Historical Returns of Vanguard Funds
Historical Returns of Vanguard Funds
Vanguard provides the yearly returns for the last 10 years and 15 years. But I couldn't find the past returns of all the Vanguard Funds at a single location so I tried to compile the returns for all the funds based on the SEC filings.
You can download the Vanguard Historical Returns - rev7
(Latest version - includes 2009 returns)
The split (capital/income) returns for all the VG funds can be found in this spreadsheet - Vanguard Capital-Income Returns-84-09
I have provided the links to the SEC filings for the applicable funds.
This is my first attempt to compile something of this magnitude and I know it's not perfect. But I am hoping with your feedback I can make it better.
Edit 1: Updated the returns based on the data given by Alec.
Edit 2: Updated the Wellesley and Wellington fund returns (Data provided by Alec).
Edit 3: Added 2007 returns
Edit 4: Added the link to the spreadsheet for Capital/Income Yields
Edit 5: Added 2008 returns
Edit 6: Added 2009 returns
You can download the Vanguard Historical Returns - rev7
(Latest version - includes 2009 returns)
The split (capital/income) returns for all the VG funds can be found in this spreadsheet - Vanguard Capital-Income Returns-84-09
I have provided the links to the SEC filings for the applicable funds.
This is my first attempt to compile something of this magnitude and I know it's not perfect. But I am hoping with your feedback I can make it better.
Edit 1: Updated the returns based on the data given by Alec.
Edit 2: Updated the Wellesley and Wellington fund returns (Data provided by Alec).
Edit 3: Added 2007 returns
Edit 4: Added the link to the spreadsheet for Capital/Income Yields
Edit 5: Added 2008 returns
Edit 6: Added 2009 returns
Last edited by simba on Fri Jan 15, 2010 2:30 pm, edited 11 times in total.
In the Vanguard
In the Vanguard, which comes with my quarterly statements, show funds' returns over various periods.
Gordon
Goood data table.
.
Nice work, Simba. I wonder how each asset class would look graphed over time.
If you do an update, it would be nice to see some of the major world indices for comparison (Wilshire 5000. Lehman Bond, etc.).
Thanks,
John
P.S.: Be sure not to use this to choose funds, unless you're a contrarian
.
Nice work, Simba. I wonder how each asset class would look graphed over time.
If you do an update, it would be nice to see some of the major world indices for comparison (Wilshire 5000. Lehman Bond, etc.).
Thanks,
John
P.S.: Be sure not to use this to choose funds, unless you're a contrarian
.
simba,
You might want to recheck the SEC filings for a lot of the bond funds. The Yearly return charts for the bond funds don't always use 12/31 as the year end. A lot of them use 1/31 or 11/30 as the year end.
So for example, what you may think is the return of a bond fund for the year ended 12/31/1989 is actually the return of the bond fund for the year ended 1/31/1989.
Take for example, the Annual Report for Vanguard's HY fund for 1994. The fiscal year end was 1/31, so the annual return data is for the year ended 1/31 for each year, not 12/31.
Before Vanguard wiped out all their funds' returns from 1984-1991, I put most of them in a spreadsheet. PM me if you want it.
- Alec
You might want to recheck the SEC filings for a lot of the bond funds. The Yearly return charts for the bond funds don't always use 12/31 as the year end. A lot of them use 1/31 or 11/30 as the year end.
So for example, what you may think is the return of a bond fund for the year ended 12/31/1989 is actually the return of the bond fund for the year ended 1/31/1989.
Take for example, the Annual Report for Vanguard's HY fund for 1994. The fiscal year end was 1/31, so the annual return data is for the year ended 1/31 for each year, not 12/31.
Before Vanguard wiped out all their funds' returns from 1984-1991, I put most of them in a spreadsheet. PM me if you want it.
- Alec
Alec - Thanks for the data
Alec - Thanks for the data from 84-03. I have updated the spreadsheet based on the information you provided.
That covered most of the VG funds. There are only 20 or so funds that were started before 1984.
A request to other diehards - If you have the returns for the other funds (returns prior to 1984) please provide a link / spreadsheet or you can pm me
That covered most of the VG funds. There are only 20 or so funds that were started before 1984.
A request to other diehards - If you have the returns for the other funds (returns prior to 1984) please provide a link / spreadsheet or you can pm me
sweet
Simba,
As you did previously, you can use the SEC's EDGAR mutual fund search to get the yearly returns in the 1994 annual reports. For example, you can find that for VFINX and VEXMX.
Though, as I noted above, if the year ends for the MF's are anything other than 12/31, your probably screwed.
I believe that most of the Stock and Balanced funds have years ending on 12/31, like Windsor and Windsor II, so your in luck. The problem is probably the bond funds.
You could also try emailing Vanguard. When i wanted the monthly returns of VWELX and VWINX for regressions, etc., I just sent them a secure email through my online account. btw - here are the annual returns for Wellesley and Wellington since inception.
- Alec
As you did previously, you can use the SEC's EDGAR mutual fund search to get the yearly returns in the 1994 annual reports. For example, you can find that for VFINX and VEXMX.
Though, as I noted above, if the year ends for the MF's are anything other than 12/31, your probably screwed.
I believe that most of the Stock and Balanced funds have years ending on 12/31, like Windsor and Windsor II, so your in luck. The problem is probably the bond funds.
You could also try emailing Vanguard. When i wanted the monthly returns of VWELX and VWINX for regressions, etc., I just sent them a secure email through my online account. btw - here are the annual returns for Wellesley and Wellington since inception.
- Alec
Alec,
Thanks for the Wellesley and Wellington Data.
We are down to 20 funds that were started prior to 1984.
Of the 20 I verified that 4 of them had returns listed for year ending on 12/31 (VFINX [V 500 Idx] VTRIX[Intl Value], VMRGX[Morgan Growth] and VWNDX [Windsor])
The remaining 16 funds are
Thanks for the Wellesley and Wellington Data.
We are down to 20 funds that were started prior to 1984.
Of the 20 I verified that 4 of them had returns listed for year ending on 12/31 (VFINX [V 500 Idx] VTRIX[Intl Value], VMRGX[Morgan Growth] and VWNDX [Windsor])
The remaining 16 funds are
Code: Select all
Returns are for the year ending 01-31
VFIIX Vanguard GNMA
VWEHX Vanguard High-Yield Corporate
VWESX Vanguard Long-Term Investment-Grade
VFSTX Vanguard Short-Term Investment-Grade
Returns are for the year ending 08-31
VMSXX V. Tax Exempt Money Mkt Fund
VWAHX Vanguard High-Yield Tax-Exempt
VWITX Vanguard Interm-Term Tax-Ex
VWIGX Vanguard International Growth
VWLTX Vanguard Long-Term Tax-Exempt
VWSTX Vanguard Short-Term Tax-Ex
VWUSX Vanguard U.S. Growth
Returns are for the year ending 09-30
NAESX Vanguard Small Cap Index
Returns are for the year ending 10-31
VEXPX Vanguard Explorer
Returns are for the year ending 11-30
VMFXX V. Federal Money Mkt Fund
VMMXX V. Prime Money Market Fund
VMPXX V. Treasury Money Mkt Fund
- Murray Boyd
- Posts: 794
- Joined: Mon Feb 19, 2007 5:00 pm
updated version (rev5) for VG annual returns.
I updated the spreadsheet with annual returns for all VG funds.
If interested you can download the latest Spreadsheet (rev5) which includes the 2007 returns.
Best Regards,
Simba
If interested you can download the latest Spreadsheet (rev5) which includes the 2007 returns.
Best Regards,
Simba
-
- Posts: 202
- Joined: Thu Mar 01, 2007 7:54 pm
- Location: Chicago
Nice
This is fantastic! Thanks for putting in the effort.
-Dave
-Dave
I updated the spreadsheet with 2008 returns.
For those interested, You can download the Vanguard Historical Returns - Rev 6
The split (capital/income) returns for all the VG funds can be found in this spreadsheet - Vanguard Capital-Income Returns-84-08 (rev-2)
Cheers,
Simba
For those interested, You can download the Vanguard Historical Returns - Rev 6
The split (capital/income) returns for all the VG funds can be found in this spreadsheet - Vanguard Capital-Income Returns-84-08 (rev-2)
Cheers,
Simba
I am dense, or are the average returns like ~1%?alec wrote:Here's the spreadsheet with the annual returns for all the Vanguard funds from 84-03.
- Alec
The historical VG returns spreadsheet has been updated with the 2009 returns.
For those interested, You can download the Vanguard Historical Returns - rev7 (includes 2009 returns)
The split (capital/income) returns for all the VG funds can be found in this spreadsheet - Vanguard Capital-Income Returns-84-09
Cheers,
Simba
For those interested, You can download the Vanguard Historical Returns - rev7 (includes 2009 returns)
The split (capital/income) returns for all the VG funds can be found in this spreadsheet - Vanguard Capital-Income Returns-84-09
Cheers,
Simba
- Taylor Larimore
- Posts: 32839
- Joined: Tue Feb 27, 2007 7:09 pm
- Location: Miami FL
Another Simba contribution to the Bogleheads Forum!
Hi Simba:
You have done a prodigies amount of work that I am sure is greatly appreciated by many Bogleheads.
Thank you for your continuing and excellent contributions.
You have done a prodigies amount of work that I am sure is greatly appreciated by many Bogleheads.
Thank you for your continuing and excellent contributions.
"Simplicity is the master key to financial success." -- Jack Bogle