VANGUARD TELECOMMUNICATIO Sortino Ratio
| VTCAX Fund | | | USD 99.11 0.01 0.01% |
The Sortino Ratio measures risk-adjusted return using only downside deviation rather than total volatility. Unlike the Sharpe Ratio, which penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only returns below a target threshold, making it a more targeted measure of harmful volatility. Below is VANGUARD TELECOMMUNICATIO's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The Sortino Ratio of 0.0366 for VANGUARD TELECOMMUNICATIO indicates its current reading on this measure. This reflects VANGUARD TELECOMMUNICATIO's positioning relative to its own recent range within Vanguard Funds.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0366 | |
| ER[a] | = | Expected return on investing in VANGUARD TELECOMMUNICATIO |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, VANGUARD TELECOMMUNICATIO's Sortino Ratio is below the group average of 0.07. Peer readings range from 0.0264 (T Rowe Price) to 0.1107 (Hartford Schroders Emerging), reflecting wide dispersion across the sector. VANGUARD TELECOMMUNICATIO's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Vanguard Telecommunicatio and its peers. Each point represents one equity — position along the horizontal axis shows Sortino Ratio 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 TELECOMMUNICATIO's Maximum Drawdown of
5.21 runs about
142.24 times its Sortino Ratio of
0.04 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for VANGUARD TELECOMMUNICATIO.
Methodology, Assumptions & Data Sources
VANGUARD TELECOMMUNICATIO has a current Sortino Ratio reading of 0.0366. VANGUARD TELECOMMUNICATIO's Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. VANGUARD TELECOMMUNICATIO operates in the communications sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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