Vanguard Inflation-protec Correlations

Mutual Funds . USA . 
Fund . Vanguard Inflation Protected Securities
VIPIX Fund  USD 9.46  0.01  0.11%   
The current 90-days correlation between Vanguard Inflation-protec and Vanguard Mid Cap Value is 0.11 (i.e., Average 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

Weak diversification

The correlation between Vanguard Inflation Protected S and DJI is 0.35 (i.e., Weak 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

  0.64VMLUX Vanguard Limited TermPairCorr
  0.65VMLTX Vanguard Limited TermPairCorr
  0.62VMMSX Vanguard Emerging MarketsPairCorr
  0.61VMVLX Vanguard Mega CapPairCorr
  0.73VNJUX Vanguard New JerseyPairCorr
  0.73VNJTX Vanguard New JerseyPairCorr
  0.75VNYTX Vanguard New YorkPairCorr
  0.74VNYUX Vanguard New YorkPairCorr
  0.74VOHIX Vanguard Ohio LongPairCorr
  0.68VPADX Vanguard Pacific StockPairCorr
  0.68VPACX Vanguard Pacific StockPairCorr
  0.71VPALX Vanguard PennsylvaniaPairCorr
  0.71VPAIX Vanguard PennsylvaniaPairCorr
  0.68VPKIX Vanguard Pacific StockPairCorr
  0.82VRTPX Vanguard Reit IiPairCorr
  1.0VAIPX Vanguard InflationPairCorr
  0.66VSCSX Vanguard Short TermPairCorr
  0.64VSBIX Vanguard Short TermPairCorr
  0.62VSBSX Vanguard Short TermPairCorr

Related Correlations Analysis


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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
VMIAX  0.92  0.24  0.22  0.28  0.77 
(1.05)
 2.20 
(1.64)
 5.22 
VMLUX  0.05  0.02  0.00 (4.50) 0.00 
 0.00 
 0.09 
(0.09)
 0.46 
VMLTX  0.05  0.01  0.00 (7.80) 0.00 
 0.00 
 0.09 
(0.09)
 0.37 
VMNVX  0.41  0.20  0.42  0.68  0.00 
(0.52)
 0.66 
(0.50)
 9.00 
VMMSX  0.63  0.19  0.22  0.38  0.35 
(0.75)
 1.64 
(1.09)
 4.07 
VMNIX  0.41  0.04 (0.08)(0.11) 0.49 
(0.45)
 0.88 
(0.95)
 2.52 
VMNFX  0.41  0.04 (0.08)(0.11) 0.49 
(0.45)
 0.89 
(1.01)
 2.59 
VMSIX  0.07  0.02 (0.33) 0.52  0.00 
(0.13)
 0.22 
(0.11)
 0.44 
VMVAX  0.59  0.11  0.12  0.20  0.50 
(0.63)
 1.49 
(1.15)
 3.24 
VMVIX  0.59  0.11  0.12  0.20  0.50 
(0.63)
 1.47 
(1.15)
 3.24 

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