Dfa International Correlations

Mutual Funds . USA . 
Fund . Dfa International Social
DSCLX Fund  USD 17.32  0.04  0.23%   
The current 90-days correlation between Dfa International Social and Intal High Relative is 0.92 (i.e., Almost no diversification). The correlation of Dfa International 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 International Correlation With Market

Very weak diversification

The correlation between Dfa International Social and DJI is 0.47 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa International Social 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 International Social. 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 bureau of economic analysis.

Moving together with Dfa Mutual Fund

  0.73DIHRX Intal High RelativePairCorr
  0.98DILRX Dfa InternationalPairCorr
  0.99DISVX Dfa International SmallPairCorr
  1.0DISMX Dfa InternationalPairCorr
  0.95DMNBX Dfa Mn MunicipalPairCorr
  0.88DMREX Dfa Municipal RealPairCorr
  0.96DNYMX Dfa Ny MunicipalPairCorr
  0.92DOGMX Dfa Oregon MunicipalPairCorr
  0.98DREIX World Core EquityPairCorr
  0.98DRIIX Dimensional 2045 TargetPairCorr
  0.98DRIHX Dimensional 2040 TargetPairCorr
  0.97DRIGX Dimensional 2035 TargetPairCorr
  0.93DRIUX Dimensional 2025 TargetPairCorr
  0.94DRIRX Dimensional 2020 TargetPairCorr
  0.95DRIQX Dimensional 2015 TargetPairCorr
  0.98DRILX Dimensional 2060 TargetPairCorr
  0.98DRIKX Dimensional 2055 TargetPairCorr
  0.98DRIJX Dimensional 2050 TargetPairCorr
  0.98DAADX Dfa Emerging MarketsPairCorr
  0.94DAABX Dfa SustainabilityPairCorr
  0.95DSCGX Dfa SmallPairCorr
  0.72DSFIX Dfa Social FixedPairCorr
  0.98DSHGX Dfa Selectively HedgedPairCorr
  0.92DSSMX Dfa Selective StatePairCorr
  0.95DTCPX Dfa Targeted CreditPairCorr
  0.98DTDRX Dimensional 2065 TargetPairCorr
  0.91DCARX Dfa California MunicipalPairCorr
  0.92DCIBX Dfa Ca IntPairCorr
  0.97DURPX Us High RelativePairCorr
  0.97DUSQX Us Lg CapPairCorr
  0.98DUSLX Dfa LargePairCorr
  0.98DEMSX Emerging Markets SmallPairCorr
  0.97DEMGX Emerging Markets TargetedPairCorr
  0.98DESIX Emerging Markets SusPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa International 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 International'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.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
DIHRX  0.52  0.08  0.01  0.34  0.43 
(0.59)
 1.24 
(1.03)
 2.73 
DILRX  0.53  0.10  0.03  0.40  0.42 
(0.56)
 1.30 
(1.06)
 3.22 
DIPSX  0.21  0.02 (0.32) 1.66  0.21 
(0.23)
 0.37 
(0.46)
 1.28 
DISVX  0.48  0.21  0.17  1.36  0.00 
(0.58)
 1.10 
(0.93)
 2.73 
DISMX  0.50  0.21  0.18  1.01  0.00 
(0.61)
 1.22 
(0.78)
 3.09 
DMNBX  0.04  0.00  0.00  0.00  0.00 
 0.00 
 0.10 
 0.00 
 0.21 
DMREX  0.05  0.01 (1.02)(4.32) 0.00 
(0.10)
 0.09 
(0.09)
 0.37 
DNYMX  0.04  0.01  0.00  1.96  0.00 
 0.00 
 0.10 
 0.00 
 0.20 
DOGMX  0.09  0.02 (0.76)(5.06) 0.00 
(0.13)
 0.21 
(0.10)
 0.63 
DREIX  0.51  0.13  0.13  0.32  0.31 
(0.60)
 1.63 
(1.23)
 3.66 

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