VANGUARD MID-CAP Standard Deviation
| VMVAX Fund | | | USD 99.32 0.12 0.12% |
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 MID-CAP's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
VANGUARD MID-CAP registers a Standard Deviation of 0.7968, reflecting low price variability. This places VANGUARD MID-CAP at the lower end of the volatility range for Mutual Fund Funds.
Standard Deviation | = | SQRT(V) |
| = | 0.7968 | |
Standard Deviation Peers Comparison
The peer group averages 0.99 for Standard Deviation, with VANGUARD MID-CAP at 0.7968 falling below that level. Readings span 0.2982 (Vanguard Mortgage Backed Securities) to 1.54 (Vanguard Small Cap Growth). VANGUARD MID-CAP 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 Mid 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 MID-CAP's Maximum Drawdown of
3.64 runs about
4.57 times its Standard Deviation of
0.80 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for VANGUARD MID-CAP.
Methodology, Assumptions & Data Sources
The current Standard Deviation for VANGUARD MID-CAP is 0.7968. The Standard Deviation for VANGUARD MID-CAP is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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