF
Monthly Returns Distribution
Time Period: 1 September 1994 - 31 August 2024 (30 Years)
Time Period: 1 August 1953 - 31 August 2024 (~71 years)
222 Positive Months (62%) - 138 Negative Months (38%)
527 Positive Months (62%) - 326 Negative Months (38%)

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data
(Scroll down to see all data)

Loading data
Please wait
Methodology

Returns, up to September 2013, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book