Vanguard - US Taxable ETFs
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of May 11, 2025, the Vanguard - US Taxable ETFs returned -2.67% Year-To-Date and 11.19% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Vanguard - US Taxable ETFs | -2.67% | 7.39% | -4.85% | 9.58% | 13.31% | 11.19% |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | -8.02% | 12.05% | -8.30% | 11.24% | 18.63% | 19.33% |
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
VIG Vanguard Dividend Appreciation ETF | -1.37% | 5.87% | -4.46% | 8.09% | 13.23% | 11.20% |
VNQ Vanguard Real Estate ETF | 1.12% | 7.92% | -5.15% | 12.02% | 7.89% | 5.42% |
VYM Vanguard High Dividend Yield ETF | -0.80% | 5.51% | -3.74% | 8.03% | 13.88% | 9.50% |
BND Vanguard Total Bond Market ETF | 2.21% | 0.98% | 1.19% | 5.53% | -0.78% | 1.51% |
Monthly Returns
The table below presents the monthly returns of Vanguard - US Taxable ETFs, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.17% | -0.52% | -4.95% | -0.85% | 1.62% | -2.67% | |||||||
| 2024 | 0.49% | 3.79% | 2.81% | -4.63% | 4.60% | 3.00% | 2.54% | 2.39% | 2.00% | -1.26% | 5.68% | -3.18% | 19.21% |
| 2023 | 6.47% | -2.48% | 2.93% | 0.89% | 0.15% | 5.71% | 2.91% | -2.03% | -4.87% | -2.39% | 9.27% | 5.42% | 23.11% |
| 2022 | -5.53% | -2.64% | 2.85% | -7.62% | -0.39% | -7.40% | 8.44% | -4.02% | -9.24% | 7.20% | 5.43% | -5.16% | -18.38% |
| 2021 | -0.69% | 2.44% | 3.49% | 4.57% | 0.58% | 2.45% | 2.22% | 2.39% | -4.38% | 6.14% | -0.74% | 4.33% | 24.79% |
| 2020 | 0.67% | -7.01% | -11.99% | 11.22% | 4.55% | 2.38% | 4.80% | 5.81% | -3.03% | -2.28% | 10.50% | 3.86% | 18.27% |
| 2019 | 7.58% | 3.61% | 2.04% | 3.37% | -5.20% | 6.08% | 1.65% | -0.77% | 1.66% | 1.76% | 2.91% | 2.48% | 30.10% |
| 2018 | 3.84% | -3.39% | -1.38% | 0.12% | 3.06% | 0.64% | 2.82% | 3.60% | 0.03% | -6.06% | 2.00% | -7.67% | -3.14% |
| 2017 | 1.65% | 3.61% | 0.09% | 1.10% | 1.32% | 0.39% | 1.86% | 0.55% | 1.69% | 2.36% | 2.53% | 0.88% | 19.53% |
| 2016 | -4.18% | 0.07% | 6.90% | -0.56% | 2.02% | 1.12% | 3.88% | 0.02% | 0.17% | -2.05% | 2.41% | 2.02% | 11.99% |
| 2015 | -1.46% | 4.27% | -1.08% | 0.00% | 1.02% | -2.43% | 2.09% | -5.43% | -1.42% | 7.24% | 0.41% | -1.41% | 1.22% |
| 2014 | -2.10% | 4.31% | 0.56% | 0.62% | 2.12% | 2.12% | -1.34% | 3.66% | -2.03% | 3.10% | 2.77% | -0.10% | 14.28% |
Expense Ratio
Vanguard - US Taxable ETFs has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Vanguard - US Taxable ETFs is 48, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 0.39 | 0.73 | 1.10 | 0.43 | 1.39 |
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
VIG Vanguard Dividend Appreciation ETF | 0.54 | 0.95 | 1.14 | 0.64 | 2.62 |
VNQ Vanguard Real Estate ETF | 0.66 | 1.09 | 1.14 | 0.54 | 2.35 |
VYM Vanguard High Dividend Yield ETF | 0.53 | 0.94 | 1.13 | 0.66 | 2.59 |
BND Vanguard Total Bond Market ETF | 1.00 | 1.45 | 1.17 | 0.42 | 2.54 |
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Dividends
Dividend yield
Vanguard - US Taxable ETFs provided a 1.95% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.95% | 1.86% | 1.95% | 2.03% | 1.53% | 1.86% | 2.05% | 2.41% | 2.06% | 2.30% | 2.29% | 2.07% |
| Portfolio components: | ||||||||||||
VGT Vanguard Information Technology ETF | 0.56% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VIG Vanguard Dividend Appreciation ETF | 1.85% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
VNQ Vanguard Real Estate ETF | 4.07% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
VYM Vanguard High Dividend Yield ETF | 2.93% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
BND Vanguard Total Bond Market ETF | 3.75% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard - US Taxable ETFs. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Vanguard - US Taxable ETFs was 51.06%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.
The current Vanguard - US Taxable ETFs drawdown is 6.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.06% | Oct 10, 2007 | 355 | Mar 9, 2009 | 484 | Feb 7, 2011 | 839 |
| -31.55% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.63% | Dec 30, 2021 | 198 | Oct 12, 2022 | 302 | Dec 26, 2023 | 500 |
| -16.95% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -16.68% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 3.77, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BND | VNQ | VGT | VYM | VIG | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.16 | 0.68 | 0.89 | 0.91 | 0.94 | 0.99 | 0.98 |
| BND | -0.16 | 1.00 | 0.03 | -0.13 | -0.17 | -0.14 | -0.16 | -0.11 |
| VNQ | 0.68 | 0.03 | 1.00 | 0.55 | 0.69 | 0.69 | 0.69 | 0.75 |
| VGT | 0.89 | -0.13 | 0.55 | 1.00 | 0.72 | 0.79 | 0.89 | 0.90 |
| VYM | 0.91 | -0.17 | 0.69 | 0.72 | 1.00 | 0.93 | 0.90 | 0.90 |
| VIG | 0.94 | -0.14 | 0.69 | 0.79 | 0.93 | 1.00 | 0.93 | 0.94 |
| VTI | 0.99 | -0.16 | 0.69 | 0.89 | 0.90 | 0.93 | 1.00 | 0.99 |
| Portfolio | 0.98 | -0.11 | 0.75 | 0.90 | 0.90 | 0.94 | 0.99 | 1.00 |