Vanguard Total Stock Market Index Fund ETF Shares

10-Year Study

VTI.US · · US · ETF

Executive Summary: Vanguard Total Stock Market Index Fund ETF Shares has compounded at 14.4% annually over the last 10 years, with a maximum drawdown of 24.8% and an annualized volatility of 12.7%.

1Y CAGR
+22.4%
3Y CAGR
+20.7%
5Y CAGR
+11.4%
10Y CAGR
+14.4%

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 →
24.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.6-0.5-5.37.9————————3.2%
20253.0-1.9-5.9-0.76.35.22.32.43.42.20.3-0.017.1%
20241.15.33.3-4.34.83.11.92.12.0-0.86.7-3.023.8%
20236.9-2.42.71.10.46.73.7-1.9-4.8-2.69.45.326.0%
2022-6.1-2.53.3-9.1-0.3-8.29.3-3.7-9.28.15.2-5.9-19.5%
2021-0.33.13.65.00.52.51.72.9-4.56.7-1.53.825.7%
2020-0.1-8.0-13.913.15.42.35.77.1-3.5-1.911.84.721.1%
20198.53.61.43.9-6.47.11.4-2.11.82.13.82.830.7%
20185.2-3.8-2.00.42.70.73.33.40.2-7.42.0-9.2-5.2%
20171.93.70.11.11.00.91.90.12.42.23.01.221.2%
2016———0.71.70.34.00.20.2-2.24.52.011.7%

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 12.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 100.0% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110065.823572675157
2016-05-0110240.412763056407
2016-06-0110268.410170413646
2016-07-0110676.617071365963
2016-08-0110698.65901262402
2016-09-0110719.962117862256
2016-10-0110485.01226355848
2016-11-0110955.874697888832
2016-12-0111173.529072637655
2017-01-0111380.873326564402
2017-02-0111801.382966695288
2017-03-0111807.89815705191
2017-04-0111933.455502481258
2017-05-0112054.14324687086
2017-06-0112168.338189874139
2017-07-0112397.131077346055
2017-08-0112415.713922693123
2017-09-0112718.65907979093
2017-10-0112994.603138709746
2017-11-0113388.369153820062
2017-12-0113543.815774596804
2018-01-0114252.33712863695
2018-02-0113716.5130969879
2018-03-0113447.240951217791
2018-04-0113507.67997653636
2018-05-0113875.273285368698
2018-06-0113972.933973807143
2018-07-0114436.609548671944
2018-08-0114932.122239300032
2018-09-0114961.429401419686
2018-10-0113852.694008823491
2018-11-0114131.626995277045
2018-12-0112834.88022460615
2019-01-0113931.0218214099
2019-02-0114426.791985196412
2019-03-0114631.180895043866
2019-04-0115205.469177664318
2019-05-0114224.731528259917
2019-06-0115231.58591151655
2019-07-0115446.732721592034
2019-08-0115125.036801869926
2019-09-0115394.15222484795
2019-10-0115718.344514758246
2019-11-0116313.723207399105
2019-12-0116771.129870580557
2020-01-0116760.886916669373
2020-02-0115420.179402818994
2020-03-0113278.93186700504
2020-04-0115022.875930401648
2020-05-0115833.56935039522
2020-06-0116197.434895672995
2020-07-0117127.70780602644
2020-08-0118344.604314130687
2020-09-0117695.66001005265
2020-10-0117350.713144676407
2020-11-0119398.632257804515
2020-12-0120305.754972870167
2021-01-0120237.938781838515
2021-02-0120873.281786460717
2021-03-0121634.674693858815
2021-04-0122724.312294791092
2021-05-0122827.939643813872
2021-06-0123394.559704107367
2021-07-0123800.874737069535
2021-08-0124481.2307664752
2021-09-0123388.380348305207
2021-10-0124952.44022984517
2021-11-0124588.026154795105
2021-12-0125520.6722960001
2022-01-0123974.25492305471
2022-02-0123378.092616453432
2022-03-0124140.235554356503
2022-04-0121935.828733332808
2022-05-0121880.695893974793
2022-06-0120079.648761833967
2022-07-0121956.460169462116
2022-08-0121137.818665012866
2022-09-0119186.642292541
2022-10-0120743.213063516385
2022-11-0121815.48801798282
2022-12-0120538.085317649115
2023-01-0121960.35585029391
2023-02-0121432.90529353619
2023-03-0122013.14904225582
2023-04-0122250.42734947056
2023-05-0122345.33419456239
2023-06-0123848.83191144714
2023-07-0124722.539088343518
2023-08-0124245.094296745654
2023-09-0123081.102925454805
2023-10-0122470.421371615488
2023-11-0124586.089508864352
2023-12-0125887.6163246938
2024-01-0126176.80345954369
2024-02-0127563.83375293995
2024-03-0128462.280742015253
2024-04-0127225.88344078173
2024-05-0128521.421207056555
2024-06-0129399.561400071867
2024-07-0129955.65864432546
2024-08-0130594.18088272993
2024-09-0131215.474808490344
2024-10-0130980.6704824935
2024-11-0133056.47505812737
2024-12-0132051.434181464843
2025-01-0133023.55207730464
2025-02-0132399.806559296627
2025-03-0130502.73313354909
2025-04-0130278.55237395849
2025-05-0132171.931619606916
2025-06-0133833.11485429818
2025-07-0134607.88517144914
2025-08-0135421.63468588834
2025-09-0136633.05709075481
2025-10-0137442.36239458992
2025-11-0137541.7022558007
2025-12-0137531.750358503385
2026-01-0138125.05807139171
2026-02-0137923.55733871265
2026-03-0135913.027805981656
2026-04-0138736.27696051817
Annual Return Matrix
YearAnnual Return
20170.21213411506339885
2018-0.052343856545978396
20190.30668378489641857
20200.21075652800768951
20210.25681967157081376
2022-0.19523729314654126
20230.2604688277561902
20240.2380990887481389
20250.17098505314959578
20260.03209353655262914
Total Factor Risk
0.12664182420567938
VTI.US Exposure
0.9999993764867544
VEA.US Exposure
1.982901438890207e-17
VWO.US Exposure
-1.8457007935085102e-16
QQQ.US Exposure
-7.047142645141762e-16
VTV.US Exposure
-2.958233571416815e-16
IJR.US Exposure
-1.4211270600668937e-16
QUAL.US Exposure
2.0965856991976885e-16
SHV.US Exposure
1.588111689923545e-20
TLT.US Exposure
6.155506204859662e-18
LQD.US Exposure
-1.0296112790252152e-16
HYG.US Exposure
1.4566346796345352e-18
GLD.US Exposure
-2.184692571214697e-17
USO.US Exposure
-9.113880092743932e-18
VNQ.US Exposure
-1.3338105417950793e-16
BTC-USD.CC Exposure
-1.506746180329379e-16
CPER.US Exposure
1.2720202220443776e-16
VIX.INDX Exposure
2.9479068810236514e-17
UUP.US Exposure
-2.4472351781523014e-17
TIP.US Exposure
-2.2937663830089756e-18
Idiosyncratic Exposure
6.235132467645359e-7
Value Score
41.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.3
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 →21.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.11%
Market Cap$266.4B
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
$2,098
Avg Yield on Cost
3.00%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$87.520.88%Solid
2021$328.033.28%Solid
2022$356.353.56%Solid
2023$382.053.82%Solid
2024$411.324.11%Solid
2025$420.534.21%Solid
2026$111.741.12%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 →
+4.0%
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 →
+5.7%
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 →
0.0% 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 →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard Total Stock Market Index Fund ETF Shares a high-risk investment?

Vanguard Total Stock Market Index Fund ETF Shares (VTI.US) has an annualized volatility of 12.7% and experienced a maximum drawdown of 24.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of VTI.US?

Over the past 10 years, VTI.US has generated a Compound Annual Growth Rate (CAGR) of 14.4%. It has had a positive return in 80% 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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