Adjusted Close from yfinance is not the same as total return from Yahoo Finance
Author: Allen-JThomasCreated Oct 3, 2024Updated Jun 1, 2025
I am trying to calculate the monthly and annual percent return for a fund like VSMPX. My understanding is that the Adjusted Close from yfinance takes into account splits and dividends.
To get the percent return I am doing:
hist = ticker.history(start="2020-01-01", end=None, interval="1d", auto_adjust=True)
# Calculate daily, monthly, and annual percentage returns
daily_returns = hist['Close'].pct_change()
monthly_returns = hist['Close'].resample('M').last().pct_change()
annual_returns = hist['Close'].resample('Y').last().pct_change()
# Save the returns to CSV files
daily_returns.to_csv("VSMPX_daily_adjusted_returns.csv")
monthly_returns.to_csv("VSMPX_monthly_adjusted_returns.csv")
annual_returns.to_csv("VSMPX_annual_adjusted_returns.csv")My annual return is the following:
2016-12-31 00:00:00-05:00,0.12694628348918013
2017-12-31 00:00:00-05:00,0.21189241900874567
2018-12-31 00:00:00-05:00,-0.05155696029590995
2019-12-31 00:00:00-05:00,0.3079293379439798
2020-12-31 00:00:00-05:00,0.21010764518963132
2021-12-31 00:00:00-05:00,0.2574150697504418
2022-12-31 00:00:00-05:00,-0.19501641528697433
2023-12-31 00:00:00-05:00,0.26013908084513204However, when I check the total return percentage on the Yahoo Finance website, my adjusted return percentages are off by a little.
For example, you can see that my 2019 annual return is 30.79%, but on Yahoo Finance, it is 30.82%. I realize this is a small descripency but I want 1) Understand why there is a difference 2) I noticed every other total return is the same as Yahoo Finance, so concerned I am doing something wrong.
Source: ranaroussi/yfinance