Vanguard All-Equity ETF Portfolio

10-Year Study

VEQT.TO · · CA · ETF

Executive Summary: Vanguard All-Equity ETF Portfolio has compounded at 13.4% annually over the last 10 years, with a maximum drawdown of 17.9% and an annualized volatility of 12.5%.

1Y CAGR
+27.7%
3Y CAGR
+21.3%
5Y CAGR
+13.1%
10Y CAGR
+13.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +24.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.83.4-4.45.5————————6.2%
20254.1-0.8-3.5-2.65.33.72.42.94.92.21.1-0.420.4%
20241.34.43.3-2.03.01.23.80.22.70.95.4-1.624.7%
20236.1-1.10.92.1-2.13.33.0-0.7-3.8-1.46.82.916.7%
2022-3.2-2.11.4-5.5-0.7-7.26.0-1.5-4.85.16.3-4.0-10.8%
20210.42.92.11.81.03.41.03.0-3.33.4-0.02.719.6%
20200.6-7.0-11.810.13.71.93.83.0-1.3-2.410.02.411.4%
2019——2.03.6-4.72.80.8-1.01.61.23.80.610.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 74.0% of variance. Idiosyncratic stock-specific factors contribute 3.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-02-0110000
2019-03-0110200.503301572278
2019-04-0110566.881035854858
2019-05-0110073.215322736754
2019-06-0110354.763082614587
2019-07-0110439.593057019336
2019-08-0110339.319897618994
2019-09-0110501.3227797733
2019-10-0110624.739208052824
2019-11-0111025.788828425784
2019-12-0111087.260447809349
2020-01-0111157.636633471706
2020-02-0110379.411954487772
2020-03-019159.185253694102
2020-04-0110082.16290624395
2020-05-0110453.702707934526
2020-06-0110649.25902824081
2020-07-0111052.02933774977
2020-08-0111384.466478824768
2020-09-0111231.970404146861
2020-10-0110966.03789817822
2020-11-0112064.956014883961
2020-12-0112353.945755274986
2021-01-0112397.608242100961
2021-02-0112762.695459531542
2021-03-0113028.584948271782
2021-04-0113262.72772245284
2021-05-0113393.672165702365
2021-06-0113850.04194179769
2021-07-0113984.986987288408
2021-08-0114397.737293786162
2021-09-0113925.451143182843
2021-10-0114393.779708773365
2021-11-0114389.779106532165
2021-12-0114777.665455014732
2022-01-0114310.971544103413
2022-02-0114013.20628911879
2022-03-0114206.353644634675
2022-04-0113429.84965478674
2022-05-0113329.275374787601
2022-06-0112363.66764889338
2022-07-0113099.950530187338
2022-08-0112898.758952960661
2022-09-0112283.182414557028
2022-10-0112914.847396382253
2022-11-0113731.57249478416
2022-12-0113186.97438324049
2023-01-0113992.170864431204
2023-02-0113836.061342567698
2023-03-0113967.478975329617
2023-04-0114263.308455036244
2023-05-0113967.478975329617
2023-06-0114427.634267524143
2023-07-0114863.05465338868
2023-08-0114756.242875271546
2023-09-0114201.664766739077
2023-10-0114000.387155055598
2023-11-0114953.433850257028
2023-12-0115389.499494547565
2024-01-0115590.389951175443
2024-02-0116280.988535908631
2024-03-0116812.50941001871
2024-04-0116481.87899253651
2024-05-0116979.93246295141
2024-06-0117185.038607962488
2024-07-0117829.5657410793
2024-08-0117867.24883315768
2024-09-0118348.56860172499
2024-10-0118511.775966274494
2024-11-0119507.882907104293
2024-12-0119194.932570494482
2025-01-0119979.69586819521
2025-02-0119810.035919385715
2025-03-0119114.31828447293
2025-04-0118618.02852042243
2025-05-0119606.39236014024
2025-06-0120323.274471425808
2025-07-0120806.87415309831
2025-08-0121400.770008388357
2025-09-0122448.54064052653
2025-10-0122944.830404577035
2025-11-0123201.471189211275
2025-12-0123104.553373626135
2026-01-0123530.423934785882
2026-02-0124321.940937345404
2026-03-0123250.81195018605
2026-04-0124537.027079345276
Annual Return Matrix
YearAnnual Return
20200.11424691549623645
20210.19618992569275662
2022-0.10764156737859099
20230.1670227792439103
20240.24727464835975765
20250.20367984043566456
20260.061999627629863996
Total Factor Risk
0.12493288567525931
VTI.US Exposure
0.7401890776799106
VEA.US Exposure
0.33172517880004726
VWO.US Exposure
0.04893051904832192
QQQ.US Exposure
-0.2101475291811617
VTV.US Exposure
-0.1479798047578904
IJR.US Exposure
0.0026711439611353956
QUAL.US Exposure
0.05867170574568441
SHV.US Exposure
0.13007010832970095
TLT.US Exposure
0.00038711932362383347
LQD.US Exposure
-0.007747732031775056
HYG.US Exposure
0.019419832470894193
GLD.US Exposure
0.0051215810867064684
USO.US Exposure
0.007165979980592476
VNQ.US Exposure
-0.01487189590709669
BTC-USD.CC Exposure
0.013451685460629078
CPER.US Exposure
0.001279282961947372
VIX.INDX Exposure
-0.03737603542711983
UUP.US Exposure
0.005105701949502907
TIP.US Exposure
0.01998874153851442
Idiosyncratic Exposure
0.03394533896783221
Value Score
42.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →18.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.34%
Market Cap$140.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard All-Equity ETF Portfolio a high-risk investment?

Vanguard All-Equity ETF Portfolio (VEQT.TO) has an annualized volatility of 12.5% and experienced a maximum drawdown of 17.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of VEQT.TO?

Over the past 10 years, VEQT.TO has generated a Compound Annual Growth Rate (CAGR) of 13.4%. It has had a positive return in 86% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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