Disciplined Value Correlations

MDFSX Fund

USD 8.61 -0.07 -0.81%

Rolling correlation with major benchmarks shows how the stock's diversification benefit shifts over time. Current 90-days correlation between Disciplined Value Series and Allianzgi Emerging Markets is 0.46 (i.e., Weak diversification).

Disciplined Value Correlation With Market

Very poor diversification

For the present investment horizon, the measured correlation between Disciplined Value and Dow Jones stands at 0.88, or Very poor diversification. The overlap area shows the portion of risk diversified away by holding both instruments together.

The role of any single holding depends on its weight, correlation, and sector exposure within the portfolio. Broader allocation clarity strengthens diversification analysis. Portfolio construction should account for both standalone risk and marginal risk contribution. Broader economic conditions can influence Disciplined Value Series's mutual fund valuation - related indicators include signals in american community survey.

Moving Together With Disciplined Mutual Fund

0.95	VVIAX	Vanguard Value Index	Pair Corr
0.78	AWSHX	Washington Mutual Investors	Pair Corr
0.78	WSHCX	Washington Mutual Investors	Pair Corr
0.78	WSHFX	Washington Mutual Investors	Pair Corr
0.86	FWWMX	American Funds Washington	Pair Corr
0.86	FWMMX	American Funds Washington	Pair Corr
0.9	DODGX	Dodge Stock Fund	Pair Corr
0.86	RWMAX	Washington Mutual Investors	Pair Corr
0.77	CWMAX	Washington Mutual Investors	Pair Corr
0.86	RWMGX	Washington Mutual Investors	Pair Corr
0.72	VFIAX	Vanguard 500 Index	Pair Corr
0.67	VTSAX	Vanguard Total Stock	Pair Corr
0.73	VTSMX	Vanguard Total Stock	Pair Corr
0.67	VSTSX	Vanguard Total Stock	Pair Corr
0.67	VITSX	Vanguard Total Stock	Pair Corr
0.73	VSMPX	Vanguard Total Stock	Pair Corr
0.88	VTIAX	Vanguard Total International	Pair Corr
0.72	VFINX	Vanguard 500 Index	Pair Corr
0.66	VFFSX	Vanguard 500 Index	Pair Corr
0.7	WMT	Walmart	Pair Corr
0.76	DD	Dupont De Nemours	Pair Corr
0.83	JPM	JPMorgan Chase Co	Pair Corr
0.76	DIS	Walt Disney	Pair Corr
0.83	BAC	Bank of America	Pair Corr

Moving Differently From Disciplined Mutual Fund

0.78	CVX	Chevron Corp	Pair Corr
0.59	XOM	Exxon Mobil Corp	Pair Corr
0.54	VZ	Verizon Communications	Pair Corr
0.33	T	ATT Inc	Pair Corr

Related Correlations Analysis

	MNDFX	GTCEX	HFLGX	ECEOX	DTLVX	CILGX	LZCOX	GCINX	GCIFX	AOTIX
MNDFX		0.84	0.76	-0.12	0.94	0.73	0.82	0.87	0.87	0.79	MNDFX
GTCEX	0.84		0.8	-0.25	0.94	0.87	0.85	0.92	0.92	0.81	GTCEX
HFLGX	0.76	0.8		-0.53	0.76	0.88	0.56	0.87	0.87	0.58	HFLGX
ECEOX	-0.12	-0.25	-0.53		-0.05	-0.6	0.19	-0.36	-0.36	0.16	ECEOX
DTLVX	0.94	0.94	0.76	-0.05		0.75	0.94	0.9	0.9	0.91	DTLVX
CILGX	0.73	0.87	0.88	-0.6	0.75		0.57	0.86	0.86	0.54	CILGX
LZCOX	0.82	0.85	0.56	0.19	0.94	0.57		0.75	0.75	0.94	LZCOX
GCINX	0.87	0.92	0.87	-0.36	0.9	0.86	0.75		1.0	0.78	GCINX
GCIFX	0.87	0.92	0.87	-0.36	0.9	0.86	0.75	1.0		0.78	GCIFX
AOTIX	0.79	0.81	0.58	0.16	0.91	0.54	0.94	0.78	0.78		AOTIX
	MNDFX	GTCEX	HFLGX	ECEOX	DTLVX	CILGX	LZCOX	GCINX	GCIFX	AOTIX

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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

GCIFX	+ 1.0	GCINX
DTLVX	+ 0.94	MNDFX
DTLVX	+ 0.94	GTCEX
LZCOX	+ 0.94	DTLVX
AOTIX	+ 0.94	LZCOX
GCINX	+ 0.92	GTCEX

High negative correlations

CILGX	- 0.6	ECEOX
ECEOX	- 0.53	HFLGX
GCIFX	- 0.36	ECEOX
GCINX	- 0.36	ECEOX
ECEOX	- 0.25	GTCEX
ECEOX	- 0.12	MNDFX

Risk-Adjusted Indicators

Strong recent returns in Disciplined Mutual Fund do not always mean Disciplined Value Mutual Fund is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
MNDFX	0.59	0.02	0.03	-0.19	0.65	-0.71	1.56	-1.11	3.52
GTCEX	0.72	-0.03	0.00	0.43	0.00	0.00	1.42	-1.78	3.46
HFLGX	0.62	-0.02	0.00	0.45	0.00	0.00	1.17	-1.20	3.20
ECEOX	0.41	0.13	0.19	1.58	0.07	-0.61	1.10	-0.82	2.52
DTLVX	0.63	0.03	0.04	-0.36	0.75	-0.66	1.38	-1.28	3.34
CILGX	0.91	-0.04	0.00	-1.27	0.00	0.00	1.94	-1.66	5.59
LZCOX	1.10	0.13	0.08	-1.10	1.50	-1.07	2.63	-2.45	6.45
GCINX	1.04	-0.02	0.00	0.29	0.00	0.00	2.36	-2.18	5.94
GCIFX	1.05	-0.02	0.00	0.26	0.00	0.00	2.37	-2.18	5.96
AOTIX	1.07	0.16	0.10	-3.12	1.34	-1.09	2.11	-2.68	6.25