Vanguard Developed Markets Fund Technical Analysis
| VDIPX Fund | USD 33.72 0.12 0.36% |
As of the 30th of January, Vanguard Developed has the Coefficient Of Variation of 472.42, risk adjusted performance of 0.1545, and Semi Deviation of 0.5438. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Developed, as well as the relationship between them.
Vanguard Developed Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vanguard, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VanguardVanguard |
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.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Vanguard Developed on November 1, 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 | 0.7927 | |||
| Information Ratio | 0.1338 | |||
| Maximum Drawdown | 3.79 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.34 |
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 | 0.1545 | |||
| Jensen Alpha | 0.1207 | |||
| Total Risk Alpha | 0.1011 | |||
| Sortino Ratio | 0.133 | |||
| Treynor Ratio | 0.2231 |
Vanguard Developed January 30, 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 | 0.1545 | |||
| Market Risk Adjusted Performance | 0.2331 | |||
| Mean Deviation | 0.6034 | |||
| Semi Deviation | 0.5438 | |||
| Downside Deviation | 0.7927 | |||
| Coefficient Of Variation | 472.42 | |||
| Standard Deviation | 0.7876 | |||
| Variance | 0.6203 | |||
| Information Ratio | 0.1338 | |||
| Jensen Alpha | 0.1207 | |||
| Total Risk Alpha | 0.1011 | |||
| Sortino Ratio | 0.133 | |||
| Treynor Ratio | 0.2231 | |||
| Maximum Drawdown | 3.79 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.34 | |||
| Downside Variance | 0.6284 | |||
| Semi Variance | 0.2957 | |||
| Expected Short fall | (0.65) | |||
| Skewness | 0.0786 | |||
| Kurtosis | 0.3489 |
Vanguard Developed Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Developed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Developed Markets, which you can use to evaluate the volatility of the fund. Please validate Vanguard Developed's Semi Deviation of 0.5438, coefficient of variation of 472.42, and Risk Adjusted Performance of 0.1545 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. 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 | 0.55 |
Modest predictability
Vanguard Developed Markets has modest predictability. Overlapping area represents the amount of predictability between Vanguard Developed time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 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 0.55 indicates that about 55.0% of current Vanguard Developed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.69 |
Vanguard Developed technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Vanguard Developed Technical Analysis
Indicator |
The output start index for this execution was one with a total number of output elements of sixty. The True Range is a measure of Vanguard Developed volatility developed by Welles Wilder.
About Vanguard Developed Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Vanguard Developed Markets on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Vanguard Developed Markets based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Vanguard Developed price pattern first instead of the macroeconomic environment surrounding Vanguard Developed. By analyzing Vanguard Developed's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Vanguard Developed's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Vanguard Developed specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard Developed January 30, 2026 Technical Indicators
Most technical analysis of Vanguard help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Vanguard from various momentum indicators to cycle indicators. When you analyze Vanguard charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1545 | |||
| Market Risk Adjusted Performance | 0.2331 | |||
| Mean Deviation | 0.6034 | |||
| Semi Deviation | 0.5438 | |||
| Downside Deviation | 0.7927 | |||
| Coefficient Of Variation | 472.42 | |||
| Standard Deviation | 0.7876 | |||
| Variance | 0.6203 | |||
| Information Ratio | 0.1338 | |||
| Jensen Alpha | 0.1207 | |||
| Total Risk Alpha | 0.1011 | |||
| Sortino Ratio | 0.133 | |||
| Treynor Ratio | 0.2231 | |||
| Maximum Drawdown | 3.79 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.34 | |||
| Downside Variance | 0.6284 | |||
| Semi Variance | 0.2957 | |||
| Expected Short fall | (0.65) | |||
| Skewness | 0.0786 | |||
| Kurtosis | 0.3489 |
Vanguard Developed One Year Return
Based on the recorded statements, Vanguard Developed Markets has an One Year Return of 37.0103%. This is much higher than that of the Vanguard family and 64.86% higher than that of the Foreign Large Blend category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Vanguard Developed January 30, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Vanguard stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 33.72 | ||
| Day Typical Price | 33.72 | ||
| Price Action Indicator | 0.06 |
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.
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Equity Valuation Check real value of public entities based on technical and fundamental data |