Historical Returns of Vanguard Funds

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simba
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Historical Returns of Vanguard Funds

Post by simba »

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 Capital-Income Returns-84-09

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.
gkaplan
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In the Vanguard

Post by gkaplan »

In the Vanguard, which comes with my quarterly statements, show funds' returns over various periods.
Gordon
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JohnYaker
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Goood data table.

Post by JohnYaker »

.
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
;-).
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alec
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Post by alec »

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 1984-1991, I put most of them in a spreadsheet. PM me if you want it.

- Alec
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alec
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Post by alec »

Here's the spreadsheet with the annual returns for all the Vanguard funds from 84-03.

- Alec
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Dino
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Post by Dino »

Simba,
Thanks a lot for sharing those historical returns. I have never seen all the Vanguard funds listed that way. Almost at a glance I can see what all my funds (I am 100% in Vanguard funds) have done historically.

Looking good.

Dino
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simba
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Alec - Thanks for the data

Post by simba »

Alec - Thanks for the data from 84-03. 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
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alec
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sweet

Post by alec »

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
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simba
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Post by simba »

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

Code: Select all

Returns are for the year ending 01-31
VFIIX	Vanguard GNMA
VWEHX	Vanguard High-Yield Corporate
VWESX	Vanguard Long-Term Investment-Grade
VFSTX	Vanguard Short-Term Investment-Grade

Returns are for the year ending 08-31
VMSXX	V. Tax Exempt Money Mkt Fund
VWAHX	Vanguard High-Yield Tax-Exempt
VWITX	Vanguard Interm-Term Tax-Ex
VWIGX	Vanguard International Growth
VWLTX	Vanguard Long-Term Tax-Exempt
VWSTX	Vanguard Short-Term Tax-Ex
VWUSX	Vanguard U.S. Growth

Returns are for the year ending 09-30
NAESX	Vanguard Small Cap Index

Returns are for the year ending 10-31
VEXPX	Vanguard Explorer

Returns are for the year ending 11-30
VMFXX	V. Federal Money Mkt Fund
VMMXX	V. Prime Money Market Fund
VMPXX	V. Treasury Money Mkt Fund
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Murray Boyd
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Post by Murray Boyd »

Thanks! That'll be handy for the number crunchers among us.
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steve
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VWUSX

Post by steve »

Hard to believe that there were 3 consecutive years (2000-2002) totalling an 87.7% loss for this fund.
"No matter where you go, there you are."
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simba
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updated version (rev5) for VG annual returns.

Post by simba »

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
IlliniSigEp
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Nice

Post by IlliniSigEp »

This is fantastic! Thanks for putting in the effort.

-Dave
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Post by jef »

Thanks for posting this!
drboglehead321
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Post by drboglehead321 »

"An error has occured"

:-(
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simba
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Post by simba »

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 Capital-Income Returns-84-08 (rev-2)

Cheers,
Simba
RAllen
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Post by RAllen »

alec wrote:Here's the spreadsheet with the annual returns for all the Vanguard funds from 84-03.

- Alec
I am dense, or are the average returns like ~1%?
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simba
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Post by simba »

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 Capital-Income Returns-84-09

Cheers,
Simba
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Taylor Larimore
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Another Simba contribution to the Bogleheads Forum!

Post by Taylor Larimore »

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.
"Simplicity is the master key to financial success." -- Jack Bogle
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simba
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Post by simba »

Taylor - Thank you for the kind words.

I am just a drop in the ocean of wealth that's available through this forum.
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