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VTMGX: VANGUARD DEVELOPED MARKETS INDEX FUND ADMIRAL SHARES (MUTUAL FUND)
Basic Info 17.64 0.12(0.68%) May 19
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (98%) |
Start Date: | 08/30/1999 |
Last Dividend Date: | 09/20/2024 |
12-Mo. Yield | 1.18% |
Expenses | 0.05% |
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Performance Analytics (As of 05/16/2025)
Not up-to-date? TryLast 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 08/30/1999 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.8 | 14.8 | 9.1 | 10.9 | 12.4 | 5.6 | 7.1 | 5.8 | 4.8 | 1.5 | 17.7 | -15.3 | 11.4 | 10.3 | 22.0 | -14.5 | 26.4 | 2.5 | -0.2 | -5.7 | 22.1 | 18.6 | -12.5 | 8.4 | 28.3 | -41.3 | 11.2 | 26.3 | 13.6 | 20.3 | 38.7 | -15.6 | -21.9 | -14.3 | 17.2 |
Sharpe Ratio | NA | 1.92 | 0.12 | 0.38 | 0.59 | 0.22 | NA | NA | 0.17 | -0.4 | 1.05 | -0.78 | 0.9 | 0.33 | 1.98 | -1.2 | 3.61 | 0.13 | -0.01 | -0.5 | 1.69 | 1.1 | -0.45 | 0.38 | 0.97 | -0.98 | 0.46 | 1.65 | 1.09 | 1.46 | 2.47 | -0.75 | -1.21 | -1.15 | 4.68 |
Draw Down(%) | NA | 13.6 | 14.2 | 20.0 | 29.7 | 35.7 | NA | NA | 60.6 | 10.8 | 12.1 | 28.7 | 6.9 | 35.1 | 7.7 | 22.3 | 2.1 | 12.5 | 16.4 | 13.5 | 10.2 | 16.5 | 25.7 | 19.7 | 29.5 | 53.6 | 12.0 | 15.1 | 6.9 | 9.5 | 16.0 | 27.5 | 35.6 | 19.0 | 3.7 |
Standard Deviation(%) | NA | 20.5 | 16.6 | 16.2 | 16.2 | 16.9 | NA | NA | 19.4 | 12.8 | 12.9 | 21.4 | 12.6 | 30.6 | 10.4 | 13.2 | 7.2 | 17.3 | 15.6 | 11.3 | 13.0 | 16.9 | 27.9 | 21.8 | 29.1 | 42.7 | 17.9 | 14.0 | 10.5 | 13.2 | 15.4 | 22.4 | 20.3 | 15.9 | 11.9 |
Treynor Ratio | NA | 0.4 | 0.02 | 0.06 | 0.1 | 0.04 | NA | NA | 0.03 | -0.05 | 0.14 | -0.17 | 0.11 | 0.1 | 0.21 | -0.16 | 0.27 | 0.02 | 0.0 | -0.06 | 0.22 | 0.18 | -0.12 | 0.08 | 0.28 | -0.41 | 0.08 | 0.23 | 0.13 | 0.22 | 0.36 | -0.17 | -0.24 | -0.17 | 0.57 |
Alpha | NA | 0.0 | -0.01 | -0.01 | 0.0 | 0.0 | NA | NA | 0.0 | -0.01 | 0.0 | -0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.01 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Beta | NA | 1.0 | 1.01 | 0.99 | 0.99 | 0.94 | NA | NA | 0.99 | 1.01 | 0.99 | 0.99 | 0.99 | 0.96 | 0.98 | 0.98 | 0.96 | 0.98 | 1.0 | 0.99 | 1.02 | 1.01 | 1.02 | 1.02 | 1.01 | 1.02 | 1.01 | 0.99 | 0.91 | 0.86 | 1.05 | 0.99 | 1.01 | 1.05 | 0.99 |
RSquared | NA | 0.96 | 0.96 | 0.98 | 0.99 | 0.83 | NA | NA | 0.9 | 0.97 | 0.99 | 1.0 | 0.99 | 0.94 | 0.99 | 0.99 | 0.97 | 0.99 | 0.99 | 0.98 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.96 | 0.9 | 0.9 | 0.79 | 0.79 | 0.92 | 0.76 | 0.74 | 0.93 | 0.93 |
Yield(%) | N/A | 0.0 | 1.2 | 2.7 | 3.4 | 2.8 | 3.9 | 3.5 | N/A | 1.9 | 3.6 | 2.4 | 3.4 | 2.2 | 3.6 | 2.7 | 3.4 | 3.1 | 2.8 | 3.4 | 3.0 | 3.3 | 2.9 | 2.5 | 2.9 | 1.9 | 2.4 | 2.8 | 2.5 | 2.3 | 2.3 | 1.8 | 1.2 | 0.9 | 0.4 |
Dividend Growth(%) | N/A | -100.0 | -63.1 | -7.4 | 1.4 | 17.3 | N/A | N/A | N/A | -41.2 | 23.5 | -24.2 | 67.5 | -28.1 | 7.6 | -0.5 | 11.4 | 4.4 | -23.6 | 29.3 | 3.6 | -0.6 | 19.9 | 9.7 | -11.1 | -14.0 | 0.0 | 30.7 | 27.2 | 32.0 | 9.3 | 12.0 | 13.6 | 175.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/30/1999
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