Vanguard S&P 500 Index ETF

10-Year Study

VFV.TO · · CA · ETF

Executive Summary: Vanguard S&P 500 Index ETF has compounded at 15.0% annually over the last 10 years, with a maximum drawdown of 18.5% and an annualized volatility of 12.7%.

1Y CAGR
+21.7%
3Y CAGR
+21.1%
5Y CAGR
+15.2%
10Y CAGR
+15.0%

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 →
18.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.90
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +35.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.6-0.6-3.46.3————————2.7%
20253.9-1.8-6.3-4.85.74.44.01.05.03.2-0.1-1.812.2%
20243.06.42.9-2.43.93.92.1-0.12.42.16.70.035.2%
20234.30.12.61.80.73.92.80.8-4.4-0.16.82.123.2%
2022-4.7-3.32.3-6.4-1.2-6.68.3-1.5-4.56.54.1-5.1-12.6%
2021-0.62.43.02.9-1.15.23.04.2-4.34.62.53.327.5%
20201.8-6.7-8.711.83.80.34.34.4-1.9-2.78.21.715.6%
20194.43.33.64.2-5.63.52.5-0.91.41.54.80.425.1%
20183.40.6-2.3-0.03.42.02.63.6-0.5-5.02.8-6.92.9%
2017-1.36.20.13.70.3-3.4-1.90.41.86.03.1-1.513.7%
2016———-3.16.4-1.44.90.6-0.10.53.81.813.9%

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 12.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 78.1% of variance. Idiosyncratic stock-specific factors contribute 5.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019694.354210527586
2016-05-0110311.988289285517
2016-06-0110167.943607218393
2016-07-0110665.2390013095
2016-08-0110730.83443663891
2016-09-0110721.043353277242
2016-10-0110774.146716731419
2016-11-0111188.386714030432
2016-12-0111389.224502789013
2017-01-0111237.655638434104
2017-02-0111933.61838408539
2017-03-0111948.208545252412
2017-04-0112391.990604418528
2017-05-0112432.746591810701
2017-06-0112006.400378138393
2017-07-0111776.165223325932
2017-08-0111823.504870219915
2017-09-0112034.23020621565
2017-10-0112753.70602151627
2017-11-0113144.746456761273
2017-12-0112946.537308609642
2018-01-0113384.603883153308
2018-02-0113471.349023182682
2018-03-0113161.41059125121
2018-04-0113157.06971685441
2018-05-0113598.97073044858
2018-06-0113875.00211014728
2018-07-0114229.072765112876
2018-08-0114738.35379573292
2018-09-0114661.761478598286
2018-10-0113924.608658115145
2018-11-0114319.507648379527
2018-12-0113327.497268866526
2019-01-0113918.16969442656
2019-02-0114378.808815833581
2019-03-0114895.204057270603
2019-04-0115526.367194565224
2019-05-0114658.240547143103
2019-06-0115177.023269498366
2019-07-0115550.65197521843
2019-08-0115414.999650318452
2019-09-0115624.398608026278
2019-10-0115856.5871563173
2019-11-0116620.17107868317
2019-12-0116678.70053513335
2020-01-0116985.696818862547
2020-02-0115854.054979585831
2020-03-0114477.611940298508
2020-04-0116187.482365197766
2020-05-0116810.68723276492
2020-06-0116854.047744795174
2020-07-0117579.552552313566
2020-08-0118352.517586570302
2020-09-0118009.39558147218
2020-10-0117526.328609015032
2020-11-0118964.170905048195
2020-12-0119283.152825306333
2021-01-0119176.246735300716
2021-02-0119633.46138912804
2021-03-0120225.41196103824
2021-04-0120807.257941991447
2021-05-0120569.956808299758
2021-06-0121633.471035515588
2021-07-0122280.98479970482
2021-08-0123207.640903577125
2021-09-0122203.982511099377
2021-10-0123215.767985086688
2021-11-0123805.403423985263
2021-12-0124587.6289902885
2022-01-0123436.93553560361
2022-02-0122656.78394262329
2022-03-0123184.393109585377
2022-04-0121707.98937932731
2022-05-0121442.689605776257
2022-06-0120028.191567610324
2022-07-0121694.508552728363
2022-08-0121379.77104299154
2022-09-0120420.6789609876
2022-10-0121751.566935077404
2022-11-0122652.732459852945
2022-12-0121493.598416063167
2023-01-0122424.040727048232
2023-02-0122449.70011792709
2023-03-0123034.126507549507
2023-04-0123445.954907961404
2023-05-0123614.429066494962
2023-06-0124529.02718593171
2023-07-0125212.087888236954
2023-08-0125423.343775547855
2023-09-0124312.923988877716
2023-10-0124296.452782138753
2023-11-0125951.676421576074
2023-12-0126487.364438109988
2024-01-0127292.958378249325
2024-02-0129026.96888798856
2024-03-0129880.071286803985
2024-04-0129152.806013558005
2024-05-0130282.80796695148
2024-06-0131468.51780843722
2024-07-0132143.210269544186
2024-08-0132117.06855928791
2024-09-0132881.71358428411
2024-10-0133562.917356986276
2024-11-0135813.78131157108
2024-12-0135819.327984411444
2025-01-0137202.041175605256
2025-02-0136538.15266855254
2025-03-0134251.235340505424
2025-04-0132598.905617332635
2025-05-0134471.558832111856
2025-06-0135977.576972143645
2025-07-0137427.54960051898
2025-08-0137799.63488423129
2025-09-0139695.897632535336
2025-10-0140968.66612164577
2025-11-0140920.53064777904
2025-12-0140182.02733303912
2026-01-0140428.01021552442
2026-02-0140182.02733303912
2026-03-0138824.29828559578
2026-04-0141272.06912601317
Annual Return Matrix
YearAnnual Return
20170.1367356315997874
20180.029425625646136266
20190.25145030598470597
20200.1561543889277679
20210.2750834478696249
2022-0.125836882256821
20230.23233736507865266
20240.3523175576077566
20250.1217973533877108
20260.027127595726803344
Total Factor Risk
0.12719937096810086
VTI.US Exposure
0.7808422740288671
VEA.US Exposure
0.03619822044525803
VWO.US Exposure
0.023836667058513936
QQQ.US Exposure
-0.060265652624642986
VTV.US Exposure
-0.057891286776845234
IJR.US Exposure
-0.06438952326023871
QUAL.US Exposure
0.1178962853648318
SHV.US Exposure
0.13837206831514545
TLT.US Exposure
0.008226126368786913
LQD.US Exposure
-0.017971997733607012
HYG.US Exposure
0.03377284913050924
GLD.US Exposure
-0.00019881622067036232
USO.US Exposure
0.016107691238018543
VNQ.US Exposure
-0.026506917504262657
BTC-USD.CC Exposure
0.0013012720326082841
CPER.US Exposure
-0.002280814973670083
VIX.INDX Exposure
-0.03490043534389823
UUP.US Exposure
0.045157329807129755
TIP.US Exposure
0.0073372495601240015
Idiosyncratic Exposure
0.05535741108804214
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.7%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
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
$1,716
Avg Yield on Cost
2.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2021$272.62.73%Solid
2022$290.792.91%Solid
2023$323.863.24%Solid
2024$357.833.58%Solid
2025$368.413.68%Solid
2026$102.231.02%Solid

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 →
+3.9%
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 →
+4.7%
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 →
0.4% 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 →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard S&P 500 Index ETF a high-risk investment?

Vanguard S&P 500 Index ETF (VFV.TO) has an annualized volatility of 12.7% and experienced a maximum drawdown of 18.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, VFV.TO has generated a Compound Annual Growth Rate (CAGR) of 15.0%. It has had a positive return in 90% 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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