Vanguard Inflation Correlations
| VIPIX Fund | USD 9.47 0.01 0.11% |
The current 90-days correlation between Vanguard Inflation and Voya Government Money is -0.16 (i.e., Good diversification). The correlation of Vanguard Inflation 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 Inflation Correlation With Market
Significant diversification
The correlation between Vanguard Inflation Protected S and DJI is 0.09 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Inflation Protected S and DJI in the same portfolio, assuming nothing else is changed.
Vanguard |
Moving together with Vanguard Mutual Fund
| 0.64 | VMIAX | Vanguard Materials Index | PairCorr |
| 0.73 | VMLUX | Vanguard Limited Term | PairCorr |
| 0.72 | VMLTX | Vanguard Limited Term | PairCorr |
| 0.63 | VMMSX | Vanguard Emerging Markets | PairCorr |
| 0.78 | VMSIX | Vanguard Multi Sector | PairCorr |
| 0.62 | VMVAX | Vanguard Mid Cap | PairCorr |
| 0.62 | VMVIX | Vanguard Mid Cap | PairCorr |
| 0.69 | VMVLX | Vanguard Mega Cap | PairCorr |
| 0.66 | VPADX | Vanguard Pacific Stock | PairCorr |
| 0.66 | VPACX | Vanguard Pacific Stock | PairCorr |
| 0.67 | VPCCX | Vanguard Primecap | PairCorr |
| 0.66 | VPKIX | Vanguard Pacific Stock | PairCorr |
| 0.65 | VPMCX | Vanguard Primecap | PairCorr |
| 0.65 | VPMAX | Vanguard Primecap | PairCorr |
| 0.62 | VQNPX | Vanguard Growth And | PairCorr |
| 0.62 | VRTPX | Vanguard Reit Ii | PairCorr |
| 0.63 | VAGVX | Vanguard Advice Select | PairCorr |
| 1.0 | VAIPX | Vanguard Inflation-protec | PairCorr |
| 0.68 | VSCGX | Vanguard Lifestrategy | PairCorr |
| 0.85 | VSCSX | Vanguard Short Term | PairCorr |
| 0.92 | VSBIX | Vanguard Short Term | PairCorr |
| 0.88 | VSBSX | Vanguard Short Term | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard Inflation 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 Inflation'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| IVMXX | 0.03 | 0.01 | 0.00 | 4.42 | 0.00 | 0.00 | 1.01 | |||
| NSIOX | 0.18 | 0.02 | (0.41) | (0.26) | 0.15 | 0.42 | 1.58 | |||
| PMTXX | 0.03 | 0.00 | 0.00 | 2.04 | 0.00 | 0.00 | 1.01 | |||
| FMFXX | 0.03 | 0.01 | 0.00 | 4.42 | 0.00 | 0.00 | 1.01 | |||
| SMAAX | 0.11 | 0.04 | (0.50) | (4.33) | 0.00 | 0.30 | 0.92 | |||
| STSEX | 0.57 | 0.07 | 0.04 | 0.22 | 0.45 | 1.60 | 3.33 | |||
| ABIMX | 0.21 | 0.01 | (0.39) | (0.09) | 0.21 | 0.53 | 1.95 | |||
| PBMXX | 0.03 | 0.01 | 0.00 | 4.42 | 0.00 | 0.00 | 1.01 |