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 CapitalIncome Returns8409
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 CapitalIncome Returns8409
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 3:30 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 19841991, 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 19841991, 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 8403. 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 0131
VFIIX Vanguard GNMA
VWEHX Vanguard HighYield Corporate
VWESX Vanguard LongTerm InvestmentGrade
VFSTX Vanguard ShortTerm InvestmentGrade
Returns are for the year ending 0831
VMSXX V. Tax Exempt Money Mkt Fund
VWAHX Vanguard HighYield TaxExempt
VWITX Vanguard IntermTerm TaxEx
VWIGX Vanguard International Growth
VWLTX Vanguard LongTerm TaxExempt
VWSTX Vanguard ShortTerm TaxEx
VWUSX Vanguard U.S. Growth
Returns are for the year ending 0930
NAESX Vanguard Small Cap Index
Returns are for the year ending 1031
VEXPX Vanguard Explorer
Returns are for the year ending 1130
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 6:00 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 8:54 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 CapitalIncome Returns8408 (rev2)
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 CapitalIncome Returns8408 (rev2)
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 8403.
 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 CapitalIncome Returns8409
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 CapitalIncome Returns8409
Cheers,
Simba
 Taylor Larimore
 Advisory Board
 Posts: 27324
 Joined: Tue Feb 27, 2007 8:09 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