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ISIN
US9219438820
CUSIP
921943882
Issuer
Vanguard
Inception Date
Jan 4, 2001
Min. Investment
$5,000,000
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$317B

Share Price Chart


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Performance

VTMNX Performance Chart

Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) is up 16.5% since the beginning of the year. VTMNX is currently trading at $23 per share. Investors who bought $1,000 worth of VTMNX shares 5 years ago would now be looking at an investment worth $1,649.


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S&P 500 Index

Returns By Period

Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) has returned 16.54% so far this year and 35.16% over the past 12 months. Over the last ten years, VTMNX has returned 10.45% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard Developed Markets Index Fund Institutional Shares

1D
1.27%
1M
3.06%
YTD
16.54%
6M
17.24%
1Y
35.16%
3Y*
19.26%
5Y*
10.52%
10Y*
10.45%

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)

VTMNX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2001, VTMNX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +14.8%, while the worst month was Oct 2008 at -20.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, VTMNX 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 -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.02%6.24%-8.99%7.73%4.38%1.09%16.54%
20254.49%2.43%-0.15%4.16%4.99%3.39%-1.69%4.66%2.87%1.55%0.87%3.18%35.16%
2024-1.30%2.82%3.60%-3.35%4.68%-1.91%3.40%2.93%0.99%-5.29%0.37%-3.40%2.99%
20238.72%-3.40%2.63%2.55%-3.69%4.44%3.16%-3.98%-3.77%-3.56%9.00%5.75%17.82%
2022-3.95%-2.47%0.30%-6.54%1.73%-9.60%5.27%-5.51%-10.01%5.99%12.99%-2.23%-15.36%
2021-1.18%2.52%2.68%3.10%3.62%-1.12%0.54%1.44%-3.49%3.14%-4.72%4.78%11.40%

Benchmark Metrics

Vanguard Developed Markets Index Fund Institutional Shares has an annualized alpha of 0.59%, beta of 0.85, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 04, 2001.

  • This fund participated in 98.13% of S&P 500 Index downside but only 94.06% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.59%
Beta
0.85
0.70
Upside Capture
94.06%
Downside Capture
98.13%

Expense Ratio

VTMNX has an expense ratio of 0.05%, which is considered low.


Return for Risk

Risk / Return Rank

VTMNX 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.


VTMNX Risk / Return Rank: 6161
Overall Rank
VTMNX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VTMNX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VTMNX Omega Ratio Rank: 6060
Omega Ratio Rank
VTMNX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTMNX 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 Institutional Shares (VTMNX) 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.


VTMNXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.12

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

2.94

2.78

+0.16

Martin ratioReturn relative to average drawdown

11.31

12.44

-1.13

Dividends

Dividend History

Vanguard Developed Markets Index Fund Institutional Shares provided a 2.51% 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$0.65$0.52$0.49$0.39$0.52$0.31$0.43$0.40$0.40$0.36$0.35

Dividend yield

2.51%3.22%3.36%3.15%2.91%3.16%2.04%3.05%3.35%2.77%3.06%2.92%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Developed Markets Index Fund Institutional 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$0.04$0.00$0.00$0.12$0.16
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$0.65
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$0.52
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$0.49
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 Institutional 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 Institutional Shares was 60.57%, occurring on Mar 9, 2009. Recovery took 1312 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.57%Mar 2009
1y 4mo5y 2mo
6y 6moNov 2007 - May 2014
2003 bear market2003
-43.88%Mar 2003
2y 2mo1y 7mo
3y 10moJan 2001 - Nov 2004
COVID crash2020
-35.60%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
-22.36%Feb 2016
1y 7mo1y 2mo
2y 9moJul 2014 - Apr 2017

Drawdown Indicators


VTMNXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.57%

-56.78%

-3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-9.10%

-2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-13.16%

-18.90%

+5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-25.43%

-4.28%

Max Drawdown (10Y)

Largest decline over 10 years

-35.60%

-33.92%

-1.68%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-13.20%

-10.71%

-2.49%

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

Build a portfolio with VTMNX

Add Vanguard Developed Markets Index Fund Institutional Shares to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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