Dfa Global Correlations

Mutual Funds . USA . 
Fund . Dfa Global Real
DFGEX Fund  USD 10.82  0.02  0.19%   
The current 90-days correlation between Dfa Global Real and Versatile Bond Portfolio is 0.39 (i.e., Weak diversification). The correlation of Dfa Global is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Dfa Global Correlation With Market

Very poor diversification

The correlation between Dfa Global Real and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Global Real and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dfa Global Real. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in income.

Moving together with Dfa Mutual Fund

  0.94DIHRX Intal High RelativePairCorr
  0.93DILRX Dfa InternationalPairCorr
  0.92DISVX Dfa International SmallPairCorr
  0.91DISMX Dfa InternationalPairCorr
  0.77DMNBX Dfa Mn MunicipalPairCorr
  0.71DMREX Dfa Municipal RealPairCorr
  0.8DNYMX Dfa Ny MunicipalPairCorr
  0.92DREIX World Core EquityPairCorr
  0.92DRIIX Dimensional 2045 TargetPairCorr
  0.93DRIHX Dimensional 2040 TargetPairCorr
  0.92DRIGX Dimensional 2035 TargetPairCorr
  0.89DRIWX Dimensional 2030 TargetPairCorr
  0.86DRIUX Dimensional 2025 TargetPairCorr
  0.89DRIRX Dimensional 2020 TargetPairCorr
  0.91DRIQX Dimensional 2015 TargetPairCorr
  0.92DRILX Dimensional 2060 TargetPairCorr
  0.92DRIJX Dimensional 2050 TargetPairCorr
  0.9DAADX Dfa Emerging MarketsPairCorr
  0.88DAABX Dfa SustainabilityPairCorr
  0.93DSCLX Dfa International SocialPairCorr
  0.9DSCGX Dfa SmallPairCorr
  0.92DSHGX Dfa Selectively HedgedPairCorr
  0.67DSSMX Dfa Selective StatePairCorr
  0.85DTCPX Dfa Targeted CreditPairCorr
  0.92DTDRX Dimensional 2065 TargetPairCorr
  0.74DCARX Dfa California MunicipalPairCorr
  0.61DCIBX Dfa Ca IntPairCorr
  0.65DCMSX Dfa Commodity StrategyPairCorr
  0.91DURPX Us High RelativePairCorr
  0.9DUSQX Us Lg CapPairCorr
  0.91DUSLX Dfa LargePairCorr
  0.91DEMSX Emerging Markets SmallPairCorr
  0.91DEMGX Emerging Markets TargetedPairCorr
  0.92DESIX Emerging Markets SusPairCorr
  0.94DFALX Large Cap InternationalPairCorr
  0.8DFAIX Dfa Short DurationPairCorr
  0.82DFABX Dfa Investment DimensionsPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Global Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Dfa Global's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

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