Vanguard Growth Portfolio

10-Year Study

VGRO.TO · · CA · ETF

Executive Summary: Vanguard Growth Portfolio has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 16.1% and an annualized volatility of 10.0%.

1Y CAGR
+21.8%
3Y CAGR
+17.2%
5Y CAGR
+10.2%
10Y CAGR
+9.8%

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 →
16.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +19.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.63.0-4.44.5————————4.6%
20253.6-0.5-3.0-2.14.23.01.82.44.22.01.2-0.817.0%
20240.83.42.7-1.92.71.23.30.32.50.54.6-2.119.3%
20235.5-1.21.31.8-1.92.62.2-0.5-3.6-1.16.23.114.8%
2022-3.1-1.90.6-5.0-0.7-6.25.4-1.8-4.24.05.6-3.7-11.2%
2021-0.12.01.51.50.82.91.02.3-2.92.50.12.314.8%
20201.0-4.7-10.68.73.11.73.32.1-0.9-1.98.12.110.9%
20194.42.52.12.8-3.52.50.6-0.21.00.93.20.417.8%
2018——-0.20.21.70.91.20.5-0.9-5.02.0-3.9-3.7%

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 10.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 70.9% of variance. Idiosyncratic stock-specific factors contribute 3.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-02-0110000
2018-03-019975.418812738219
2018-04-019995.887194349198
2018-05-0110163.603582923248
2018-06-0110251.21590794967
2018-07-0110378.760706446106
2018-08-0110432.227179906553
2018-09-0110335.337130505062
2018-10-019822.479830514148
2018-11-0110016.833809175383
2018-12-019627.025915457933
2019-01-0110051.362247313527
2019-02-0110305.160614625329
2019-03-0110517.783102107574
2019-04-0110814.574635466734
2019-05-0110438.348565061237
2019-06-0110702.763709750698
2019-07-0110761.682041864535
2019-08-0110736.38350477994
2019-09-0110841.929575376727
2019-10-0110939.202211350388
2019-11-0111286.112585663524
2019-12-0111336.327073260545
2020-01-0111446.942415938556
2020-02-0110910.795158366931
2020-03-019754.618537275888
2020-04-0110600.613094981898
2020-05-0110933.89382266156
2020-06-0111115.478974476693
2020-07-0111480.849150896925
2020-08-0111717.239829175096
2020-09-0111609.398239145303
2020-10-0111384.724274639773
2020-11-0112309.34037292626
2020-12-0112568.112365676247
2021-01-0112555.104422222541
2021-02-0112802.494464450534
2021-03-0112990.774881278607
2021-04-0113186.898322836116
2021-05-0113295.887672582412
2021-06-0113683.495693509898
2021-07-0113819.266103307938
2021-08-0114143.269106612534
2021-09-0113738.922923152706
2021-10-0114081.959608422643
2021-11-0114099.558590742363
2021-12-0114428.678689449696
2022-01-0113982.10451308685
2022-02-0113721.180470868423
2022-03-0113808.41020932268
2022-04-0113111.720061405145
2022-05-0113023.007799983741
2022-06-0112213.693729884317
2022-07-0112879.05960220561
2022-08-0112642.429807319839
2022-09-0112107.334662821671
2022-10-0112592.35878968738
2022-11-0113301.913411094052
2022-12-0112813.685121686442
2023-01-0113514.00984203957
2023-02-0113355.905941091232
2023-03-0113532.087057574498
2023-04-0113770.247198748943
2023-05-0113502.436598231496
2023-06-0113858.768166884263
2023-07-0114170.480576557964
2023-08-0114092.863325729426
2023-09-0113582.923248351291
2023-10-0113431.466789094371
2023-11-0114262.301353878232
2023-12-0114711.314519638647
2024-01-0114826.855664433318
2024-02-0115335.12192555822
2024-03-0115755.536745049092
2024-04-0115458.266978474723
2024-05-0115872.130002917223
2024-06-0116062.84940914286
2024-07-0116598.757550106886
2024-08-0116640.9855430099
2024-09-0117053.509514449815
2024-10-0117136.865563860872
2024-11-0117931.450050931835
2024-12-0117550.585118338808
2025-01-0118178.74444651679
2025-02-0118094.33628403227
2025-03-0117559.958489356923
2025-04-0117190.23639067828
2025-05-0117915.524884865354
2025-06-0118452.43731558132
2025-07-0118785.574573296413
2025-08-0119240.18306767478
2025-09-0120054.709879819995
2025-10-0120449.969632190834
2025-11-0120692.52951894521
2025-12-0120525.769596801576
2026-01-0120850.968183144196
2026-02-0121472.67136291684
2026-03-0120534.23432471079
2026-04-0121467.889030764745
Annual Return Matrix
YearAnnual Return
20190.17755235862178576
20200.108658235110485
20210.1480386449165345
2022-0.11192941519614985
20230.14809396203599334
20240.19299910928489217
20250.16952052928161154
20260.045899347623485465
Total Factor Risk
0.10033489019490686
VTI.US Exposure
0.7087065363588864
VEA.US Exposure
0.32787563231240313
VWO.US Exposure
0.055605976064551484
QQQ.US Exposure
-0.2100110326464862
VTV.US Exposure
-0.14555450000846384
IJR.US Exposure
0.0011755333072539314
QUAL.US Exposure
0.07693129618728183
SHV.US Exposure
0.09035798960888192
TLT.US Exposure
0.010101978294117953
LQD.US Exposure
0.009049058944319647
HYG.US Exposure
0.024872079340681055
GLD.US Exposure
0.008163973964337849
USO.US Exposure
0.012712465528514518
VNQ.US Exposure
-0.016544105812041413
BTC-USD.CC Exposure
0.01604029640917542
CPER.US Exposure
-0.0009354369044139519
VIX.INDX Exposure
-0.03513079258926013
UUP.US Exposure
-0.005166911615178646
TIP.US Exposure
0.034425553912014045
Idiosyncratic Exposure
0.03732440934342537
Value Score
42.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
10.0%

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 →1.80%
Market Cap$140.5B
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
$82
Avg Yield on Cost
0.82%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$82.40.82%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 →
+2.5%
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 →
+6.3%
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 →
0.5% 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 →
1.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard Growth Portfolio a high-risk investment?

Vanguard Growth Portfolio (VGRO.TO) has an annualized volatility of 10.0% and experienced a maximum drawdown of 16.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, VGRO.TO has generated a Compound Annual Growth Rate (CAGR) of 9.8%. It has had a positive return in 88% 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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