Vanguard Quality Standard Deviation
| VFQY ETF | | | USD 161.67 0.46 0.29% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is Vanguard Quality's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
With Standard Deviation at 0.9401, Vanguard Quality shows low price variability. This places Vanguard Quality at the lower end of the volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 0.9401 | |
Standard Deviation Peers Comparison
Vanguard Quality's Standard Deviation of 0.9401 falls below the 1.14 peer average. Values range from 0.6101 (Federated Hermes Strategic) to 1.61 (EMQQ The Emerging), with moderate dispersion across the group. Vanguard Quality has exhibited less price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for Vanguard Quality and its peers. Each point represents one equity — position along the horizontal axis shows Standard 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.
Vanguard Quality's Maximum Drawdown of
4.44 runs about
4.72 times its Standard Deviation of
0.94 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for Vanguard Quality.
Methodology, Assumptions & Data Sources
Vanguard Quality has a current Standard Deviation reading of 0.9401. The Standard Deviation for Vanguard Quality applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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