Vanguard Small-cap Correlations

Vanguard Small-cap Correlation With Market

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Small Cap Index. 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.

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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    VIIIX + 1.0 VINIX VINIX + 0.93 VMCIX VIIIX + 0.93 VMCIX VTSNX + 0.86 VBTIX

High negative correlations    VIIIX - 0.58 VBTIX VINIX - 0.58 VBTIX VBTIX - 0.45 VMCIX VIIIX - 0.37 VTSNX VTSNX - 0.37 VINIX VTSNX - 0.21 VMCIX

Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Small-cap 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 Small-cap'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.