Dfa International Correlations

DISMX Fund

USD 19.88 0.06 0.30%

The current 90-days correlation between Dfa International and Ab Select Equity is 0.09 (i.e., Significant diversification). The correlation of Dfa International 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 International Correlation With Market

Almost no diversification

The correlation between Dfa International and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa International 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 International. 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 board of governors.

Moving together with Dfa Mutual Fund

0.98	DIHRX	Intal High Relative	Pair Corr
0.95	DISVX	Dfa International Small	Pair Corr
0.92	DMNBX	Dfa Mn Municipal	Pair Corr
0.95	DREIX	World Core Equity	Pair Corr
0.97	DRIKX	Dimensional 2055 Target	Pair Corr
0.93	DSCGX	Dfa Small	Pair Corr
0.83	DURPX	Us High Relative	Pair Corr
0.88	DUSQX	Us Lg Cap	Pair Corr
0.88	DEMSX	Emerging Markets Small	Pair Corr
0.98	DFALX	Large Cap International	Pair Corr
0.93	DFCEX	Emerging Markets E	Pair Corr
0.85	DFFGX	Dfa Short Term	Pair Corr
0.94	DFEVX	Emerging Markets Value	Pair Corr
0.96	DFETX	Emerging Markets Por	Pair Corr
0.93	DFEOX	Us E Equity	Pair Corr
0.84	DFELX	Enhanced Large Pany	Pair Corr
0.93	DFEMX	Emerging Markets Por	Pair Corr
0.88	DFGBX	Dfa Five Year	Pair Corr
0.92	DFFVX	Us Targeted Value	Pair Corr
0.98	DFIEX	International E Equity	Pair Corr
0.94	DFIVX	Dfa International Value	Pair Corr
0.99	DFISX	International Small Pany	Pair Corr
0.93	DFQTX	Us E Equity	Pair Corr
0.91	DFSVX	Us Small Cap	Pair Corr
0.93	DFSTX	Us Small Cap	Pair Corr
0.99	DFSPX	Dfa Intl Sustainability	Pair Corr
0.92	DFSCX	Us Micro Cap Potential Growth	Pair Corr
0.94	DFVEX	Us Vector Equity	Pair Corr
0.94	DFUVX	Us Large Cap	Pair Corr
0.83	DFUSX	Us Large Pany	Pair Corr
0.99	DFUKX	United Kingdom Small	Pair Corr
0.91	DFUEX	Dfa Social Core	Pair Corr
0.98	DFVQX	Dfa International Vector	Pair Corr

Related Correlations Analysis

	SEVPX	EXBAX	QIBGX	HSTIX	FWRLX	DTLGX	CAMOX	MITEX	TWSCX	AUUCX
SEVPX		0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	SEVPX
EXBAX	0.0		0.94	0.86	0.15	0.11	0.97	0.6	0.97	0.93	EXBAX
QIBGX	0.0	0.94		0.84	0.14	0.08	0.91	0.46	0.9	0.99	QIBGX
HSTIX	0.0	0.86	0.84		0.53	0.54	0.82	0.68	0.9	0.83	HSTIX
FWRLX	0.0	0.15	0.14	0.53		0.74	0.09	0.53	0.25	0.15	FWRLX
DTLGX	0.0	0.11	0.08	0.54	0.74		0.08	0.44	0.22	0.09	DTLGX
CAMOX	0.0	0.97	0.91	0.82	0.09	0.08		0.59	0.97	0.9	CAMOX
MITEX	0.0	0.6	0.46	0.68	0.53	0.44	0.59		0.68	0.49	MITEX
TWSCX	0.0	0.97	0.9	0.9	0.25	0.22	0.97	0.68		0.9	TWSCX
AUUCX	0.0	0.93	0.99	0.83	0.15	0.09	0.9	0.49	0.9		AUUCX
	SEVPX	EXBAX	QIBGX	HSTIX	FWRLX	DTLGX	CAMOX	MITEX	TWSCX	AUUCX

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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

AUUCX	+ 0.99	QIBGX
CAMOX	+ 0.97	EXBAX
TWSCX	+ 0.97	EXBAX
TWSCX	+ 0.97	CAMOX
QIBGX	+ 0.94	EXBAX
AUUCX	+ 0.93	EXBAX

High negative correlations

AUUCX	- 0.0	SEVPX
TWSCX	- 0.0	SEVPX
MITEX	- 0.0	SEVPX
CAMOX	- 0.0	SEVPX
DTLGX	- 0.0	SEVPX
FWRLX	- 0.0	SEVPX

Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa International 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 International'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
SEVPX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
EXBAX	0.36	0.07	0.11	0.28	0.00	(0.48)	0.69	(0.51)	4.72
QIBGX	0.51	0.10	0.17	0.17	0.18	(0.65)	0.89	(0.74)	9.43
HSTIX	0.53	0.01	0.00	0.06	0.75	(0.53)	1.15	(1.17)	3.63
FWRLX	0.67	(0.02)	(0.03)	0.02	0.86	(0.68)	1.17	(1.59)	3.65
DTLGX	0.78	(0.06)	0.00	(0.02)	0.00	0.00	1.57	(2.10)	5.18
CAMOX	1.09	0.49	0.78	0.59	0.00	(1.50)	1.56	(0.94)	28.04
MITEX	0.80	0.05	0.04	0.12	0.86	(0.90)	1.82	(1.32)	4.69
TWSCX	0.33	0.05	0.05	0.16	0.16	(0.46)	0.70	(0.55)	4.16
AUUCX	0.60	0.15	0.14	0.46	0.48	(0.67)	1.11	(1.00)	10.07

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