Dfa Intl Correlations

DICAX Fund

USD 28.59 0.02 0.07%

The current 90-days correlation between Dfa Intl Core and Forum Real Estate is 0.08 (i.e., Significant diversification). The correlation of Dfa Intl 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 Intl Correlation With Market

Poor diversification

The correlation between Dfa Intl Core 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 Dfa Intl Core 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 Intl Core. 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 Dfa Mutual Fund

0.64	VTSAX	Vanguard Total Stock	Pair Corr
0.61	VITSX	Vanguard Total Stock	Pair Corr
0.84	VSMPX	Vanguard Total Stock	Pair Corr
0.62	VSTSX	Vanguard Total Stock	Pair Corr
0.95	VTIAX	Vanguard Total Inter	Pair Corr
0.83	VFINX	Vanguard 500 Index	Pair Corr
0.71	VFFSX	Vanguard 500 Index	Pair Corr
0.82	BTIIX	Deutsche Equity 500	Pair Corr
0.88	RBERX	Rbc Bluebay Emerging	Pair Corr
0.73	FMRAX	Fidelity Managed Ret	Pair Corr
0.83	HUBAX	Hartford Ultrashort Bond	Pair Corr
0.62	VWSTX	Vanguard Short Term	Pair Corr
0.63	AAEUX	American Century One	Pair Corr
0.9	PLMIX	Pimco Emerging Markets	Pair Corr
0.83	WPVIX	Partners Value	Pair Corr
0.89	LHYOX	Lord Abbett High	Pair Corr
0.65	VTAIX	Virtus Tactical Allo	Pair Corr
0.87	CITFX	American High Income	Pair Corr
0.78	SCYVX	Ab Small Cap	Pair Corr
0.91	FWCFX	Fidelity Worldwide	Pair Corr
0.61	IRONX	Ironclad Managed Risk	Pair Corr
0.89	GLCCX	Goldman Sachs Large	Pair Corr
0.79	SHYAX	Simt High Yield	Pair Corr
0.85	NINAX	Neuberger Berman Int	Pair Corr
0.69	JDSNX	Perkins Small Cap	Pair Corr
0.64	FHFCX	Fidelity Advisor Freedom	Pair Corr
0.97	GGDPX	Goldman Sachs Intern	Pair Corr
0.82	VPMCX	Vanguard Primecap	Pair Corr
0.79	FSTYX	Federated Short Term	Pair Corr
0.82	VEIGX	Vanguard Global Esg	Pair Corr
0.76	RAMAX	Short Term Bond	Pair Corr

Related Correlations Analysis

	FORFX	MRESX	BREUX	FIKMX	NRSCX	VREQX	CNREX	PAREX
FORFX		-0.27	0.27	0.31	-0.24	-0.19	-0.12	0.23	FORFX
MRESX	-0.27		0.31	0.41	-0.05	0.93	0.24	0.31	MRESX
BREUX	0.27	0.31		0.87	0.42	0.09	0.78	0.72	BREUX
FIKMX	0.31	0.41	0.87		0.5	0.19	0.68	0.89	FIKMX
NRSCX	-0.24	-0.05	0.42	0.5		-0.2	0.42	0.44	NRSCX
VREQX	-0.19	0.93	0.09	0.19	-0.2		-0.09	0.06	VREQX
CNREX	-0.12	0.24	0.78	0.68	0.42	-0.09		0.72	CNREX
PAREX	0.23	0.31	0.72	0.89	0.44	0.06	0.72		PAREX
	FORFX	MRESX	BREUX	FIKMX	NRSCX	VREQX	CNREX	PAREX

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

VREQX	+ 0.93	MRESX
PAREX	+ 0.89	FIKMX
FIKMX	+ 0.87	BREUX
CNREX	+ 0.78	BREUX
PAREX	+ 0.72	BREUX
PAREX	+ 0.72	CNREX

High negative correlations

MRESX	- 0.27	FORFX
NRSCX	- 0.24	FORFX
VREQX	- 0.2	NRSCX
VREQX	- 0.19	FORFX
CNREX	- 0.12	FORFX
CNREX	- 0.09	VREQX

Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Intl 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 Intl'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
FORFX	0.08	0.00	0.00	0.12	0.00	0.00	0.10	0.00	1.84
MRESX	0.57	(0.04)	(0.10)	(0.02)	0.82	(0.57)	1.07	(1.15)	3.66
BREUX	0.73	(0.02)	(0.02)	0.06	0.92	(0.74)	1.66	(1.77)	4.28
FIKMX	0.16	0.00	(0.28)	0.07	0.15	(0.19)	0.33	(0.33)	1.08
NRSCX	0.33	0.05	(0.12)	(0.37)	0.28	(0.42)	0.57	(0.78)	3.57
VREQX	0.56	(0.04)	(0.11)	(0.02)	0.78	(0.58)	1.08	(1.27)	3.72
CNREX	0.66	(0.02)	(0.05)	0.05	0.70	(0.78)	1.63	(1.30)	4.06
PAREX	0.64	0.03	(0.03)	0.15	0.76	(0.73)	1.20	(1.11)	5.97

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