Vanguard Inflation-protec Correlations

VIPIX Fund

USD 9.38 0.02 0.21%

The current 90-days correlation between Vanguard Inflation-protec and Qs Defensive Growth is 0.38 (i.e., Weak diversification). The correlation of Vanguard Inflation-protec 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 Inflation-protec Correlation With Market

Good diversification

The correlation between Vanguard Inflation Protected S and DJI is -0.11 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Inflation Protected S 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 Inflation Protected Securities. 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

0.99	VAIPX	Vanguard Inflation-protec	Pair Corr
0.99	VIPSX	Vanguard Inflation-protec	Pair Corr
0.94	BFICX	American Funds Inflation	Pair Corr
0.93	BFIAX	American Funds Inflation	Pair Corr
0.95	BFIFX	American Funds Inflation	Pair Corr
0.85	FLIBX	American Funds Inflation	Pair Corr
0.81	FIBLX	American Funds Inflation	Pair Corr
0.95	FSPWX	Fidelity Sai Inflation	Pair Corr
0.93	FSTDX	Fidelity Series 5	Pair Corr

Moving against Vanguard Mutual Fund

0.42	BAC	Bank of America Aggressive Push	Pair Corr
0.37	JPM	JPMorgan Chase	Pair Corr
0.32	DIS	Walt Disney	Pair Corr

Related Correlations Analysis

	GETFX	AWPIX	CHASX	CDGCX	MMDEX	NEAIX	LMLRX
GETFX		0.78	0.93	0.81	0.79	0.84	0.82	GETFX
AWPIX	0.78		0.83	0.9	0.8	0.94	0.95	AWPIX
CHASX	0.93	0.83		0.87	0.82	0.87	0.86	CHASX
CDGCX	0.81	0.9	0.87		0.71	0.89	0.98	CDGCX
MMDEX	0.79	0.8	0.82	0.71		0.72	0.77	MMDEX
NEAIX	0.84	0.94	0.87	0.89	0.72		0.91	NEAIX
LMLRX	0.82	0.95	0.86	0.98	0.77	0.91		LMLRX
	GETFX	AWPIX	CHASX	CDGCX	MMDEX	NEAIX	LMLRX

Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Inflation-protec 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 Inflation-protec'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
GETFX	0.56	0.13	0.19	0.21	0.30	(0.69)	1.01	(1.06)	10.15
AWPIX	0.63	0.01	(0.01)	0.05	0.73	(0.64)	1.29	(1.29)	2.97
CHASX	1.01	0.16	0.11	0.21	1.06	(1.13)	1.95	(1.70)	12.57
CDGCX	0.52	0.09	0.10	0.19	0.43	(0.61)	1.01	(0.96)	6.40
MMDEX	0.74	(0.02)	(0.03)	0.02	1.10	(0.68)	1.30	(1.87)	6.62
NEAIX	1.13	0.09	0.06	0.11	1.43	(1.13)	2.18	(2.76)	5.60
LMLRX	0.26	0.02	(0.02)	0.11	0.23	(0.33)	0.53	(0.53)	2.52

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