Vanguard Developed Markets Fund Technical Analysis
| VTMGX Fund | USD 19.97 -0.65 -3.15% |
Market data as of the 21st of March shows VANGUARD DEVELOPED priced at 19.97 per share. Measured indicators report Coefficient Of Variation of 13225.47, semi deviation of 1.39, and Risk Adjusted Performance of 0.0086. The model examines historical data series to identify measurable trend characteristics. Technical levels are measured against peer distributions.
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 |
What if' Analysis
Running a what-if backtest on Vanguard Developed Markets gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review provides context for deciding whether VANGUARD DEVELOPED's historical reward profile was stable enough to support the current thesis.
| 12/21/2025 |
| 03/21/2026 |
Placing 0.00 into VANGUARD DEVELOPED on December 21, 2025 with a hold through today would record 0.00 in aggregate return. In total, that is a 0.0% cumulative return in VANGUARD DEVELOPED on balance across 90 days. All data reflects available market observations. VANGUARD DEVELOPED competes with or is related to Vanguard FTSE, VANGUARD DEVELOPED, Vanguard Value, VANGUARD MID-CAP, VANGUARD MID-CAP, Vanguard Mid, and VANGUARD MID-CAP. The list provides context for relative analysis. Peer grouping considers factors such as industry classification and business model. The fund employs an indexing investment approach designed to track the performance of the FTSE Developed All Cap ex US I... More
VANGUARD DEVELOPED Upside and Downside Indicators Summary
Momentum range indicators for VANGUARD DEVELOPED reflect the balance between upside and downside price pressure. The readings reflect recent momentum relative to observed price ranges. The data captures price, volume, and timing inputs from exchange activity.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.0903 | |||
| Maximum Drawdown | 5.81 | |||
| Value At Risk | -1.67 | |||
| Potential Upside | 1.62 |
Volatility and Risk Indicators for VANGUARD DEVELOPED Dashboard
The risk context for VANGUARD DEVELOPED is expressed through volatility and drawdown-related metrics. Each indicator reflects observed variability across the available data window. The information is sourced from historical market data. This content does not constitute investment advice or a recommendation.| Risk Adjusted Performance | 0.0086 | |||
| Jensen Alpha | 0.0226 | |||
| Total Risk Alpha | 0.1289 | |||
| Sortino Ratio | 0.0647 | |||
| Treynor Ratio | -0.01 |
Mean reversion in VANGUARD DEVELOPED's price occurs when temporary dislocations - caused by sentiment extremes, news events, or liquidity shocks - correct back toward the stock's historical fair value.
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 | 0.0086 | |||
| Market Risk Adjusted Performance | 0.0023 | |||
| Mean Deviation | 0.7639 | |||
| Semi Deviation | 1.39 | |||
| Downside Deviation | 1.49 | |||
| Coefficient Of Variation | 13225.47 | |||
| Standard Deviation | 1.07 | |||
| Variance | 1.14 | |||
| Information Ratio | 0.0903 | |||
| Jensen Alpha | 0.0226 | |||
| Total Risk Alpha | 0.1289 | |||
| Sortino Ratio | 0.0647 | |||
| Treynor Ratio | -0.01 | |||
| Maximum Drawdown | 5.81 | |||
| Value At Risk | -1.67 | |||
| Potential Upside | 1.62 | |||
| Downside Variance | 2.22 | |||
| Semi Variance | 1.92 | |||
| Expected Short fall | -0.63 | |||
| Skewness | -1.09 | |||
| Kurtosis | 2.27 |
Vanguard Developed Backtested Returns
VANGUARD DEVELOPED currently shows a very low volatility profile across the evaluation window. It shows an Efficiency (Sharpe) Ratio of close to zero, quantifying return efficiency across 3 months. Signal processing identified twenty-seven dispersion-based indicators. Please assess metrics such as Coefficient Of Variation of 13225.47, semi deviation of 1.39, and risk-adjusted performance of 0.0086 to validate implied volatility levels. The fund shows a market beta of 0.25, which conveys very low measured sensitivity to broad market movements. Returns on VANGUARD DEVELOPED tend to trail the broader market in strong rallies but hold up better when sentiment turns negative.
Auto-correlation | -0.54 |
Good reverse predictability
Vanguard Developed Markets shows good reverse predictability when comparing price series from 21st of December 2025 to 4th of February 2026 against from 4th of February 2026 to 21st of March 2026. A strong serial relationship would imply that VANGUARD DEVELOPED's recent trajectory contains information about its near-term direction. With a serial correlation of -0.54, about 54.0% of VANGUARD DEVELOPED's price variation is attributable to patterns in preceding intervals. Given that Vanguard Developed Markets has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
Technical signals for VANGUARD DEVELOPED are derived from price and volume activity. The analysis uses tools that capture trend and momentum behavior.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Vanguard Developed volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of VANGUARD DEVELOPED focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Support and resistance levels frame risk boundaries for observed price regimes.
This section for Vanguard Developed Markets is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardVANGUARD DEVELOPED Technical Indicators
A technical review of Vanguard Developed Markets can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0086 | |||
| Market Risk Adjusted Performance | 0.0023 | |||
| Mean Deviation | 0.7639 | |||
| Semi Deviation | 1.39 | |||
| Downside Deviation | 1.49 | |||
| Coefficient Of Variation | 13225.47 | |||
| Standard Deviation | 1.07 | |||
| Variance | 1.14 | |||
| Information Ratio | 0.0903 | |||
| Jensen Alpha | 0.0226 | |||
| Total Risk Alpha | 0.1289 | |||
| Sortino Ratio | 0.0647 | |||
| Treynor Ratio | -0.01 | |||
| Maximum Drawdown | 5.81 | |||
| Value At Risk | -1.67 | |||
| Potential Upside | 1.62 | |||
| Downside Variance | 2.22 | |||
| Semi Variance | 1.92 | |||
| Expected Short fall | -0.63 | |||
| Skewness | -1.09 | |||
| Kurtosis | 2.27 |
Vanguard Developed One Year Return
Vanguard Developed Markets has a reported One Year Return of 28.9842%. This reading is 378.29% above the Vanguard family and 29.11% above the Foreign Large Blend category. Against all United States funds, VANGUARD DEVELOPED's one year return is notably higher than average.
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.March 21, 2026 Daily Trend Indicators
A technical review of Vanguard Developed Markets can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 0.97 | ||
| Day Median Price | 19.97 | ||
| Day Typical Price | 19.97 | ||
| Price Action Indicator | -0.33 |