Vanguard Total Correlations

Mutual Funds . USA . 
Fund . Vanguard Total World
VTWAX Fund  USD 49.23  0.14  0.28%   
The current 90-days correlation between Vanguard Total World and Vanguard Total World is 1.0 (i.e., No risk reduction). The correlation of Vanguard Total 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 Total Correlation With Market

Very poor diversification

The correlation between Vanguard Total World and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Total World 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 Total World. 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

  0.88VMLUX Vanguard Limited TermPairCorr
  0.88VMLTX Vanguard Limited TermPairCorr
  0.89VMNVX Vanguard Global MinimumPairCorr
  0.99VMMSX Vanguard Emerging MarketsPairCorr
  0.61VMNIX Vanguard Market NeutralPairCorr
  0.61VMNFX Vanguard Market NeutralPairCorr
  0.95VMSIX Vanguard Multi SectorPairCorr
  0.85VMVAX Vanguard Mid CapPairCorr
  0.9VMVIX Vanguard Mid CapPairCorr
  0.89VMVFX Vanguard Global MinimumPairCorr
  0.97VMVLX Vanguard Mega CapPairCorr
  0.74VNJUX Vanguard New JerseyPairCorr
  0.92VNJTX Vanguard New JerseyPairCorr
  0.92VNYTX Vanguard New YorkPairCorr
  0.92VNYUX Vanguard New YorkPairCorr
  0.92VOHIX Vanguard Ohio LongPairCorr
  0.95VPADX Vanguard Pacific StockPairCorr
  0.78VPACX Vanguard Pacific StockPairCorr
  0.97VPCCX Vanguard PrimecapPairCorr
  0.92VPALX Vanguard PennsylvaniaPairCorr
  0.92VPAIX Vanguard PennsylvaniaPairCorr
  0.95VPKIX Vanguard Pacific StockPairCorr
  0.97VPMCX Vanguard PrimecapPairCorr
  0.97VPMAX Vanguard PrimecapPairCorr
  0.92NAESX Vanguard Small CapPairCorr
  0.94VQNPX Vanguard Growth AndPairCorr
  0.68VADGX Vanguard Advice SelectPairCorr
  0.97VAGVX Vanguard Advice SelectPairCorr
  0.85VAIGX Vanguard Advice SelectPairCorr
  0.85VAIPX Vanguard InflationPairCorr
  0.92VSCIX Vanguard Small CapPairCorr
  0.98VSCGX Vanguard LifestrategyPairCorr
  0.92VSCPX Vanguard Small CapPairCorr
  0.91VSCSX Vanguard Short TermPairCorr
  0.9VSBIX Vanguard Short TermPairCorr
  0.71VSBSX Vanguard Short TermPairCorr
  0.93VSEQX Vanguard Strategic EquityPairCorr
  1.0VASGX Vanguard LifestrategyPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Total 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 Total'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
VT  0.48  0.03  0.03  0.11  0.52 
(0.53)
 1.20 
(0.65)
 4.29 
VFWAX  0.55  0.04  0.03  0.13  0.60 
(0.57)
 1.37 
(0.92)
 4.30 
VEU  0.56  0.04  0.03  0.12  0.59 
(0.61)
 1.23 
(0.90)
 4.26 
VV  0.50  0.03  0.02  0.11  0.56 
(0.59)
 1.08 
(0.70)
 4.31 
VLCAX  0.49  0.03  0.03  0.11  0.54 
(0.53)
 1.10 
(0.66)
 4.19 
IWM  0.90  0.04  0.09  0.10  0.86 
(1.05)
 2.49 
(1.38)
 6.92 
RSP  0.53 (0.02)(0.03) 0.06  0.55 
(0.63)
 1.27 
(0.92)
 4.21 
SCHD  0.52 (0.04)(0.10) 0.02  0.60 
(0.56)
 1.09 
(0.87)
 3.24 
EFA  0.60  0.02  0.01  0.10  0.63 
(0.64)
 1.22 
(1.07)
 4.33 
VHYAX  0.45  0.01 (0.01) 0.09  0.46 
(0.51)
 1.13 
(0.90)
 3.56 

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