CBOE Volatility Index (^VIX)
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
Loading data...
Returns By Period
CBOE Volatility Index (^VIX) returned 7.32% year-to-date (YTD) and 38.75% over the past 12 months. Over the past 10 years, ^VIX returned 4.14% annually, underperforming the S&P 500 benchmark at 10.78%.
^VIX
7.32%
-39.72%
32.81%
38.75%
-10.07%
4.14%
^GSPC (Benchmark)
0.19%
9.00%
-1.55%
12.31%
15.59%
10.78%
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% | -24.62% | 7.32% | |||||||
| 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 65, 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.
Loading data...
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.
Loading data...
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 77.48%.
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.
Loading data...