Us Small Correlations

DFSTX Fund

USD 55.82 0.03 0.05%

The current 90-days correlation between Us Small Cap and Lazard Emerging Markets is 0.36 (i.e., Weak diversification). The correlation of Us Small 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.

Us Small Correlation With Market

Poor diversification

The correlation between Us Small Cap and DJI is 0.68 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Us Small Cap and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Us Small Cap. 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 producer price index.

Moving together with DFSTX Mutual Fund

0.74	DIHRX	Intal High Relative	Pair Corr
0.87	DILRX	Dfa International	Pair Corr
0.89	DISVX	Dfa International Small	Pair Corr
0.89	DOGMX	Dfa Oregon Municipal	Pair Corr
0.93	DSCGX	Dfa Small	Pair Corr
0.77	DCMSX	Dfa Commodity Strategy	Pair Corr
0.77	DURPX	Us High Relative	Pair Corr
0.84	DUSQX	Us Lg Cap	Pair Corr
0.76	DESIX	Emerging Markets Sus	Pair Corr
0.8	DFEVX	Emerging Markets Value	Pair Corr
0.81	DFELX	Enhanced Large Pany	Pair Corr
0.9	DFFVX	Us Targeted Value	Pair Corr
0.87	DFIVX	Dfa International Value	Pair Corr
0.91	DFISX	International Small Pany	Pair Corr
0.88	DFLVX	Us Large Cap	Pair Corr
0.9	DFSVX	Us Small Cap	Pair Corr
0.98	DFVEX	Us Vector Equity	Pair Corr
0.81	DFUSX	Us Large Pany	Pair Corr
0.91	DFUKX	United Kingdom Small	Pair Corr
0.93	TDIFX	Dimensional Retirement	Pair Corr
0.92	VSMAX	Vanguard Small Cap	Pair Corr
0.92	VSCIX	Vanguard Small Cap	Pair Corr
0.92	VSCPX	Vanguard Small Cap	Pair Corr
0.92	NAESX	Vanguard Small Cap	Pair Corr
0.92	FSSNX	Fidelity Small Cap	Pair Corr
0.92	FTHSX	Fuller Thaler Behavioral	Pair Corr
0.92	FTHNX	Fuller Thaler Behavioral	Pair Corr
0.86	PASVX	T Rowe Price	Pair Corr
0.86	PRVIX	T Rowe Price	Pair Corr
0.68	PFN	Pimco Income Strategy	Pair Corr
0.71	CIF	Mfs Intermediate High	Pair Corr

Moving against DFSTX Mutual Fund

0.7	XNBHX	Neuberger Berman Int	Pair Corr
0.59	XDSMX	Dreyfus Strategic	Pair Corr
0.56	XNXJX	Nuveen New Jersey	Pair Corr
0.46	NXJ	Nuveen New Jersey	Pair Corr

Related Correlations Analysis

	DFSVX	TEPLX	TWCGX	OTCIX	VAFIX	DFFVX	FSPTX	LZOEX	DFISX	RLEMX
DFSVX		0.77	0.7	0.87	0.03	1.0	0.57	0.87	0.94	0.87	DFSVX
TEPLX	0.77		0.78	0.73	0.37	0.78	0.75	0.86	0.86	0.86	TEPLX
TWCGX	0.7	0.78		0.8	0.19	0.72	0.51	0.69	0.8	0.69	TWCGX
OTCIX	0.87	0.73	0.8		0.11	0.88	0.56	0.73	0.85	0.73	OTCIX
VAFIX	0.03	0.37	0.19	0.11		0.04	0.19	0.07	0.11	0.07	VAFIX
DFFVX	1.0	0.78	0.72	0.88	0.04		0.57	0.87	0.95	0.88	DFFVX
FSPTX	0.57	0.75	0.51	0.56	0.19	0.57		0.61	0.62	0.61	FSPTX
LZOEX	0.87	0.86	0.69	0.73	0.07	0.87	0.61		0.95	1.0	LZOEX
DFISX	0.94	0.86	0.8	0.85	0.11	0.95	0.62	0.95		0.95	DFISX
RLEMX	0.87	0.86	0.69	0.73	0.07	0.88	0.61	1.0	0.95		RLEMX
	DFSVX	TEPLX	TWCGX	OTCIX	VAFIX	DFFVX	FSPTX	LZOEX	DFISX	RLEMX

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Risk-Adjusted Indicators

There is a big difference between DFSTX Mutual Fund performing well and Us Small 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 Us Small'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
DFSVX	0.78	0.11	0.12	0.17	0.67	(0.87)	2.42	(1.22)	4.86
TEPLX	0.57	0.06	0.00	0.59	0.74	(0.54)	1.26	(1.25)	3.66
TWCGX	1.08	0.29	0.17	(1.11)	0.82	(1.26)	1.35	(1.88)	23.80
OTCIX	1.06	0.21	0.17	0.38	0.82	(1.33)	1.35	(1.67)	18.76
VAFIX	0.95	(0.15)	0.00	(0.09)	0.00	0.00	1.71	(2.59)	5.85
DFFVX	0.75	0.10	0.11	0.17	0.64	(0.84)	2.46	(1.20)	4.74
FSPTX	1.06	0.07	0.01	0.48	1.49	(1.03)	2.09	(2.43)	9.32
LZOEX	0.48	0.16	0.21	0.40	0.07	(0.57)	1.25	(0.87)	2.39
DFISX	0.55	0.15	0.19	0.30	0.35	(0.65)	1.29	(0.96)	2.68
RLEMX	0.48	0.16	0.20	0.40	0.09	(0.59)	1.25	(0.90)	2.41

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