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Drawdown history

VXUS observed max drawdown: 27.8%

Vanguard Total International Stock ETF. From its 2021-05-31 peak, VXUS fell 27.8% to the 2022-09-30 trough and needed 3.0 years to make a new high (2024-05-31). Computed from 188 months of observed fund history. Fund inception boundary (first available fund observation): 2011-01-28; the monthly analysis runs from 2011-01-31 through 2026-08-31.

Before 2011-01-28, the extended history is simulated. Observed fund drawdowns come first; simulation assumptions and results are separated below.

What is VXUS's observed maximum drawdown?

VXUS's observed maximum drawdown was 27.8%, from a peak in 2021-05-31 to a trough in 2022-09-30, based on monthly closes from fund prices first observed on 2011-01-28. The sample contains 188 monthly observations through 2026-08-31. Monthly closes can miss deeper daily losses.

VXUS: observed fund prices, monthly closes
MeasureValue
Maximum drawdown-27.8%
Peak2021-05-31
Trough2022-09-30
Recovered2024-05-31
Monthly observations188

Last verified

What is VXUS's observed maximum drawdown?

VXUS's observed maximum drawdown was 27.8%, from a peak in 2021-05-31 to a trough in 2022-09-30, based on monthly closes from fund prices first observed on 2011-01-28.

How long did VXUS take to recover from its worst drawdown?

VXUS took 3.0 years from the 2021-05-31 peak to make a new high in 2024-05-31, based only on observed fund prices.

What was VXUS's worst 12-month return?

VXUS's worst observed rolling 12-month return was -25.2%, in the 12 months ending 2022-09-30.

VXUS observed fund drawdown statistics

Maximum drawdown
-27.8%

2021-05-31 peak to 2022-09-30 trough.

Recovery time
3.0 years

New high reached 2024-05-31.

Time underwater
76.6%

Share of all months spent below a prior high.

Worst 12 months
-25.2%

Rolling year ending 2022-09-30.

The biggest VXUS drawdowns in observed fund history

DepthPeakTroughRecoveredPeak to troughTotal underwater
-27.8%2021-05-312022-09-302024-05-3116 mo3.0 years
-25.5%2018-01-312020-03-312020-11-3026 mo2.8 years
-24.7%2011-04-302011-09-302013-09-305 mo2.4 years
-20.3%2014-06-302016-02-292017-04-3020 mo2.8 years
-7.9%2026-02-282026-03-312026-05-311 mo3 months

Methodology: observed VXUS fund prices only, first available from 2011-01-28. Monthly closing-price statistics cover 2011-01-31 through 2026-08-31; no proxy or pre-inception simulation is included in this table. Educational information, not investment advice.

Hypothetical, not observed

Before 2011-01-28: simulated from the underlying index with assumptions

This separate series combines observed prices with a modeled pre-inception extension from 1970-01-31 through 2026-09-30. The 2026-09-30 endpoint is the legacy current partial-month bucket/month-end label, not evidence that VXUS was observed through that future date. It is not observed VXUS performance. The API's observed boundary is 2011-01-28; observed monthly statistics run from 2011-01-31 through 2026-08-31.

  • Rebalancing convention: monthly rebalance at month-end close; drawdown statistics use monthly closing prices.
  • Proxy source for VXUS: VGTSX (proxy_etf), from 1996-04-29 to 2011-01-27.
  • Proxy source for VXUS: PRTIX (proxy_etf), from 1989-09-28 to 1996-04-26.
  • Proxy source for VXUS: world_ex_us (static_monthly), from 1924-12-31 to 1989-09-27.
  • Proxy source for SPY: VFINX (proxy_etf), from 1976-08-31 to 1993-01-28.
  • Proxy source for SPY: spy_tr (static_monthly), from 1900-01-31 to 1976-08-30.

Modeled extended statistics

Maximum drawdown
-58.5%

2007-10-31 peak to 2009-02-28 trough.

Recovery time
9.6 years

New high reached 2017-05-31.

Time underwater
72.4%

Share of all months spent below a prior high.

Worst 12 months
-51.5%

Rolling year ending 2009-02-28.

For context, SPY (the S&P 500 baseline) had a maximum drawdown of 50.8% over the same kind of monthly-close analysis.

Modeled extended drawdowns

DepthPeakTroughRecoveredPeak to troughTotal underwater
-58.5%2007-10-312009-02-282017-05-3116 mo9.6 years
-47.3%1999-12-312003-03-312005-08-3139 mo5.7 years
-41.5%1973-03-311974-09-301977-12-3118 mo4.8 years
-27.8%2021-05-312022-09-302024-05-3116 mo3.0 years
-25.5%2018-01-312020-03-312020-11-3026 mo2.8 years

Monthly closing prices, peak-to-trough on total return where available. The pre-inception segment is a reconstruction, not a live fund record, and actual tracking, financing, taxes, spreads, and volatility drag can differ.

Drawdowns are the reason tactical strategies exist

Buy-and-hold VXUS means living through every number on this page. BestFolio tracks published TAA strategies whose whole job is cutting these drawdowns, with out-of-sample track records.

VXUS Observed Max Drawdown: 27.8% (2021 to 2022), Fund History Since 2011 | BestFolio