Vanguard Developed Markets Fund Market Value
| VDIPX Fund | USD 34.51 0.15 0.44% |
| Symbol | Vanguard |
Vanguard Developed 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vanguard Developed's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vanguard Developed.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Vanguard Developed on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Developed Markets or generate 0.0% return on investment in Vanguard Developed over 90 days. Vanguard Developed is related to or competes with American Balanced, Vanguard Institutional, Vanguard Small, Europacific Growth, New Perspective, Vanguard Mid, and Vanguard Financials. The fund employs an indexing investment approach designed to track the performance of the FTSE Developed All Cap ex U.S More
Vanguard Developed Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vanguard Developed's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vanguard Developed Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8645 | |||
| Information Ratio | 0.1533 | |||
| Maximum Drawdown | 3.85 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.62 |
Vanguard Developed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Developed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Developed's standard deviation. In reality, there are many statistical measures that can use Vanguard Developed historical prices to predict the future Vanguard Developed's volatility.| Risk Adjusted Performance | 0.1911 | |||
| Jensen Alpha | 0.1474 | |||
| Total Risk Alpha | 0.1266 | |||
| Sortino Ratio | 0.1497 | |||
| Treynor Ratio | 0.2707 |
Vanguard Developed February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1911 | |||
| Market Risk Adjusted Performance | 0.2807 | |||
| Mean Deviation | 0.6396 | |||
| Semi Deviation | 0.5516 | |||
| Downside Deviation | 0.8645 | |||
| Coefficient Of Variation | 423.33 | |||
| Standard Deviation | 0.8438 | |||
| Variance | 0.7119 | |||
| Information Ratio | 0.1533 | |||
| Jensen Alpha | 0.1474 | |||
| Total Risk Alpha | 0.1266 | |||
| Sortino Ratio | 0.1497 | |||
| Treynor Ratio | 0.2707 | |||
| Maximum Drawdown | 3.85 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.62 | |||
| Downside Variance | 0.7473 | |||
| Semi Variance | 0.3043 | |||
| Expected Short fall | (0.68) | |||
| Skewness | 0.1316 | |||
| Kurtosis | 0.1848 |
Vanguard Developed Backtested Returns
Vanguard Developed appears to be very steady, given 3 months investment horizon. Vanguard Developed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.28, which indicates the fund had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Developed Markets, which you can use to evaluate the volatility of the fund. Please review Vanguard Developed's Coefficient Of Variation of 423.33, risk adjusted performance of 0.1911, and Semi Deviation of 0.5516 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Developed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Developed is expected to be smaller as well.
Auto-correlation | 0.90 |
Excellent predictability
Vanguard Developed Markets has excellent predictability. Overlapping area represents the amount of predictability between Vanguard Developed time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vanguard Developed price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Vanguard Developed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.69 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vanguard Mutual Fund
Vanguard Developed financial ratios help investors to determine whether Vanguard Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard Developed security.
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