Vanguard Consumer Correlations

VCDAX Fund

USD 198.76 0.30 0.15%

The current 90-days correlation between Vanguard Sumer Discr and Vanguard Utilities Index is 0.18 (i.e., Average diversification). The correlation of Vanguard Consumer 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 Consumer Correlation With Market

Poor diversification

The correlation between Vanguard Sumer Discretionary and DJI is 0.71 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Sumer Discretionary 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 Sumer Discretionary. 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 Vanguard Mutual Fund

0.63	VPCCX	Vanguard Primecap	Pair Corr
0.64	VPMCX	Vanguard Primecap	Pair Corr
0.64	VPMAX	Vanguard Primecap	Pair Corr
0.69	NAESX	Vanguard Small Cap	Pair Corr
0.71	VQNPX	Vanguard Growth And	Pair Corr
0.89	VADGX	Vanguard Advice Select	Pair Corr
0.73	VAIGX	Vanguard Advice Select	Pair Corr
0.69	VSCIX	Vanguard Small Cap	Pair Corr
0.69	VSCPX	Vanguard Small Cap	Pair Corr
0.68	VSEQX	Vanguard Strategic Equity	Pair Corr
0.63	VASGX	Vanguard Lifestrategy	Pair Corr

Moving against Vanguard Mutual Fund

0.5	VMNIX	Vanguard Market Neutral	Pair Corr
0.5	VMNFX	Vanguard Market Neutral	Pair Corr

Related Correlations Analysis

	VCR	VIS	VINAX	VDC	VOX	VENAX	VDE	VPU	JQUA	VUIAX
VCR		0.45	0.45	0.18	0.82	0.11	0.11	-0.56	0.88	-0.55	VCR
VIS	0.45		1.0	0.91	0.55	0.91	0.91	0.05	0.74	0.03	VIS
VINAX	0.45	1.0		0.91	0.55	0.91	0.91	0.05	0.74	0.04	VINAX
VDC	0.18	0.91	0.91		0.34	0.95	0.95	0.24	0.5	0.24	VDC
VOX	0.82	0.55	0.55	0.34		0.31	0.31	-0.54	0.88	-0.53	VOX
VENAX	0.11	0.91	0.91	0.95	0.31		1.0	0.28	0.47	0.26	VENAX
VDE	0.11	0.91	0.91	0.95	0.31	1.0		0.28	0.47	0.27	VDE
VPU	-0.56	0.05	0.05	0.24	-0.54	0.28	0.28		-0.38	0.99	VPU
JQUA	0.88	0.74	0.74	0.5	0.88	0.47	0.47	-0.38		-0.38	JQUA
VUIAX	-0.55	0.03	0.04	0.24	-0.53	0.26	0.27	0.99	-0.38		VUIAX
	VCR	VIS	VINAX	VDC	VOX	VENAX	VDE	VPU	JQUA	VUIAX

Please upgrade your account to get full access to Macroaxis premium features

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

VINAX	+ 1.0	VIS
VDE	+ 1.0	VENAX
VUIAX	+ 0.99	VPU
VENAX	+ 0.95	VDC
VDE	+ 0.95	VDC
VDC	+ 0.91	VIS

High negative correlations

VPU	- 0.56	VCR
VUIAX	- 0.55	VCR
VPU	- 0.54	VOX
VUIAX	- 0.53	VOX
VUIAX	- 0.38	JQUA
JQUA	- 0.38	VPU

Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Consumer 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 Consumer'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
VCR	0.80	(0.10)	0.00	(0.04)	0.00	0.00	1.81	(1.70)	5.00
VIS	0.84	0.12	0.12	0.17	0.85	(0.89)	1.74	(1.77)	4.58
VINAX	0.83	0.12	0.13	0.18	0.78	(0.94)	1.75	(1.76)	4.62
VDC	0.62	0.22	0.31	1.13	0.00	(0.76)	1.37	(0.89)	3.18
VOX	0.70	(0.02)	(0.06)	0.02	0.79	(0.82)	1.90	(1.56)	4.81
VENAX	1.08	0.26	0.18	0.70	0.97	(1.22)	2.52	(1.87)	5.11
VDE	1.10	0.27	0.18	0.74	1.01	(1.24)	2.57	(1.85)	5.10
VPU	0.70	0.04	0.00	0.26	0.84	(0.69)	1.47	(1.34)	3.53
JQUA	0.55	(0.02)	(0.05)	0.03	0.62	(0.60)	1.12	(1.20)	3.23
VUIAX	0.71	0.05	0.00	0.35	0.91	(0.70)	1.49	(1.36)	4.31

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC