Vanguard Consumer Correlations

VCSAX Fund

USD 106.39 0.11 0.10%

The current 90-days correlation between Vanguard Sumer Staples and Ab Municipal Bond is 0.05 (i.e., Significant diversification). The correlation of Vanguard Consumer 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.

Vanguard Consumer Correlation With Market

Modest diversification

The correlation between Vanguard Sumer Staples and DJI is 0.25 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Sumer Staples and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Sumer Staples. 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 nation.

Moving together with Vanguard Mutual Fund

0.84	VMIAX	Vanguard Materials Index	Pair Corr
0.7	VRTPX	Vanguard Reit Ii	Pair Corr

Moving against Vanguard Mutual Fund

0.64	VMMSX	Vanguard Emerging Markets	Pair Corr
0.6	VNJUX	Vanguard New Jersey	Pair Corr
0.6	VNJTX	Vanguard New Jersey	Pair Corr
0.59	VOHIX	Vanguard Ohio Long	Pair Corr
0.58	VNYTX	Vanguard New York	Pair Corr
0.58	VNYUX	Vanguard New York	Pair Corr
0.5	VMNIX	Vanguard Market Neutral	Pair Corr
0.5	VMNFX	Vanguard Market Neutral	Pair Corr
0.44	VMSIX	Vanguard Multi Sector	Pair Corr
0.4	VMLTX	Vanguard Limited Term	Pair Corr
0.39	VMLUX	Vanguard Limited Term	Pair Corr
0.32	VMVLX	Vanguard Mega Cap	Pair Corr
0.65	VPMCX	Vanguard Primecap	Pair Corr
0.65	VPMAX	Vanguard Primecap	Pair Corr
0.61	VPCCX	Vanguard Primecap	Pair Corr
0.6	VPALX	Vanguard Pennsylvania	Pair Corr
0.6	VPAIX	Vanguard Pennsylvania	Pair Corr
0.55	VQNPX	Vanguard Growth And	Pair Corr
0.51	VPADX	Vanguard Pacific Stock	Pair Corr
0.5	VPACX	Vanguard Pacific Stock	Pair Corr
0.5	VPKIX	Vanguard Pacific Stock	Pair Corr
0.49	VAGVX	Vanguard Advice Select	Pair Corr
0.45	VSCGX	Vanguard Lifestrategy	Pair Corr
0.49	VSBIX	Vanguard Short Term	Pair Corr
0.48	VASGX	Vanguard Lifestrategy	Pair Corr
0.47	VSBSX	Vanguard Short Term	Pair Corr
0.47	VSMGX	Vanguard Lifestrategy	Pair Corr
0.45	VASIX	Vanguard Lifestrategy	Pair Corr
0.43	VSGDX	Vanguard Short Term	Pair Corr

Related Correlations Analysis

	AUNCX	SLFYX	BORAX	QMHIX	LFTAX	WAFAX	QCILIX
AUNCX		0.56	0.56	0.85	0.84	0.54	0.44	AUNCX
SLFYX	0.56		0.26	0.64	0.81	0.32	0.44	SLFYX
BORAX	0.56	0.26		0.19	0.41	0.98	0.91	BORAX
QMHIX	0.85	0.64	0.19		0.85	0.21	0.15	QMHIX
LFTAX	0.84	0.81	0.41	0.85		0.43	0.39	LFTAX
WAFAX	0.54	0.32	0.98	0.21	0.43		0.94	WAFAX
QCILIX	0.44	0.44	0.91	0.15	0.39	0.94		QCILIX
	AUNCX	SLFYX	BORAX	QMHIX	LFTAX	WAFAX	QCILIX

Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Consumer 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 Vanguard Consumer'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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
AUNCX	0.08	0.01	(0.31)	0.66	0.00	(0.15)	0.28	(0.09)	0.56
SLFYX	0.20	0.03	(0.05)	0.94	0.00	(0.26)	0.49	(0.36)	0.98
BORAX	0.14	0.00	(0.19)	0.06	0.13	(0.16)	0.20	(0.27)	0.93
QMHIX	0.63	0.11	0.08	0.40	0.84	(0.65)	1.22	(1.31)	4.57
LFTAX	0.36	0.10	0.10	1.49	0.26	(0.41)	0.76	(0.66)	2.76
WAFAX	0.14	0.00	(0.21)	0.02	0.12	(0.19)	0.32	(0.31)	0.84
QCILIX	0.10	0.00	(0.34)	(0.02)	0.08	(0.10)	0.18	(0.15)	0.62

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