Vanguard Target Correlations

Mutual Funds . USA . 
Fund . Vanguard Target Retirement
VTIVX Fund  USD 35.78  0.14  0.39%   
The current 90-days correlation between Vanguard Target Reti and T Rowe Price is 0.69 (i.e., Poor diversification). The correlation of Vanguard Target 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 Target Correlation With Market

Almost no diversification

The correlation between Vanguard Target Retirement and DJI is 0.96 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Target Retirement 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 Target Retirement. 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 private.

Moving together with Vanguard Mutual Fund

  0.93VMIAX Vanguard Materials IndexPairCorr
  0.86VMLUX Vanguard Limited TermPairCorr
  0.86VMLTX Vanguard Limited TermPairCorr
  0.87VMNVX Vanguard Global MinimumPairCorr
  0.92VMMSX Vanguard Emerging MarketsPairCorr
  0.9VMSIX Vanguard Multi SectorPairCorr
  0.93VMVAX Vanguard Mid CapPairCorr
  0.93VMVIX Vanguard Mid CapPairCorr
  0.87VMVFX Vanguard Global MinimumPairCorr
  0.94VMVLX Vanguard Mega CapPairCorr
  0.78VNJUX Vanguard New JerseyPairCorr
  0.77VNJTX Vanguard New JerseyPairCorr
  0.73VNYTX Vanguard New YorkPairCorr
  0.76VNYUX Vanguard New YorkPairCorr
  0.72VOHIX Vanguard Ohio LongPairCorr
  0.95VPADX Vanguard Pacific StockPairCorr
  0.94VPACX Vanguard Pacific StockPairCorr
  0.86VPCCX Vanguard PrimecapPairCorr
  0.81VPALX Vanguard PennsylvaniaPairCorr
  0.81VPAIX Vanguard PennsylvaniaPairCorr
  0.94VPKIX Vanguard Pacific StockPairCorr
  0.85VPMCX Vanguard PrimecapPairCorr
  0.85VPMAX Vanguard PrimecapPairCorr
  0.96NAESX Vanguard Small CapPairCorr
  0.86VQNPX Vanguard Growth AndPairCorr
  0.84VADGX Vanguard Advice SelectPairCorr
  0.78VAGVX Vanguard Advice SelectPairCorr
  0.62VAIGX Vanguard Advice SelectPairCorr
  0.96VSCIX Vanguard Small CapPairCorr
  0.99VSCGX Vanguard LifestrategyPairCorr
  0.96VSCPX Vanguard Small CapPairCorr
  0.81VSCSX Vanguard Short TermPairCorr
  0.75VSBIX Vanguard Short TermPairCorr
  0.73VSBSX Vanguard Short TermPairCorr
  0.88VSEQX Vanguard Strategic EquityPairCorr
  1.0VASGX Vanguard LifestrategyPairCorr

Moving against Vanguard Mutual Fund

  0.39VMNIX Vanguard Market NeutralPairCorr
  0.39VMNFX Vanguard Market NeutralPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Target 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 Target'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
VFORX  0.40  0.02 (0.01) 0.11  0.46 
(0.41)
 0.85 
(0.97)
 2.37 
VTHRX  0.33  0.02 (0.03) 0.12  0.35 
(0.34)
 0.73 
(0.76)
 1.98 
VTTHX  0.37  0.03 (0.01) 0.12  0.38 
(0.38)
 0.79 
(0.85)
 2.18 
VFIFX  0.48  0.03  0.01  0.11  0.56 
(0.49)
 1.00 
(1.18)
 2.82 
VTTVX  0.28  0.02 (0.06) 0.11  0.27 
(0.30)
 0.62 
(0.61)
 1.70 
VFFVX  0.48  0.03  0.01  0.11  0.57 
(0.49)
 1.00 
(1.18)
 2.83 
DODGX  0.60 (0.02)(0.04) 0.04  0.73 
(0.59)
 1.33 
(1.11)
 3.52 
VTTSX  0.49  0.04  0.03  0.13  0.57 
(0.50)
 1.00 
(1.16)
 2.82 
VTWNX  0.21  0.01 (0.13) 0.10  0.18 
(0.23)
 0.44 
(0.47)
 1.28 
TRBCX  0.90 (0.03)(0.03) 0.03  1.55 
(0.80)
 1.69 
(2.07)
 10.35 

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