Vanguard Retirement Correlations

VRIF Etf

CAD 26.83 0.04 0.15%

The current 90-days correlation between Vanguard Retirement and iShares SPTSX Capped is 0.45 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vanguard Retirement moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vanguard Retirement Income moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Vanguard Retirement Correlation With Market

Very poor diversification

The correlation between Vanguard Retirement Income and DJI is 0.8 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Retirement Income and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Vanguard Retirement could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vanguard Retirement when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vanguard Retirement - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vanguard Retirement Income to buy it.

Moving together with Vanguard Etf

0.86	VCIP	Vanguard Conservative	Pair Corr
0.81	ETP	First Trust Global	Pair Corr
0.9	XINC	iShares Core Income	Pair Corr
0.9	MCON	Mackenzie Conservative	Pair Corr
0.95	ZCON	BMO Conservative ETF	Pair Corr
0.92	TOCC	TD One Click	Pair Corr
0.7	FTN	Financial 15 Split Split	Pair Corr
0.79	DRFG	Desjardins RI Global	Pair Corr
0.91	HAC	Global X Seasonal	Pair Corr
0.96	QDX	Mackenzie International	Pair Corr
0.81	QCE	Mackenzie Canadian Large	Pair Corr
0.83	QCN	Mackenzie Canadian Equity	Pair Corr
0.94	XEU	iShares MSCI Europe	Pair Corr
0.84	CGMU	MegaLong Canadian Gold	Pair Corr
0.83	VCN	Vanguard FTSE Canada	Pair Corr
0.96	VIU	Vanguard FTSE Developed	Pair Corr
0.97	HXDM	Global X Intl	Pair Corr
0.67	MTBA	Mackenzie Target 2027	Pair Corr

Related Correlations Analysis

	VCIP	XSEA	XCNS	CEW	VRE	EMAX	RCD	USCL	XBM	XMA
VCIP		0.75	0.9	0.0	0.78	0.46	-0.27	0.79	0.56	0.49	VCIP
XSEA	0.75		0.69	0.45	0.7	0.53	-0.25	0.64	0.92	0.85	XSEA
XCNS	0.9	0.69		0.19	0.66	0.4	0.11	0.8	0.53	0.5	XCNS
CEW	0.0	0.45	0.19		-0.03	0.11	0.37	0.08	0.64	0.68	CEW
VRE	0.78	0.7	0.66	-0.03		0.13	-0.42	0.62	0.49	0.36	VRE
EMAX	0.46	0.53	0.4	0.11	0.13		-0.03	0.29	0.55	0.63	EMAX
RCD	-0.27	-0.25	0.11	0.37	-0.42	-0.03		-0.22	-0.13	0.02	RCD
USCL	0.79	0.64	0.8	0.08	0.62	0.29	-0.22		0.4	0.3	USCL
XBM	0.56	0.92	0.53	0.64	0.49	0.55	-0.13	0.4		0.97	XBM
XMA	0.49	0.85	0.5	0.68	0.36	0.63	0.02	0.3	0.97		XMA
	VCIP	XSEA	XCNS	CEW	VRE	EMAX	RCD	USCL	XBM	XMA

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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

XMA	+ 0.97	XBM
XBM	+ 0.92	XSEA
XCNS	+ 0.9	VCIP
XMA	+ 0.85	XSEA
USCL	+ 0.8	XCNS
USCL	+ 0.79	VCIP

High negative correlations

RCD	- 0.42	VRE
RCD	- 0.27	VCIP
RCD	- 0.25	XSEA
USCL	- 0.22	RCD
XBM	- 0.13	RCD
RCD	- 0.03	EMAX

Vanguard Retirement Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Retirement ETF 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 Retirement'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
VCIP	0.19	(0.02)	(0.20)	(0.05)	0.29	(0.18)	0.37	(0.48)	1.36
XSEA	0.55	0.02	(0.01)	0.11	0.61	(0.60)	1.28	(1.05)	3.06
XCNS	0.28	(0.03)	0.00	(0.04)	0.00	0.00	0.55	(0.74)	1.68
CEW	0.51	0.06	0.03	0.23	0.69	(0.57)	1.11	(1.11)	4.71
VRE	0.60	(0.09)	0.00	(0.51)	0.00	0.00	1.23	(1.39)	3.79
EMAX	0.82	0.13	0.07	(1.29)	0.98	(0.84)	1.76	(1.39)	5.11
RCD	0.62	0.00	(0.02)	0.04	1.77	(0.52)	0.95	(1.12)	9.81
USCL	0.52	(0.05)	0.00	(0.09)	0.00	0.00	1.14	(1.09)	4.12
XBM	1.44	0.48	0.28	0.96	1.20	(1.69)	2.97	(2.10)	7.02
XMA	1.37	0.56	0.28	1.05	1.19	(1.51)	3.57	(2.95)	8.49

Be your own money manager

Our tools can tell you how much better you can do entering a position in Vanguard Retirement without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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