Dfa Inflation Correlations

DIPSX Fund

USD 11.15 0.02 0.18%

The current 90-days correlation between Dfa Inflation Protected and T Rowe Price is 0.22 (i.e., Modest diversification). The correlation of Dfa Inflation 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 Inflation Correlation With Market

Average diversification

The correlation between Dfa Inflation Protected and DJI is 0.15 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Inflation Protected 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 Inflation Protected. 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 population.

Moving together with Dfa Mutual Fund

0.89	DRXIX	Dfa Ltip Portfolio	Pair Corr
0.72	DSFIX	Dfa Social Fixed	Pair Corr
0.77	DWFIX	Dfa World Ex	Pair Corr

Moving against Dfa Mutual Fund

0.58	DNYMX	Dfa Ny Municipal	Pair Corr
0.49	DISVX	Dfa International Small	Pair Corr
0.46	DMREX	Dfa Municipal Real	Pair Corr
0.45	DREIX	World Core Equity	Pair Corr
0.42	DOGMX	Dfa Oregon Municipal	Pair Corr
0.41	DMNBX	Dfa Mn Municipal	Pair Corr
0.4	DRIJX	Dimensional 2050 Target	Pair Corr
0.39	DRIIX	Dimensional 2045 Target	Pair Corr
0.38	DRILX	Dimensional 2060 Target	Pair Corr
0.38	DRIKX	Dimensional 2055 Target	Pair Corr
0.37	DRIQX	Dimensional 2015 Target	Pair Corr
0.36	DAABX	Dfa Sustainability	Pair Corr
0.33	DRIHX	Dimensional 2040 Target	Pair Corr
0.52	DFABX	Dfa Investment Dimensions	Pair Corr
0.48	DSSMX	Dfa Selective State	Pair Corr
0.48	DCARX	Dfa California Municipal	Pair Corr
0.44	DCMSX	Dfa Commodity Strategy	Pair Corr
0.43	DFALX	Large Cap International	Pair Corr
0.42	DSHGX	Dfa Selectively Hedged	Pair Corr
0.41	DSCLX	Dfa International Social	Pair Corr
0.41	DCIBX	Dfa Ca Int	Pair Corr
0.37	DFAIX	Dfa Short Duration	Pair Corr
0.34	DUSQX	Us Lg Cap	Pair Corr

Related Correlations Analysis

	RBAIX	JSEAX	MSEGX	DURPX	FSANX	VVORX	JPPEX	TSWIX	DUSLX	FSPHX
RBAIX		0.81	0.05	0.89	0.98	0.93	0.92	0.91	0.57	0.61	RBAIX
JSEAX	0.81		0.35	0.78	0.85	0.69	0.75	0.76	0.63	0.23	JSEAX
MSEGX	0.05	0.35		0.39	0.13	-0.04	0.17	-0.06	0.67	-0.62	MSEGX
DURPX	0.89	0.78	0.39		0.9	0.75	0.9	0.72	0.87	0.32	DURPX
FSANX	0.98	0.85	0.13	0.9		0.88	0.89	0.86	0.63	0.52	FSANX
VVORX	0.93	0.69	-0.04	0.75	0.88		0.89	0.92	0.37	0.66	VVORX
JPPEX	0.92	0.75	0.17	0.9	0.89	0.89		0.82	0.65	0.48	JPPEX
TSWIX	0.91	0.76	-0.06	0.72	0.86	0.92	0.82		0.33	0.61	TSWIX
DUSLX	0.57	0.63	0.67	0.87	0.63	0.37	0.65	0.33		-0.11	DUSLX
FSPHX	0.61	0.23	-0.62	0.32	0.52	0.66	0.48	0.61	-0.11		FSPHX
	RBAIX	JSEAX	MSEGX	DURPX	FSANX	VVORX	JPPEX	TSWIX	DUSLX	FSPHX

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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

FSANX	+ 0.98	RBAIX
VVORX	+ 0.93	RBAIX
JPPEX	+ 0.92	RBAIX
TSWIX	+ 0.92	VVORX
TSWIX	+ 0.91	RBAIX
FSANX	+ 0.9	DURPX

High negative correlations

FSPHX	- 0.62	MSEGX
FSPHX	- 0.11	DUSLX
TSWIX	- 0.06	MSEGX
VVORX	- 0.04	MSEGX

Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Inflation 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 Inflation'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
RBAIX	0.35	0.02	(0.08)	0.14	0.29	(0.39)	0.84	(0.68)	2.09
JSEAX	0.59	0.04	(0.06)	0.45	0.73	(0.61)	1.06	(1.46)	2.82
MSEGX	1.48	(0.12)	0.00	(0.28)	0.00	0.00	3.10	(3.51)	8.01
DURPX	0.49	(0.04)	(0.10)	0.06	0.58	(0.49)	1.08	(0.95)	2.58
FSANX	0.37	0.02	(0.06)	0.15	0.29	(0.43)	0.79	(0.82)	2.34
VVORX	0.86	0.07	0.08	0.17	0.87	(0.93)	2.05	(1.95)	5.38
JPPEX	0.60	(0.01)	(0.03)	0.10	0.64	(0.60)	1.31	(1.01)	2.88
TSWIX	0.63	0.16	0.18	0.36	0.29	(0.77)	1.42	(1.12)	4.54
DUSLX	0.47	(0.06)	(0.14)	0.02	0.63	(0.45)	0.97	(1.00)	2.63
FSPHX	0.69	0.09	0.04	0.29	0.56	(0.83)	1.74	(1.07)	5.07

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