Vanguard ETF Strategy Backtester

Test the historical performance of Vanguard ETF rotation strategies

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Investment Parameters

Initial Investment Amount ($)

Start Date

End Date

Switching Friction (%)

Note: ETF prices use a 0 placeholder before their inception date. If your strategy holds a fund with no price data for a given day, that day is skipped (no gains or losses). The Data Quality metric shows the percentage of trading days with valid data.

⚠️ No Fractional Shares: Vanguard does not support fractional ETF shares — whole shares only. Backtested returns assume 100% of capital is allocated on each trade. A small portion may remain uninvested as cash due to whole-share rounding, which may slightly reduce realized returns on smaller accounts.

Performance Metrics

Annualized CAGR measures strategy performance annualized over the calendar period. This is the industry standard for comparing investment strategies.

Strategy	Annualized CAGR %	Final Value	Total Return %	Max Drawdown %	Volatility %	Sharpe Ratio

Annualized CAGR = Compound annual growth rate over calendar period | Total Return = (Final Value - Total Invested) / Total Invested
Max Drawdown = Largest peak-to-trough decline | Volatility = Annualized standard deviation of returns | Sharpe Ratio = Risk-adjusted return (higher is better)

Vanguard ETF Strategy Backtester

Investment Parameters

Strategy & Benchmark Selection

Vanguard ETF Benchmarks

Performance Metrics

Portfolio Value Over Time

Final Portfolio Value Comparison

Vanguard ETF Strategy Backtester

Investment Parameters

Strategy & Benchmark Selection

Vanguard ETF Benchmarks

Performance Metrics

Portfolio Value Over Time

Final Portfolio Value Comparison

Chart

Create Custom Strategy

Year by Year Comparison