VANGUARD DIVIDEND Semi Deviation
| VDIGX Fund | | | USD 30.41 -0.03 -0.1% |
Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level. Below is VANGUARD DIVIDEND's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 0 places VANGUARD DIVIDEND at low price variability. This places VANGUARD DIVIDEND at the lower end of the volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for Vanguard Dividend and its peers. Each point represents one equity — position along the horizontal axis shows Semi Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare VANGUARD DIVIDEND to PeersMethodology, Assumptions & Data Sources
VANGUARD DIVIDEND has a current Semi Deviation reading of 0. The Semi Deviation for VANGUARD DIVIDEND applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. VANGUARD DIVIDEND operates in the large blend funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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