VIG
Vanguard Dividend Appreciation Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-12
Executive Summary
The quantitative backtest for VIG (Vanguard Dividend Appreciation Index Fund ETF) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -16.9% (compared to the benchmark's drawdown of -43.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.6%, compared to a Buy-and-Hold benchmark return of 10.6%. The strategy executed 9 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
Switch to MMA to enable
VIG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 18.24% | 18.24% | 11.12% | 10.79% | 11.22% | 13.25% | 10.57% | 10.63% |
| Sharpe Ratio | 1.65 | 1.65 | 0.96 | 0.72 | 0.90 | 0.77 | 0.86 | 0.58 |
| Max Drawdown | -7.91% | -7.91% | -13.99% | -20.39% | -16.87% | -31.72% | -16.87% | -43.76% |
| % Time Invested | 100.0% | 100.0% | 83.6% | 100.0% | 87.3% | 100.0% | 81.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.3 | 0.0 | 0.5 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-05-01 | Open | Open | 100% | $187.86 | $235.73 | 25.48% | Mark-to-Market |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2022-12-22 | 2025-04-08 | Completed | 100% | $142.87 | $178.39 | 24.86% | Stop |
| 2022-03-23 | 2022-12-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.91% | Interest Income |
| 2020-06-03 | 2022-03-23 | Completed | 100% | $107.09 | $149.42 | 39.52% | Signal |
| 2020-03-10 | 2020-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2019-03-15 | 2020-03-10 | Completed | 100% | $95.20 | $101.08 | 6.17% | Stop |
| 2018-12-24 | 2019-03-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2016-04-01 | 2018-12-24 | Completed | 100% | $66.88 | $82.49 | 23.34% | Stop |
| 2016-01-07 | 2016-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2015-11-25 | 2016-01-07 | Completed | 100% | $64.75 | $61.57 | -4.91% | Signal |
| 2015-08-12 | 2015-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-12-27 | 2015-08-12 | Completed | 100% | $41.34 | $64.43 | 55.87% | Signal |
| 2011-08-09 | 2011-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-09-29 | 2011-08-09 | Completed | 100% | $35.74 | $36.32 | 1.65% | Stop |
| 2010-07-12 | 2010-09-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2010-06-01 | 2010-07-12 | Completed | 100% | $33.41 | $33.34 | -0.22% | Signal |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-03-19 | 2010-05-07 | Completed | 100% | $25.01 | $34.65 | 38.55% | Stop |
| 2008-04-24 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.83% | Interest Income |