Us Large Correlations

DFUSX Fund

USD 45.50 0.10 0.22%

The current 90-days correlation between Us Large Pany and Us Targeted Value is -0.12 (i.e., Good diversification). The correlation of Us Large 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 Large Correlation With Market

Average diversification

The correlation between Us Large Pany and DJI is 0.12 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Us Large Pany 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 Large Pany. 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 real.

Moving together with DFUSX Mutual Fund

0.7	DIHRX	Intal High Relative	Pair Corr
0.69	DISVX	Dfa International Small	Pair Corr
0.82	DRIIX	Dimensional 2045 Target	Pair Corr
0.84	DRILX	Dimensional 2060 Target	Pair Corr
0.82	DRIJX	Dimensional 2050 Target	Pair Corr
0.81	DSCLX	Dfa International Social	Pair Corr
1.0	DUSQX	Us Lg Cap	Pair Corr
0.75	DFCEX	Emerging Markets E	Pair Corr
0.75	DFEVX	Emerging Markets Value	Pair Corr
0.62	DFFVX	Us Targeted Value	Pair Corr
0.76	DFIVX	Dfa International Value	Pair Corr
0.75	DFISX	International Small Pany	Pair Corr
0.65	DFJSX	Japanese Small Pany	Pair Corr
0.79	DFLVX	Us Large Cap	Pair Corr
0.81	DFQTX	Us E Equity	Pair Corr
0.62	DFSVX	Us Small Cap	Pair Corr
0.62	DFSTX	Us Small Cap	Pair Corr
0.7	DFSPX	Dfa Intl Sustainability	Pair Corr
0.76	DFSCX	Us Micro Cap	Pair Corr
0.89	DFVEX	Us Vector Equity	Pair Corr
0.72	DFUVX	Us Large Cap	Pair Corr
0.75	TDIFX	Dimensional Retirement	Pair Corr
0.99	VTSAX	Vanguard Total Stock	Pair Corr
0.86	VFIAX	Vanguard 500 Index	Pair Corr

Moving against DFUSX Mutual Fund

0.39	DIPSX	Dfa Inflation Protected	Pair Corr
0.38	DRXIX	Dfa Ltip Portfolio	Pair Corr
0.76	USPSX	Profunds Ultrashort	Pair Corr
0.39	TCTGX	Transamerica Cleartrack	Pair Corr
0.39	TDKTX	Cleartrack 2015 Class	Pair Corr
0.39	TCTJX	Transamerica Cleartrack	Pair Corr
0.38	PDI	Pimco Dynamic Income	Pair Corr
0.37	TCSUX	Cleartrack 2020 Class	Pair Corr

Related Correlations Analysis

	DFFVX	DFSVX	CBTAX	JMGFX	DISVX	HIMFX	RLEMX	DFISX	DFEVX	DFAPX
DFFVX		1.0	0.28	0.05	0.86	0.21	0.58	0.83	0.46	0.18	DFFVX
DFSVX	1.0		0.31	0.01	0.85	0.24	0.61	0.81	0.46	0.17	DFSVX
CBTAX	0.28	0.31		-0.36	0.46	0.95	0.84	0.29	0.7	0.48	CBTAX
JMGFX	0.05	0.01	-0.36		-0.02	-0.36	-0.25	0.27	0.07	0.02	JMGFX
DISVX	0.86	0.85	0.46	-0.02		0.35	0.69	0.93	0.59	0.15	DISVX
HIMFX	0.21	0.24	0.95	-0.36	0.35		0.76	0.18	0.57	0.52	HIMFX
RLEMX	0.58	0.61	0.84	-0.25	0.69	0.76		0.56	0.86	0.18	RLEMX
DFISX	0.83	0.81	0.29	0.27	0.93	0.18	0.56		0.58	0.18	DFISX
DFEVX	0.46	0.46	0.7	0.07	0.59	0.57	0.86	0.58		0.21	DFEVX
DFAPX	0.18	0.17	0.48	0.02	0.15	0.52	0.18	0.18	0.21		DFAPX
	DFFVX	DFSVX	CBTAX	JMGFX	DISVX	HIMFX	RLEMX	DFISX	DFEVX	DFAPX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

DFSVX	+ 1.0	DFFVX
HIMFX	+ 0.95	CBTAX
DFISX	+ 0.93	DISVX
DISVX	+ 0.86	DFFVX
DFEVX	+ 0.86	RLEMX
DISVX	+ 0.85	DFSVX

High negative correlations

HIMFX	- 0.36	JMGFX
JMGFX	- 0.36	CBTAX
RLEMX	- 0.25	JMGFX
DISVX	- 0.02	JMGFX

Risk-Adjusted Indicators

There is a big difference between DFUSX Mutual Fund performing well and Us Large 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 Large'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
DFFVX	0.77	(0.02)	0.00	0.06	1.00	(0.83)	1.83	(1.26)	4.36
DFSVX	0.80	(0.01)	0.00	0.06	1.04	(0.86)	2.01	(1.28)	4.53
CBTAX	0.06	0.01	(0.47)	2.23	0.00	(0.11)	0.10	(0.10)	0.41
JMGFX	0.84	(0.04)	0.00	(0.24)	0.00	0.00	1.41	(2.25)	4.81
DISVX	0.65	0.15	0.12	0.57	0.56	(0.74)	1.34	(1.34)	5.32
HIMFX	0.08	0.01	(0.44)	(0.60)	0.00	(0.13)	0.20	(0.13)	0.72
RLEMX	0.54	0.13	0.12	0.29	0.41	(0.59)	1.25	(1.12)	2.80
DFISX	0.56	0.05	(0.01)	0.42	0.66	(0.59)	1.19	(1.11)	2.68
DFEVX	0.52	0.05	0.01	0.16	0.63	(0.53)	1.29	(0.93)	3.14
DFAPX	0.15	0.00	(0.30)	0.10	0.13	(0.19)	0.30	(0.30)	0.98

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