Vanguard Value Correlations

Mutual Funds . USA . 
Fund . Vanguard Value Index
VIVAX Fund  USD 69.34  0.06  0.09%   
The current 90-days correlation between Vanguard Value Index and Intermediate Term Tax Free Bond is 0.25 (i.e., Modest diversification). The correlation of Vanguard Value 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 Value Correlation With Market

Almost no diversification

The correlation between Vanguard Value Index and DJI is 0.92 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Value Index 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 Value Index. 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

  0.98VMIAX Vanguard Materials IndexPairCorr
  0.96VMLUX Vanguard Limited TermPairCorr
  0.97VMLTX Vanguard Limited TermPairCorr
  0.92VMNVX Vanguard Global MinimumPairCorr
  0.97VMMSX Vanguard Emerging MarketsPairCorr
  0.61VMNIX Vanguard Market Neutral Potential GrowthPairCorr
  0.61VMNFX Vanguard Market Neutral Potential GrowthPairCorr
  0.97VMSIX Vanguard Multi SectorPairCorr
  0.98VMVAX Vanguard Mid CapPairCorr
  0.98VMVIX Vanguard Mid CapPairCorr
  0.92VMVFX Vanguard Global MinimumPairCorr
  1.0VMVLX Vanguard Mega CapPairCorr
  0.63VOHIX Vanguard Ohio LongPairCorr
  0.95VPADX Vanguard Pacific StockPairCorr
  0.95VPACX Vanguard Pacific StockPairCorr
  0.99VPCCX Vanguard PrimecapPairCorr
  0.95VPKIX Vanguard Pacific StockPairCorr
  0.98VPMCX Vanguard PrimecapPairCorr
  0.98VPMAX Vanguard PrimecapPairCorr
  0.98NAESX Vanguard Small CapPairCorr
  0.98VQNPX Vanguard Growth AndPairCorr
  0.87VRTPX Vanguard Reit IiPairCorr
  0.95VADGX Vanguard Advice SelectPairCorr
  0.99VAGVX Vanguard Advice SelectPairCorr
  0.9VAIGX Vanguard Advice SelectPairCorr
  0.68VAIPX Vanguard Inflation-protecPairCorr
  0.98VSCIX Vanguard Small CapPairCorr
  0.98VSCGX Vanguard LifestrategyPairCorr
  0.98VSCPX Vanguard Small CapPairCorr
  0.91VSCSX Vanguard Short TermPairCorr
  0.74VSBIX Vanguard Short TermPairCorr
  0.74VSBSX Vanguard Short TermPairCorr
  0.96VSEMX Vanguard Extended MarketPairCorr
  0.98VSEQX Vanguard Strategic EquityPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Value 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 Value'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.

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