Vanguard Small Correlations

Etfs . USA . 
Etf . Vanguard Small Cap Index
VB Etf  USD 249.81  0.55  0.22%   
The current 90-days correlation between Vanguard Small Cap and Vanguard Small Cap Index is 1.0 (i.e., No risk reduction). The correlation of Vanguard Small 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.

Vanguard Small Correlation With Market

Very poor diversification

The correlation between Vanguard Small Cap Index and DJI is 0.82 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Small Cap Index and DJI in the same portfolio, assuming nothing else is changed.
  
Build AI portfolio with Vanguard Etf
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Small Cap Index. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics.

Moving together with Vanguard Etf

  0.96IJR iShares Core SP Sell-off TrendPairCorr
  0.89IWM iShares Russell 2000PairCorr
  0.89VRTIX Vanguard Russell 2000PairCorr
  0.88VTWO Vanguard Russell 2000PairCorr
  0.82FNDA Schwab Fundamental SmallPairCorr
  0.96SPSM SPDR Portfolio SP Sell-off TrendPairCorr
  0.93DFAS Dimensional Small CapPairCorr
  0.96VIOO Vanguard SP SmallPairCorr
  0.98PRFZ Invesco FTSE RAFIPairCorr
  0.62SGDJ Sprott Junior GoldPairCorr
  0.62YFYA Listed Funds TrustPairCorr
  0.67RVNU Xtrackers MunicipalPairCorr
  0.66GE GE AerospacePairCorr

Moving against Vanguard Etf

  0.81VIXY ProShares VIX ShortPairCorr
  0.42VZ Verizon Communications Aggressive PushPairCorr
  0.34MCD McDonaldsPairCorr

Related Correlations Analysis


Vanguard Small Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Small ETF 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 Vanguard Small'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
VSCIX  0.73 (0.07)(0.05) 0.01  0.96 
(0.73)
 1.50 
(1.34)
 6.04 
VO  0.53 (0.06)(0.08) 0.00  0.74 
(0.51)
 1.07 
(1.00)
 4.22 
VIMAX  0.52 (0.06)(0.08) 0.00  0.76 
(0.49)
 1.11 
(1.00)
 4.16 
VMCPX  0.52 (0.06)(0.08) 0.00  0.74 
(0.49)
 1.12 
(1.00)
 4.16 
VMCIX  0.52 (0.06)(0.08) 0.00  0.76 
(0.49)
 1.12 
(1.00)
 4.17 
VTV  0.42  0.01 (0.02) 0.08  0.46 
(0.45)
 0.86 
(0.80)
 3.11 
IEFA  0.53  0.00 (0.03) 0.06  0.61 
(0.54)
 1.04 
(1.00)
 3.47 
VDADX  0.41  0.00 (0.03) 0.06  0.47 
(0.47)
 0.91 
(0.80)
 3.14 
VGT  0.92  0.03  0.03  0.09  1.32 
(0.89)
 1.77 
(1.96)
 5.85 
VIG  0.41  0.00 (0.03) 0.07  0.46 
(0.43)
 0.88 
(0.74)
 3.09 

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