VANGUARD TOTAL Competition
| VBMPX Fund | USD 9.69 -0.01 -0.10% |
VANGUARD TOTAL and Vanguard FTSE Correlation Summary
Very poor diversification
Across the chosen horizon, VBMPX and VEA show a correlation of 0.85 and fall into the Very poor diversification bucket. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
Moving together with VANGUARD Mutual Fund
The mean reversion framework for VANGUARD TOTAL is built on the premise that markets are not perfectly efficient and that prices periodically overshoot their intrinsic value in both directions.
VANGUARD TOTAL Competition Correlation Matrix
Correlation analysis between Vanguard Total Bond and its competitors helps investors understand whether diversification is real or only superficial inside the same peer group. This matrix is most informative when investors want to know whether adding another peer would improve diversification, increase crowding, or leave total risk largely unchanged.
High positive correlations
| High negative correlations
|
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 | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BND | 0.15 | 0.00 | 0.20 | -0.18 | 0.17 | 0.30 | 0.90 | |||
| VBTLX | 0.16 | 0.00 | 0.16 | -0.06 | 0.17 | 0.31 | 1.02 | |||
| VBMFX | 0.16 | -0.01 | 0.17 | -0.45 | 0.17 | 0.31 | 1.02 | |||
| VTBNX | 0.16 | -0.01 | 0.17 | -0.45 | 0.17 | 0.31 | 0.94 | |||
| QQQ | 0.78 | -0.04 | 0.00 | -0.10 | 0.00 | 1.45 | 4.15 | |||
| VUG | 0.76 | -0.11 | 0.00 | -0.19 | 0.00 | 1.34 | 4.01 | |||
| VIGAX | 0.77 | -0.11 | 0.00 | -0.18 | 0.00 | 1.32 | 4.06 | |||
| VINIX | 0.55 | -0.02 | 0.00 | -0.07 | 0.00 | 0.84 | 3.53 | |||
| VTI | 0.57 | -0.02 | 0.00 | -0.06 | 0.00 | 0.87 | 3.71 | |||
| VEA | 0.71 | 0.10 | 0.09 | 0.08 | 1.15 | 1.19 | 5.71 |
VANGUARD TOTAL Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
Peer Performance Charts
How to Analyze VANGUARD TOTAL Against Peers
VANGUARD TOTAL's peer analysis compares VANGUARD TOTAL with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether VANGUARD TOTAL trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where VANGUARD TOTAL leads or lags and what catalysts could close or widen the gap.