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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Developed Markets Index Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has returned -0.48% so far this year and 25.87% over the past 12 months. Over the last ten years, VTMGX has returned 8.99% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Vanguard Developed Markets Index Fund Admiral Shares
- 1D
- 0.05%
- 1M
- -11.62%
- YTD
- -0.48%
- 6M
- 5.23%
- 1Y
- 25.87%
- 3Y*
- 14.82%
- 5Y*
- 8.15%
- 10Y*
- 8.99%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Aug 17, 1999, VTMGX's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, your investment would double in approximately 10.3 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.98% | 6.25% | -11.62% | -0.48% | |||||||||
| 2025 | 4.49% | 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% |
| 2023 | 8.65% | -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 0.85%, beta of 0.81, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since August 18, 1999.
- This fund participated in 97.39% of S&P 500 Index downside but only 93.94% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.85%
- Beta
- 0.81
- R²
- 0.66
- Upside Capture
- 93.94%
- Downside Capture
- 97.39%
Expense Ratio
VTMGX has an expense ratio of 0.07%, which is considered low.
Return for Risk
Risk / Return Rank
VTMGX ranks 80 for risk / return — better than 80% 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.
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 a chosen benchmark (S&P 500 Index).
| VTMGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 0.90 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.01 | 1.39 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.40 | +0.61 |
Martin ratioReturn relative to average drawdown | 7.98 | 6.61 | +1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore VTMGX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Vanguard Developed Markets Index Fund Admiral Shares provided a 3.01% dividend yield over the last twelve months, with an annual payout of $0.60 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.60 | $0.64 | $0.51 | $0.48 | $0.39 | $0.52 | $0.31 | $0.43 | $0.40 | $0.40 | $0.36 | $0.34 |
Dividend yield | 3.01% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.03 | $0.03 | |||||||||
| 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.
The current Vanguard Developed Markets Index Fund Admiral Shares drawdown is 11.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.58% | Nov 1, 2007 | 339 | Mar 9, 2009 | 1313 | May 27, 2014 | 1652 |
| -51.46% | Mar 29, 2000 | 740 | Mar 12, 2003 | 627 | Sep 6, 2005 | 1367 |
| -35.68% | Jan 29, 2018 | 541 | Mar 23, 2020 | 166 | Nov 16, 2020 | 707 |
| -29.71% | Sep 7, 2021 | 278 | Oct 12, 2022 | 350 | Mar 6, 2024 | 628 |
| -22.39% | Jul 7, 2014 | 405 | Feb 11, 2016 | 302 | Apr 25, 2017 | 707 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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