Source for Vanguard fund monthly return data?

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dss
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Joined: Mon Oct 27, 2008 12:58 pm

Source for Vanguard fund monthly return data?

Post by dss » Mon Oct 27, 2008 10:32 pm

I am looking for a source for monthly return data for Vanguard funds, suitable for importing into a spreadsheet, so I can analyze correlations and do some mean variance optimization. I am relatively new at this and the only source I have heard about so far is Principia from Morningstar, which I am given to understand costs over $1,000 a year.

Does anyone know of a less expensive source for Vanguard fund data (monthly returns going back to fund inception)?

Thanks.

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PiperWarrior
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Post by PiperWarrior » Mon Oct 27, 2008 10:52 pm

One way is to get index data from MSCI Barra, the index provider for many of the Vanguard funds.

If you are willing to do a little bit of work, then you could look at Yahoo! Finance and look at the historical share price and "reinvest" distributions on your own.

Rodc
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Post by Rodc » Tue Oct 28, 2008 12:35 pm

PiperWarrior wrote:One way is to get index data from MSCI Barra, the index provider for many of the Vanguard funds.

If you are willing to do a little bit of work, then you could look at Yahoo! Finance and look at the historical share price and "reinvest" distributions on your own.
I believe Yahoo's "adjusted price" does that for you.

Hard to find a complete description on their site if I remember correctly.

But recently as a check I looked up the 10 year returns on Vanguard's web site for their S&P 500 fund and found a value of 2.99% for annualized return. Using yahoo's adjusted return historical data I got 2.98%. 0.01% looks to be within the bounds of rounding error to me.
We live a world with knowledge of the future markets has less than one significant figure. And people will still and always demand answers to three significant digits.

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