Vanguard Health Competition
| VHCIX Fund | USD 139.55 1.19 0.86% |
Vanguard Health vs Consumer Staples Correlation Overview
Significant diversification
VHCIX currently posts a 0.05 correlation with XLP, indicating a Significant diversification relationship for the active sample. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Moving against Vanguard Mutual Fund
The mean reversion principle applied to Vanguard Health's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.
Vanguard Health Competition Correlation Matrix
Competition correlation for Vanguard Health Care matters because related securities often respond to the same industry, factor, or macro drivers even when their business stories differ. 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
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Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard Health Mutual Fund doing well as a business compared to the competition. Risk-adjusted metrics allow investors to compare Vanguard Health's efficiency and downside exposure against peers in a more meaningful way. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VHT | 0.67 | 0.01 | 0.02 | -0.02 | 0.77 | 1.40 | 3.90 | |||
| VFH | 0.83 | -0.09 | 0.00 | -0.11 | 0.00 | 1.66 | 5.69 | |||
| VONV | 0.52 | 0.04 | 0.09 | -0.52 | 0.66 | 1.15 | 3.07 | |||
| IWV | 0.58 | -0.01 | 0.00 | -0.04 | 0.00 | 0.88 | 3.70 | |||
| DFUS | 0.57 | -0.06 | 0.00 | 0.32 | 0.00 | 0.89 | 3.72 | |||
| RDVY | 0.78 | -0.02 | 0.00 | 0.13 | 0.00 | 1.60 | 4.19 | |||
| FNDF | 0.72 | 0.12 | 0.11 | -0.83 | 1.13 | 1.50 | 6.15 | |||
| IWS | 0.64 | 0.08 | 0.09 | 0.06 | 0.78 | 1.30 | 4.07 | |||
| FTEC | 1.07 | -0.07 | 0.00 | -0.09 | 0.00 | 1.82 | 6.90 | |||
| XLP | 0.68 | 0.14 | 0.21 | 0.91 | 0.62 | 1.43 | 4.38 |
Vanguard Health Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
Vanguard Health Competition Peer Performance Charts
How to Analyze Vanguard Health Against Peers
Vanguard Health's peer analysis compares Vanguard Health 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 Health 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 Health leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Competitor benchmarking for Vanguard Health often reveals which operating metrics are genuinely differentiated and which appear similar across the entire peer group. Relative analysis can highlight whether current pricing already reflects peer-group strengths or weaknesses.
Inputs for Vanguard Health Care come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag.