Can someone point me to 25 years worth of market returns that include dividends?

Discuss all general (i.e. non-personal) investing questions and issues, investing news, and theory.
Post Reply
User avatar
Topic Author
jeff mc
Posts: 2728
Joined: Mon Feb 19, 2007 9:42 pm
Location: minnesota
Contact:

Can someone point me to 25 years worth of market returns that include dividends?

Post by jeff mc »

I'd love to get 3 data sets: Going back 25 years, the annual returns that include dividends of Total US stock market, Total Int'l stock market, and Total US bond market. ETF and mutual fund ticker prices of those benchmarks ignore the dividends.

Thanks in advance.
jay22
Posts: 877
Joined: Thu Aug 23, 2012 8:56 am
Location: Sacramento, CA

Re: Can someone point me to 25 years worth of market returns that include dividends?

Post by jay22 »

Carol88888
Posts: 340
Joined: Wed Jan 24, 2018 2:24 am

Re: Can someone point me to 25 years worth of market returns that include dividends?

Post by Carol88888 »

Also dividendchannel.com has a calculator.
rkhusky
Posts: 10604
Joined: Thu Aug 18, 2011 8:09 pm

Re: Can someone point me to 25 years worth of market returns that include dividends?

Post by rkhusky »

You can download historical daily prices at Yahoo Finance. They have a column that folds in dividends - adjusted close.
User avatar
anon_investor
Posts: 3752
Joined: Mon Jun 03, 2019 1:43 pm

Re: Can someone point me to 25 years worth of market returns that include dividends?

Post by anon_investor »

jay22 wrote: Wed Oct 14, 2020 10:27 am https://www.portfoliovisualizer.com/ might have this.
Portfolio Visualizer assumes dividend reinvestment:
https://www.portfoliovisualizer.com/faq#misc
Expense Ratios, Dividends and Short Positions
The performance history of a mutual fund or an ETF includes all embedded fees, costs, and expenses of the fund, such as the manager's advisory fee, brokerage commissions associated with the acquisition of portfolio securities, and fund operating costs like legal and accounting fees. These fees are reflected in each fund's expense ratio and are deducted from the value of each fund share. The displayed performance is then calculated based on the value of fund shares and is thus net of these fees. This SEC publication provides more information on how the mutual fund share prices are calculated and how any fees are handled. Any commissions associated with the sale or purchase of fund shares are not included, and investors who also engage an investment adviser to manage their assets generally also pay a separate advisory fee to their advisor.

All returns for long positions are based on total return including dividends and capital gains distributions. Short positions can be entered by specifying a negative allocation weight for the shorted assets.
kolder
Posts: 44
Joined: Mon Sep 07, 2020 3:54 pm

Re: Can someone point me to 25 years worth of market returns that include dividends?

Post by kolder »

https://www.portfoliovisualizer.com/bac ... ion3_3=100

only like ~23 years but it includes ER deductions & dividends reinvested
User avatar
nisiprius
Advisory Board
Posts: 42244
Joined: Thu Jul 26, 2007 9:33 am
Location: The terrestrial, globular, planetary hunk of matter, flattened at the poles, is my abode.--O. Henry

Re: Can someone point me to 25 years worth of market returns that include dividends?

Post by nisiprius »

Morningstar's charts for mutual funds, but not for ETFs, includes dividends, and they plot a benchmark index. Their chart for the index also includes dividends.

I am sorry to say I prefer their older charts. To get them, you need to find the ticker symbol of a mutual fund that is more than 25 years old, and you need to guess one for which Morningstar will show you an appropriate benchmark index because you want the data for the index, not for the fund. To do this, use a url likehttp://quotes.morningstar.com/chart/fund/chart?t=VGTSX, replacing VGTSX with the correct ticker symbol. Then click on "max."

For 25 years, we want to go back to 2020 - 25 = October 14th, 1995. So if it goes back that far, type 10/14/1995 into the first of the two date range boxes over the curve.

In each case, read the green line and the description of the green line.

For the CRSP US Total Market index, you can use VTSMX.
For the S&P 500, VFINX.
For the MSCI EAFE index, FDIVX.
For the FTSE Global All Cap ex US (USA) index, use VGTSX and you can get 24 years of it.
For Bloomberg Barclay's US Aggregate Float Adjusted index, use VBMFX.
For the regular Bloomberg Barclay's US Aggregate, index, use FBNDX.

For example,

Image

To convert 25 years of growth into a single average annual CAGR: take the final dollar number, in this case $35,991.53 (for the index), divided by 10,000 to get 3.599153. You now need to take the 25th root of 3.599153. Depending on your calculation tool, there may be a key for that. If there isn't, you can raise it to the 1/25th power. In a Excel, the formula would be =3.599153^(1/25). Then subtract 1, and convert to a percentage. It's actually easier to do than to explain.

In this case, 3.599153 ^ (1/25) = 1.0526, so the average annual return = compound average growth rate = CAGR was 5.26%.
Annual income twenty pounds, annual expenditure nineteen nineteen and six, result happiness; Annual income twenty pounds, annual expenditure twenty pounds ought and six, result misery.
User avatar
Topic Author
jeff mc
Posts: 2728
Joined: Mon Feb 19, 2007 9:42 pm
Location: minnesota
Contact:

Re: Can someone point me to 25 years worth of market returns that include dividends?

Post by jeff mc »

Awesome. Exactly what I was looking for. In fact, in my tracking AA spreadsheet, I've (finally) replaced Nasdaq with TISM. I had been tracking Nasdaq returns for years, just because I used to invest in QQQ, and individual tech stocks back at the turn of the century. (yeah, that turned out well...). So, as pv.com doesn't readily have Nasdaq data, but does have TSM, TISM, and TBM data (which is what our AA is), I removed it and added TISM, and also retrofitted all of my prior annual benchmarks with this new data set.

Image

kolder wrote: Wed Oct 14, 2020 10:55 am https://www.portfoliovisualizer.com/bac ... ion3_3=100

only like ~23 years but it includes ER deductions & dividends reinvested
User avatar
Topic Author
jeff mc
Posts: 2728
Joined: Mon Feb 19, 2007 9:42 pm
Location: minnesota
Contact:

Re: Can someone point me to 25 years worth of market returns that include dividends?

Post by jeff mc »

For those more graphically inclined, instead of a staid table, here's our AA over time.

Image


I realize it doesn't make much sense to compare our return (made up of TSM, TISM, and TBM) to just TSM, but it's what I started doing a few decades ago and can't give it up now.

Image



If $100 invested in 1994...

Image



Model return vs. actual return (difference is that we used to have TIPS, and REITS, and SC, etc. so it wasn't a "pure" TSM or TBM... in last few years, it has been pure TISM, TSM and TBM, and thus the modeled vs. actual differences are near zero

Image
Wabbit
Posts: 151
Joined: Fri Feb 06, 2009 4:12 pm

Re: Can someone point me to 25 years worth of market returns that include dividends?

Post by Wabbit »

No one mentioned "Simba's backtesting spreadsheet" now maintained by siamond. I haven't used it myself, does the data include dividends?

Just curious, the OP's question was answered already.
Post Reply