Vanguard Target Correlations

VFORX Fund

USD 50.99 0.17 0.33%

The current 90-days correlation between Vanguard Target Reti and Long Term Government Fund is 0.3 (i.e., Weak diversification). The correlation of Vanguard Target 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 Target Correlation With Market

Very poor diversification

The correlation between Vanguard Target Retirement and DJI is 0.84 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Target Retirement 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 Target Retirement. 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 real.

Moving together with VANGUARD Mutual Fund

0.78	VMNVX	Vanguard Global Minimum	Pair Corr
0.94	VMMSX	Vanguard Emerging Markets	Pair Corr
0.63	VMVAX	Vanguard Mid Cap	Pair Corr
0.68	VMVIX	Vanguard Mid Cap	Pair Corr
0.8	VNJTX	Vanguard New Jersey	Pair Corr
0.81	VOHIX	Vanguard Ohio Long	Pair Corr
0.94	VPACX	Vanguard Pacific Stock	Pair Corr
0.87	VPMAX	Vanguard Primecap	Pair Corr
0.94	VAGVX	Vanguard Advice Select	Pair Corr
0.62	VAIPX	Vanguard Inflation	Pair Corr
0.99	VSCGX	Vanguard Lifestrategy	Pair Corr
0.71	VSCSX	Vanguard Short Term	Pair Corr
1.0	VASGX	Vanguard Lifestrategy	Pair Corr
0.94	VASIX	Vanguard Lifestrategy	Pair Corr
1.0	VSMGX	Vanguard Lifestrategy	Pair Corr
0.98	VSMPX	Vanguard Total Stock	Pair Corr
0.92	VSPVX	Vanguard Sp 500	Pair Corr
0.89	VSTSX	Vanguard Total Stock	Pair Corr
0.99	VBAIX	Vanguard Balanced Index	Pair Corr
0.63	VBILX	Vanguard Intermediate-ter	Pair Corr
0.65	VBITX	Vanguard Short Term	Pair Corr
0.98	VTCIX	Vanguard Tax Managed	Pair Corr
1.0	VTHRX	Vanguard Target Reti	Pair Corr

Related Correlations Analysis

	PGOVX	FISAX	PYUSX	TWAVX	FICMX	BIGBX	FHNFX	RFBAX
PGOVX		0.29	0.57	0.52	0.89	0.62	0.73	0.56	PGOVX
FISAX	0.29		0.91	0.9	0.66	0.85	0.72	0.82	FISAX
PYUSX	0.57	0.91		0.94	0.84	0.94	0.87	0.88	PYUSX
TWAVX	0.52	0.9	0.94		0.83	0.89	0.84	0.87	TWAVX
FICMX	0.89	0.66	0.84	0.83		0.85	0.87	0.82	FICMX
BIGBX	0.62	0.85	0.94	0.89	0.85		0.87	0.83	BIGBX
FHNFX	0.73	0.72	0.87	0.84	0.87	0.87		0.77	FHNFX
RFBAX	0.56	0.82	0.88	0.87	0.82	0.83	0.77		RFBAX
	PGOVX	FISAX	PYUSX	TWAVX	FICMX	BIGBX	FHNFX	RFBAX

Risk-Adjusted Indicators

There is a big difference between VANGUARD Mutual Fund performing well and Vanguard Target 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 Target'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
PGOVX	0.42	0.02	(0.08)	0.15	0.46	(0.46)	0.95	(0.98)	2.55
FISAX	0.05	0.00	(0.50)	(1.34)	0.00	(0.22)	0.13	(0.13)	0.53
PYUSX	0.09	0.01	(0.51)	0.41	0.00	(0.16)	0.21	(0.11)	0.53
TWAVX	0.06	0.00	(0.59)	(0.02)	0.00	(0.13)	0.11	(0.11)	0.44
FICMX	0.20	0.02	(0.21)	0.28	0.12	(0.24)	0.34	(0.33)	1.21
BIGBX	0.10	0.01	(0.41)	(0.53)	0.00	(0.19)	0.30	(0.20)	0.70
FHNFX	0.17	0.02	(0.23)	(1.09)	0.04	(0.22)	0.43	(0.32)	0.98
RFBAX	0.08	0.00	(0.37)	(0.16)	0.00	(0.21)	0.19	(0.19)	0.58

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Vanguard Target Correlations

Vanguard Target Correlation With Market

Very poor diversification

Moving together with VANGUARD Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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