Vanguard Target Standard Deviation
| VTTVX Fund | | | USD 20.94 -0.08 -0.38% |
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 Target's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
At 0.5887, Vanguard Target exhibits low price variability in Standard Deviation. This places Vanguard Target at the lower end of the volatility range for Vanguard Funds.
Standard Deviation | = | SQRT(V) |
| = | 0.5887 | |
Standard Deviation Peers Comparison
Among sector peers, Vanguard Target's Standard Deviation of 0.5887 is below the 0.86 group average. The range runs from 0.4592 (Vanguard Target Retirement) to 1.28 (Vanguard Primecap Fund). Vanguard Target 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 Target 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 Target's Maximum Drawdown of
2.38 runs about
4.05 times its Standard Deviation of
0.59 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for Vanguard Target.
Methodology, Assumptions & Data Sources
The current Standard Deviation for Vanguard Target is 0.5887. This Standard Deviation reading for Vanguard Target results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Vanguard Target operates in the target-date 2025 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.
Other Technical Indicators