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ISIN
US9219094045
CUSIP
921909404
Issuer
Vanguard
Inception Date
Sep 30, 1994
Region
Global (Broad)
Leveraged
1x (No leverage)
Min. Investment
$3,000
Domicile
United States
Distribution Policy
Distributing
Asset Class
Multi-Asset
Assets Under Management
$25B

Share Price Chart


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Performance

VSMGX Performance Chart

Vanguard LifeStrategy 60/40 Fund (VSMGX) is up 8.0% since the beginning of the year. VSMGX is currently trading at $37 per share. Investors who bought $1,000 worth of VSMGX shares 5 years ago would now be looking at an investment worth $1,464.


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S&P 500 Index

Returns By Period

Vanguard LifeStrategy 60/40 Fund (VSMGX) has returned 7.95% so far this year and 19.41% over the past 12 months. Over the last ten years, VSMGX has returned 8.91% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard LifeStrategy 60/40 Fund

1D
0.81%
1M
1.44%
YTD
7.95%
6M
7.93%
1Y
19.41%
3Y*
15.25%
5Y*
7.92%
10Y*
8.91%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSMGX Monthly Returns History

Based on dividend-adjusted daily data since Sep 30, 1994, VSMGX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +7.8%, while the worst month was Oct 2008 at -13.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VSMGX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +7.9%, while the worst single day was Mar 16, 2020 at -6.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.08%1.76%-4.73%5.76%3.01%0.13%7.95%
20252.11%0.38%-2.21%0.92%3.28%3.28%0.51%2.17%2.53%1.48%0.28%0.57%16.26%
2024-0.30%2.20%2.25%-2.96%3.15%1.23%2.20%1.94%1.90%-2.19%2.81%2.06%15.03%
20235.69%-2.72%2.62%0.97%-0.96%3.37%2.23%-1.95%-3.43%-2.23%7.03%4.74%15.70%
2022-3.64%-2.10%0.00%-6.16%0.34%-5.68%5.28%-3.55%-7.25%3.39%6.38%-3.23%-16.01%
2021-0.44%1.08%1.29%2.73%1.00%1.10%0.83%1.33%-2.82%2.94%-1.37%2.14%10.08%

Benchmark Metrics

Vanguard LifeStrategy 60/40 Fund has an annualized alpha of 2.45%, beta of 0.55, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since September 30, 1994.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (63.24%) than losses (63.05%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 2.45% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.55 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
2.45%
Beta
0.55
0.83
Upside Capture
63.24%
Downside Capture
63.05%

Expense Ratio

VSMGX has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

VSMGX ranks 67 for risk / return — better than 67% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VSMGX Risk / Return Rank: 6767
Overall Rank
VSMGX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VSMGX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VSMGX Omega Ratio Rank: 6868
Omega Ratio Rank
VSMGX Calmar Ratio Rank: 6262
Calmar Ratio Rank
VSMGX Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard LifeStrategy 60/40 Fund (VSMGX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VSMGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

2.89

2.78

+0.11

Martin ratioReturn relative to average drawdown

12.39

12.44

-0.05

Dividends

Dividend History

Vanguard LifeStrategy 60/40 Fund provided a 4.86% dividend yield over the last twelve months, with an annual payout of $1.81 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.81$1.81$3.60$1.22$0.73$1.29$1.09$0.73$1.02$0.30$0.55$0.90

Dividend yield

4.86%5.25%11.49%4.01%2.66%3.86%3.46%2.52%4.11%1.09%2.26%3.89%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard LifeStrategy 60/40 Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.37$0.00$0.00$0.00$0.00$0.00$1.44$1.81
2024$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$3.24$3.60
2023$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.00$0.00$0.00$0.93$1.22
2022$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.49$0.73
2021$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$1.07$1.29

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 LifeStrategy 60/40 Fund. 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 LifeStrategy 60/40 Fund was 41.13%, occurring on Mar 9, 2009. Recovery took 488 trading sessions.

The current Vanguard LifeStrategy 60/40 Fund drawdown is 0.27%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-41.13%Mar 2009
1y 4mo1y 11mo
3y 3moNov 2007 - Feb 2011
Dot-com crash2000–2002
-27.14%Oct 2002
2y 1mo1y 3mo
3y 4moSep 2000 - Jan 2004
COVID crash2020
-22.43%Mar 2020
1mo 2d4mo 13d
5mo 15dFeb 2020 - Aug 2020
Bear market2022
-22.29%Oct 2022
11mo 9d1y 5mo
2y 4moNov 2021 - Mar 2024
2011 correction2011
-12.90%Oct 2011
5mo 4d4mo 23d
9mo 27dMay 2011 - Feb 2012

Drawdown Indicators


VSMGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.13%

-56.78%

+15.65%

Max Drawdown (1Y)

Largest decline over 1 year

-6.64%

-9.10%

+2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-9.62%

-18.90%

+9.28%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

-25.43%

+3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-22.43%

-33.92%

+11.49%

Current Drawdown

Current decline from peak

-0.27%

-1.80%

+1.53%

Average Drawdown

Average peak-to-trough decline

-4.83%

-10.71%

+5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

2.03%

-0.48%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VSMGX

Add Vanguard LifeStrategy 60/40 Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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