Vanguard European Correlations
VESIX Fund | USD 41.92 0.08 0.19% |
The correlation of Vanguard European 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 |
Moving together with Vanguard Mutual Fund
0.8 | VMIAX | Vanguard Materials Index | PairCorr |
0.8 | VMLUX | Vanguard Limited Term | PairCorr |
0.8 | VMLTX | Vanguard Limited Term | PairCorr |
0.84 | VMNVX | Vanguard Global Minimum | PairCorr |
0.8 | VMMSX | Vanguard Emerging Markets | PairCorr |
0.7 | VMNIX | Vanguard Market Neutral Potential Growth | PairCorr |
0.7 | VMNFX | Vanguard Market Neutral Potential Growth | PairCorr |
0.91 | VMSIX | Vanguard Multi Sector | PairCorr |
0.79 | VMVAX | Vanguard Mid Cap | PairCorr |
0.79 | VMVIX | Vanguard Mid Cap | PairCorr |
0.96 | VMVFX | Vanguard Global Minimum | PairCorr |
0.8 | VMVLX | Vanguard Mega Cap | PairCorr |
0.96 | VPACX | Vanguard Pacific Stock | PairCorr |
0.71 | VPKIX | Vanguard Pacific Stock | PairCorr |
0.81 | VPMCX | Vanguard Primecap | PairCorr |
0.95 | VPMAX | Vanguard Primecap | PairCorr |
0.79 | NAESX | Vanguard Small Cap | PairCorr |
0.82 | VQNPX | Vanguard Growth And | PairCorr |
0.78 | VRTPX | Vanguard Reit Ii | PairCorr |
0.82 | VADGX | Vanguard Advice Select | PairCorr |
0.83 | VAGVX | Vanguard Advice Select | PairCorr |
0.74 | VAIGX | Vanguard Advice Select | PairCorr |
0.8 | VSCIX | Vanguard Small Cap | PairCorr |
0.82 | VSCGX | Vanguard Lifestrategy | PairCorr |
0.8 | VSCPX | Vanguard Small Cap | PairCorr |
0.71 | VSCSX | Vanguard Short Term | PairCorr |
0.84 | VSEMX | Vanguard Extended Market | PairCorr |
0.94 | VSEQX | Vanguard Strategic Equity | PairCorr |
0.83 | VASGX | Vanguard Lifestrategy | PairCorr |
0.81 | VSGAX | Vanguard Small Cap | PairCorr |
0.79 | VASIX | Vanguard Lifestrategy | PairCorr |
Related Correlations Analysis
0.69 | 0.58 | 0.99 | 0.59 | VYRPX | ||
0.69 | 0.96 | 0.69 | 0.98 | VDSCX | ||
0.58 | 0.96 | 0.57 | 0.96 | QDARX | ||
0.99 | 0.69 | 0.57 | 0.6 | ELDFX | ||
0.59 | 0.98 | 0.96 | 0.6 | HIIDX | ||
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Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard European 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 European'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VYRPX | 0.21 | 0.06 | (0.16) | 0.43 | 0.00 | 0.58 | 1.64 | |||
VDSCX | 0.66 | 0.14 | 0.14 | 0.29 | 0.54 | 2.05 | 4.77 | |||
QDARX | 0.07 | 0.03 | (0.84) | 1.62 | 0.00 | 0.16 | 0.56 | |||
ELDFX | 0.31 | 0.13 | 0.10 | 0.51 | 0.00 | 1.10 | 2.22 | |||
HIIDX | 0.48 | 0.15 | 0.11 | 0.50 | 0.26 | 1.21 | 3.13 |