Vanguard Lifestrategy Correlations

VASIX Fund

USD 15.61 0.03 0.19%

The current 90-days correlation between Vanguard Lifestrategy and Vanguard Lifestrategy Servative is 0.88 (i.e., Very poor diversification). The correlation of Vanguard Lifestrategy 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.

Vanguard Lifestrategy Correlation With Market

Weak diversification

The correlation between Vanguard Lifestrategy Income and DJI is 0.34 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Lifestrategy Income and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Lifestrategy Income. 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 gross domestic product.

Moving together with Vanguard Mutual Fund

0.66	VMLUX	Vanguard Limited Term	Pair Corr
0.66	VMLTX	Vanguard Limited Term	Pair Corr
0.71	VMSIX	Vanguard Multi Sector	Pair Corr
0.76	VNJUX	Vanguard New Jersey	Pair Corr
0.76	VNJTX	Vanguard New Jersey	Pair Corr
0.75	VNYTX	Vanguard New York	Pair Corr
0.75	VNYUX	Vanguard New York	Pair Corr
0.76	VOHIX	Vanguard Ohio Long	Pair Corr
0.78	VPADX	Vanguard Pacific Stock	Pair Corr
0.78	VPACX	Vanguard Pacific Stock	Pair Corr
0.75	VPALX	Vanguard Pennsylvania	Pair Corr
0.75	VPAIX	Vanguard Pennsylvania	Pair Corr
0.78	VPKIX	Vanguard Pacific Stock	Pair Corr
0.74	VRTPX	Vanguard Reit Ii	Pair Corr
0.63	VADGX	Vanguard Advice Select	Pair Corr
0.93	VAIPX	Vanguard Inflation-protec	Pair Corr
0.73	VSCGX	Vanguard Lifestrategy	Pair Corr
0.93	VSCSX	Vanguard Short Term	Pair Corr
0.88	VSBIX	Vanguard Short Term	Pair Corr
0.87	VSBSX	Vanguard Short Term	Pair Corr

Moving against Vanguard Mutual Fund

0.37	VSEMX	Vanguard Extended Market	Pair Corr
0.31	VSGAX	Vanguard Small Cap	Pair Corr
0.31	VSGIX	Vanguard Small Cap	Pair Corr

Related Correlations Analysis

	VSCGX	VSMGX	VASGX	VTINX	VTMFX
VSCGX		0.9	0.79	0.99	0.56	VSCGX
VSMGX	0.9		0.98	0.84	0.83	VSMGX
VASGX	0.79	0.98		0.7	0.91	VASGX
VTINX	0.99	0.84	0.7		0.46	VTINX
VTMFX	0.56	0.83	0.91	0.46		VTMFX
	VSCGX	VSMGX	VASGX	VTINX	VTMFX

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Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Lifestrategy 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 Vanguard Lifestrategy'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
VSCGX	0.25	(0.02)	(0.32)	0.03	0.29	(0.26)	0.56	(0.56)	1.40
VSMGX	0.35	(0.03)	(0.20)	0.06	0.40	(0.35)	0.77	(0.71)	2.09
VASGX	0.45	(0.03)	(0.13)	0.07	0.53	(0.46)	0.96	(0.81)	2.74
VTINX	0.21	(0.02)	(0.42)	0.03	0.20	(0.24)	0.44	(0.37)	1.25
VTMFX	0.28	0.00	(0.16)	0.12	0.29	(0.29)	0.63	(0.75)	1.76

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