CBOE Volatility Index (^VIX)
Share Price Chart
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Performance
Performance Chart
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Returns By Period
CBOE Volatility Index (^VIX) returned 4.27% year-to-date (YTD) and 48.89% over the past 12 months. Over the past 10 years, ^VIX returned 4.08% annually, underperforming the S&P 500 benchmark at 10.82%.
^VIX
4.27%
-38.99%
10.64%
48.89%
-14.97%
-9.34%
4.08%
^GSPC (Benchmark)
1.00%
12.45%
0.40%
11.91%
15.05%
15.04%
10.82%
Monthly Returns
The table below presents the monthly returns of ^VIX, 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 | -5.30% | 19.48% | 13.50% | 10.86% | -26.76% | 4.27% | |||||||
| 2024 | 15.26% | -6.62% | -2.91% | 20.29% | -17.44% | -3.72% | 31.51% | -8.31% | 11.53% | 38.43% | -41.67% | 28.42% | 39.36% |
| 2023 | -10.48% | 6.70% | -9.66% | -15.61% | 13.69% | -24.25% | 0.29% | -0.44% | 29.11% | 3.54% | -28.78% | -3.64% | -42.55% |
| 2022 | 44.19% | 21.43% | -31.81% | 62.45% | -21.59% | 9.62% | -25.71% | 21.28% | 22.23% | -18.15% | -20.48% | 5.30% | 25.84% |
| 2021 | 45.45% | -15.53% | -30.59% | -4.07% | -9.94% | -5.55% | 15.22% | -9.65% | 40.41% | -29.73% | 67.22% | -36.67% | -24.31% |
| 2020 | 36.72% | 112.90% | 33.48% | -36.22% | -19.44% | 10.61% | -19.62% | 7.97% | -0.15% | 44.18% | -45.90% | 10.60% | 65.09% |
| 2019 | -34.82% | -11.29% | -6.73% | -4.30% | 42.61% | -19.40% | 6.90% | 17.74% | -14.44% | -18.60% | -4.54% | 9.19% | -45.79% |
| 2018 | 22.64% | 46.60% | 0.60% | -20.23% | -3.14% | 4.28% | -20.26% | 0.23% | -5.75% | 75.17% | -14.88% | 40.68% | 130.25% |
| 2017 | -14.60% | 7.76% | -4.26% | -12.53% | -3.79% | 7.40% | -8.23% | 3.22% | -10.20% | 7.05% | 10.81% | -2.13% | -21.37% |
| 2016 | 10.93% | 1.73% | -32.12% | 12.54% | -9.62% | 10.15% | -24.06% | 13.06% | -0.97% | 28.37% | -21.86% | 5.33% | -22.90% |
| 2015 | 9.22% | -36.39% | 14.62% | -4.84% | -4.88% | 31.72% | -33.52% | 134.57% | -13.82% | -38.49% | 7.03% | 12.90% | -5.16% |
| 2014 | 34.18% | -23.95% | -0.86% | -3.39% | -14.99% | 1.49% | 46.50% | -29.32% | 36.14% | -13.98% | -4.99% | 44.04% | 39.94% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^VIX is 60, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for CBOE Volatility Index (^VIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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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 CBOE Volatility Index. 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 CBOE Volatility Index was 88.70%, occurring on Nov 3, 2017. Recovery took 592 trading sessions.
The current CBOE Volatility Index drawdown is 78.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -88.7% | Nov 21, 2008 | 2255 | Nov 3, 2017 | 592 | Mar 16, 2020 | 2847 |
| -85.66% | Mar 17, 2020 | 1067 | May 21, 2024 | — | — | — |
| -78.38% | Oct 9, 1998 | 2086 | Jan 24, 2007 | 424 | Sep 29, 2008 | 2510 |
| -74.47% | Aug 24, 1990 | 842 | Dec 22, 1993 | 975 | Oct 30, 1997 | 1817 |
| -57.51% | Oct 31, 1997 | 178 | Jul 17, 1998 | 29 | Aug 27, 1998 | 207 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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