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ISIN
US9219438093
CUSIP
921943809
Issuer
Vanguard
Inception Date
Aug 17, 1999
Region
Developed Markets (Broad)
Index Tracked
FTSE Developed All Cap ex US Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$317B

Share Price Chart


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Performance

VTMGX Performance Chart

Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) is up 16.5% since the beginning of the year. VTMGX is currently trading at $23 per share. Investors who bought $1,000 worth of VTMGX shares 5 years ago would now be looking at an investment worth $1,647.


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S&P 500 Index

Returns By Period

Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has returned 16.49% so far this year and 35.19% over the past 12 months. Over the last ten years, VTMGX has returned 10.43% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard Developed Markets Index Fund Admiral Shares

1D
1.27%
1M
3.05%
YTD
16.49%
6M
17.25%
1Y
35.19%
3Y*
19.24%
5Y*
10.49%
10Y*
10.43%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTMGX Monthly Returns History

Based on dividend-adjusted daily data since Aug 17, 1999, VTMGX's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.8%, while the worst month was Oct 2008 at -20.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, VTMGX closed higher 51% of trading days. The best single day was Oct 28, 2008 with a return of +11.9%, while the worst single day was Mar 12, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.98%6.25%-9.01%7.74%4.39%1.09%16.49%
20254.49%2.43%-0.15%4.16%4.94%3.44%-1.69%4.61%2.87%1.55%0.87%3.23%35.17%
2024-1.23%2.83%3.53%-3.35%4.76%-1.92%3.41%2.87%0.98%-5.30%0.44%-3.41%3.03%
20238.65%-3.40%2.63%2.55%-3.70%4.44%3.17%-4.05%-3.71%-3.56%9.01%5.69%17.65%
2022-3.95%-2.47%0.30%-6.55%1.73%-9.62%5.28%-5.52%-9.96%5.91%13.02%-2.17%-15.33%
2021-1.18%2.52%2.61%3.17%3.63%-1.12%0.54%1.38%-3.44%3.15%-4.72%4.78%11.39%

Benchmark Metrics

Vanguard Developed Markets Index Fund Admiral Shares has an annualized alpha of 0.89%, beta of 0.81, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since August 17, 1999.

  • This fund participated in 97.16% of S&P 500 Index downside but only 93.48% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.89%
Beta
0.81
0.66
Upside Capture
93.48%
Downside Capture
97.16%

Expense Ratio

VTMGX has an expense ratio of 0.07%, which is considered low.


Return for Risk

Risk / Return Rank

VTMGX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VTMGX Risk / Return Rank: 6161
Overall Rank
VTMGX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VTMGX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VTMGX Omega Ratio Rank: 6161
Omega Ratio Rank
VTMGX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTMGX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTMGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

2.95

2.78

+0.17

Martin ratioReturn relative to average drawdown

11.31

12.44

-1.13

Dividends

Dividend History

Vanguard Developed Markets Index Fund Admiral Shares provided a 2.49% dividend yield over the last twelve months, with an annual payout of $0.58 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.20%2.40%2.60%2.80%3.00%3.20%3.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.58$0.64$0.51$0.48$0.39$0.52$0.31$0.43$0.40$0.40$0.36$0.34

Dividend yield

2.49%3.20%3.34%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Developed Markets Index Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.03$0.00$0.00$0.12$0.15
2025$0.00$0.00$0.08$0.00$0.00$0.14$0.00$0.00$0.09$0.00$0.00$0.33$0.64
2024$0.00$0.00$0.09$0.00$0.00$0.15$0.00$0.00$0.05$0.00$0.00$0.23$0.51
2023$0.00$0.00$0.05$0.00$0.00$0.14$0.00$0.00$0.10$0.00$0.00$0.20$0.48
2022$0.00$0.00$0.03$0.00$0.00$0.17$0.00$0.00$0.04$0.00$0.00$0.16$0.39
2021$0.00$0.00$0.07$0.00$0.00$0.13$0.00$0.00$0.06$0.00$0.00$0.25$0.52

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Developed Markets Index Fund Admiral Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Developed Markets Index Fund Admiral Shares was 60.58%, occurring on Mar 9, 2009. Recovery took 1313 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.58%Mar 2009
1y 4mo5y 2mo
6y 6moNov 2007 - May 2014
2003 bear market2003
-51.46%Mar 2003
2y 11mo2y 5mo
5y 5moMar 2000 - Sep 2005
COVID crash2020
-35.68%Mar 2020
2y 1mo7mo 28d
2y 9moJan 2018 - Nov 2020
Bear market2022
-29.71%Oct 2022
1y 1mo1y 4mo
2y 6moSep 2021 - Mar 2024
2016 bear market2016
-22.39%Feb 2016
1y 7mo1y 2mo
2y 9moJul 2014 - Apr 2017

Drawdown Indicators


VTMGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.58%

-56.78%

-3.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-9.10%

-2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-13.18%

-18.90%

+5.72%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-25.43%

-4.28%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-33.92%

-1.76%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-14.63%

-10.71%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.03%

+1.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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