Vanguard Value Correlations

VTV Etf

USD 186.16 1.19 0.64%

The current 90-days correlation between Vanguard Value Index and Vanguard Mid Cap Index is 0.88 (i.e., Very poor 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

Very poor diversification

The correlation between Vanguard Value Index 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 Value Index and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Vanguard Etf

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 etf could be closely tied with the direction of predictive economic indicators such as signals in manufacturing.

Moving together with Vanguard Etf

0.97	VYM	Vanguard High Dividend Sell-off Trend	Pair Corr
0.98	IWD	iShares Russell 1000	Pair Corr
0.99	DGRO	iShares Core Dividend	Pair Corr
0.94	IVE	iShares SP 500	Pair Corr
0.87	DVY	iShares Select Dividend	Pair Corr
0.94	SPYV	SPDR Portfolio SP	Pair Corr
0.95	IUSV	iShares Core SP	Pair Corr
0.83	WGMI	Valkyrie Bitcoin Miners	Pair Corr
0.75	PGX	Invesco Preferred ETF	Pair Corr
0.91	JOET	Virtus ETF Trust	Pair Corr
0.85	IXJ	iShares Global Healthcare	Pair Corr
0.78	MKOR	Matthews International	Pair Corr
0.81	FLGV	Franklin Liberty Treasury	Pair Corr
0.83	BME	BlackRock Health Sciences	Pair Corr
0.84	MFEM	PIMCO RAFI Dynamic	Pair Corr
0.87	ISRA	VanEck Israel ETF	Pair Corr
0.86	GENT	Spinnaker ETF Series	Pair Corr
0.89	EMLC	VanEck JP Morgan	Pair Corr
0.69	SRET	Global X SuperDividend	Pair Corr
0.92	DWAS	Invesco DWA SmallCap	Pair Corr
0.86	MGOV	First Trust Exchange	Pair Corr
0.8	SMH	VanEck Semiconductor ETF	Pair Corr
0.7	QMOM	Alpha Architect Quan	Pair Corr
0.86	LEGR	First Trust Indxx	Pair Corr
0.86	VHT	Vanguard Health Care	Pair Corr
0.93	XJUN	First Trust Exchange	Pair Corr
0.78	AVEE	American Century ETF	Pair Corr
0.85	YMAG	YieldMax Magnificent	Pair Corr
0.91	UDEC	Innovator SP 500	Pair Corr
0.81	FLJH	Franklin FTSE Japan	Pair Corr
0.87	KCSH	KraneShares Trust	Pair Corr
0.92	JANW	AIM ETF Products	Pair Corr
0.78	UCC	ProShares Ultra Consumer	Pair Corr

Moving against Vanguard Etf

0.86

VIXY

ProShares VIX Short Low Volatility

Pair Corr

Related Correlations Analysis

	VO	VMCPX	VIMAX	VMCIX	VB	VSCIX	VTMGX	VTMNX	VEA	VIG
VO		1.0	1.0	1.0	0.92	0.92	0.81	0.72	0.8	0.87	VO
VMCPX	1.0		1.0	1.0	0.92	0.92	0.8	0.72	0.8	0.87	VMCPX
VIMAX	1.0	1.0		1.0	0.92	0.92	0.8	0.72	0.8	0.87	VIMAX
VMCIX	1.0	1.0	1.0		0.92	0.92	0.8	0.72	0.8	0.87	VMCIX
VB	0.92	0.92	0.92	0.92		1.0	0.81	0.74	0.8	0.88	VB
VSCIX	0.92	0.92	0.92	0.92	1.0		0.8	0.74	0.8	0.88	VSCIX
VTMGX	0.81	0.8	0.8	0.8	0.81	0.8		0.94	1.0	0.96	VTMGX
VTMNX	0.72	0.72	0.72	0.72	0.74	0.74	0.94		0.94	0.92	VTMNX
VEA	0.8	0.8	0.8	0.8	0.8	0.8	1.0	0.94		0.96	VEA
VIG	0.87	0.87	0.87	0.87	0.88	0.88	0.96	0.92	0.96		VIG
	VO	VMCPX	VIMAX	VMCIX	VB	VSCIX	VTMGX	VTMNX	VEA	VIG

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Vanguard Value Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Value ETF 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.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
VO	0.52	(0.07)	(0.11)	0.01	0.66	(0.54)	1.16	(0.96)	4.22
VMCPX	0.52	(0.07)	(0.11)	0.01	0.66	(0.52)	1.14	(0.99)	4.16
VIMAX	0.52	(0.07)	(0.11)	0.01	0.66	(0.52)	1.14	(0.99)	4.16
VMCIX	0.52	(0.07)	(0.11)	0.01	0.66	(0.52)	1.15	(1.00)	4.17
VB	0.75	(0.05)	(0.02)	0.04	0.83	(0.79)	1.95	(1.30)	5.98
VSCIX	0.76	(0.05)	(0.02)	0.04	0.83	(0.85)	1.94	(1.29)	6.04
VTMGX	0.53	0.02	0.00	0.10	0.66	(0.54)	1.05	(0.92)	3.77
VTMNX	0.54	0.11	0.02	(1.02)	0.64	(0.55)	1.05	(0.97)	3.71
VEA	0.52	0.02	(0.01)	0.11	0.57	(0.54)	1.05	(0.90)	3.52
VIG	0.40	0.00	(0.04)	0.08	0.41	(0.43)	0.93	(0.61)	3.09

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