VANGUARD TOTAL Coefficient Of Variation
| VTBNX Fund | | | USD 9.53 -0.02 -0.21% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is VANGUARD TOTAL's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
The current Coefficient Of Variation of 13856.66 places VANGUARD TOTAL at high dispersion relative to expected return — volatility substantially exceeds the return signal. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | 13856.66 | |
Coefficient Of Variation Peers Comparison
The peer group averages 10424.87 for Coefficient Of Variation, with VANGUARD TOTAL at 13856.66 falling above that level. Readings span 641.41 (Invesco QQQ Trust) to 72366.15 (Vanguard Total Bond). Relative to peers, VANGUARD TOTAL's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Vanguard Total and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation 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 TOTAL's Maximum Drawdown of
1.16 runs about
0.0001 times its Coefficient Of Variation of
13,857 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for VANGUARD TOTAL. At
11,996 , Vanguard Total Bond's Coefficient Of Variation-to-Maximum Drawdown multiple reflects the spread between these metrics
Methodology, Assumptions & Data Sources
VANGUARD TOTAL's Coefficient Of Variation currently stands at 13856.66. The Coefficient Of Variation for VANGUARD TOTAL applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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