Vanguard Total Correlations

VTIBX Fund

USD 9.78 0.01 0.10%

The current 90-days correlation between Vanguard Total Inter and Tiaa Cref Lifestyle Moderate is 0.19 (i.e., Average diversification). The correlation of Vanguard Total 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 Total Correlation With Market

Modest diversification

The correlation between Vanguard Total International and DJI is 0.2 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Total International 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 Total International. 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 bureau of labor statistics.

Moving together with Vanguard Mutual Fund

1.0	VTILX	Vanguard Total Inter	Pair Corr
1.0	VTIFX	Vanguard Total Inter	Pair Corr
0.94	VTABX	Vanguard Total Inter	Pair Corr
0.89	PFOAX	Pimco Foreign Bond	Pair Corr
0.91	PFOCX	Pimco Foreign Bond	Pair Corr
0.88	PFONX	Pimco International Bond	Pair Corr
0.69	VSGAX	Vanguard Small Cap	Pair Corr
0.7	VWEAX	Vanguard High Yield	Pair Corr
0.61	SHYIX	Guggenheim High Yield	Pair Corr
0.73	ATACX	Atac Inflation Rotation	Pair Corr
0.72	VFIAX	Vanguard 500 Index	Pair Corr
0.7	FOCKX	Fidelity Otc Portfolio	Pair Corr
0.75	TFAGX	Tfa Alphagen Growth	Pair Corr
0.71	FHIFX	Fidelity Focused High	Pair Corr
0.69	ASCGX	Lebenthal Lisanti Small	Pair Corr
0.68	VSMAX	Vanguard Small Cap	Pair Corr
0.63	ETILX	Eventide Gilead	Pair Corr

Moving against Vanguard Mutual Fund

0.85

HIMUX

Pioneer Map High

Pair Corr

Related Correlations Analysis

	TSMPX	WMBFX	VRRJX	BIMPX	TCTZX	SBMCX	TSIMX
TSMPX		0.98	0.98	0.96	0.97	0.91	1.0	TSMPX
WMBFX	0.98		0.99	0.98	0.98	0.88	0.98	WMBFX
VRRJX	0.98	0.99		0.98	0.98	0.9	0.98	VRRJX
BIMPX	0.96	0.98	0.98		0.98	0.84	0.96	BIMPX
TCTZX	0.97	0.98	0.98	0.98		0.89	0.97	TCTZX
SBMCX	0.91	0.88	0.9	0.84	0.89		0.91	SBMCX
TSIMX	1.0	0.98	0.98	0.96	0.97	0.91		TSIMX
	TSMPX	WMBFX	VRRJX	BIMPX	TCTZX	SBMCX	TSIMX

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Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Total 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 Total'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	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
TSMPX	0.36	(0.03)	(0.13)	0.60	(0.73)	2.65
WMBFX	0.33	(0.03)	(0.12)	0.59	(0.68)	2.72
VRRJX	0.40	(0.03)	(0.10)	0.74	(0.74)	3.25
BIMPX	0.31	(0.02)	(0.12)	0.63	(0.62)	2.55
TCTZX	0.27	(0.02)	(0.12)	0.61	(0.61)	1.95
SBMCX	0.49	(0.02)	(0.03)	0.90	(0.91)	3.77
TSIMX	0.35	(0.03)	(0.12)	0.60	(0.74)	2.47

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