Dfa Intermediate Correlations

DFTIX Fund

USD 10.16 0.01 0.1%

The current 90-days correlation between Dfa Intermediate Term and United Kingdom Small is 0.07 (i.e., Significant diversification). The correlation of Dfa Intermediate 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.

Dfa Intermediate Correlation With Market

Good diversification

The correlation between Dfa Intermediate Term and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Intermediate Term 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 Dfa Intermediate Term. 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 gross domestic product.

Moving together with Dfa Mutual Fund

0.73	DISVX	Dfa International Small	Pair Corr
0.78	DMNBX	Dfa Mn Municipal	Pair Corr
0.83	DNYMX	Dfa Ny Municipal	Pair Corr
0.98	DOGMX	Dfa Oregon Municipal	Pair Corr
0.73	DREIX	World Core Equity	Pair Corr
0.72	DRIIX	Dimensional 2045 Target	Pair Corr
0.72	DRIHX	Dimensional 2040 Target	Pair Corr
0.65	DRIGX	Dimensional 2035 Target	Pair Corr
0.66	DRIWX	Dimensional 2030 Target	Pair Corr
0.68	DRIRX	Dimensional 2020 Target	Pair Corr
0.71	DRILX	Dimensional 2060 Target	Pair Corr
0.68	DRIKX	Dimensional 2055 Target	Pair Corr
0.73	DRIJX	Dimensional 2050 Target	Pair Corr
0.63	DAABX	Dfa Sustainability	Pair Corr
0.74	DSCLX	Dfa International Social	Pair Corr
0.75	DSHGX	Dfa Selectively Hedged	Pair Corr
0.97	DSSMX	Dfa Selective State	Pair Corr
0.62	DTDRX	Dimensional 2065 Target	Pair Corr
0.61	DCARX	Dfa California Municipal	Pair Corr
0.97	DCIBX	Dfa Ca Int	Pair Corr
0.75	DCMSX	Dfa Commodity Strategy	Pair Corr
0.63	DUSQX	Us Lg Cap	Pair Corr

Moving against Dfa Mutual Fund

0.49	DRXIX	Dfa Ltip Portfolio	Pair Corr
0.4	DWFIX	Dfa World Ex	Pair Corr

Related Correlations Analysis

	DFUKX	ANTMX	NEAIX	AUERX	SECAX	GETFX	PEVAX	CIPMX
DFUKX		0.91	0.75	0.66	0.8	0.65	0.84	0.73	DFUKX
ANTMX	0.91		0.84	0.68	0.8	0.75	0.84	0.64	ANTMX
NEAIX	0.75	0.84		0.51	0.66	0.72	0.66	0.48	NEAIX
AUERX	0.66	0.68	0.51		0.9	0.88	0.91	0.86	AUERX
SECAX	0.8	0.8	0.66	0.9		0.85	0.92	0.89	SECAX
GETFX	0.65	0.75	0.72	0.88	0.85		0.87	0.7	GETFX
PEVAX	0.84	0.84	0.66	0.91	0.92	0.87		0.85	PEVAX
CIPMX	0.73	0.64	0.48	0.86	0.89	0.7	0.85		CIPMX
	DFUKX	ANTMX	NEAIX	AUERX	SECAX	GETFX	PEVAX	CIPMX

Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Intermediate 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 Dfa Intermediate'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
DFUKX	0.61	0.00	(0.03)	0.05	0.67	(0.67)	1.55	(1.08)	3.79
ANTMX	0.70	(0.01)	(0.02)	0.04	0.92	(0.71)	1.29	(1.60)	3.31
NEAIX	1.18	0.02	0.03	0.07	1.49	(1.19)	2.24	(3.01)	6.07
AUERX	1.06	0.24	0.20	0.34	0.86	(1.32)	2.06	(1.76)	12.63
SECAX	1.06	0.12	0.11	0.15	0.98	(1.20)	2.40	(1.72)	10.96
GETFX	0.59	0.12	0.15	0.18	0.41	(0.69)	1.01	(1.06)	9.50
PEVAX	0.76	0.07	0.02	0.45	0.92	(0.82)	2.28	(1.28)	3.82
CIPMX	1.00	0.30	0.31	0.83	0.40	(1.36)	1.35	(1.22)	22.87

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