Vanguard Total Competition
| VT Etf | USD 139.82 -2.20 -1.55% |
Vanguard Total vs IShares Russell Correlation Summary
Very poor diversification
VT currently posts a 0.87 correlation with IWM, indicating a Very poor diversification relationship for the active sample. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Moving together with Vanguard Etf
The degree to which Vanguard Total's exhibits mean reversion depends on how efficiently the market prices new information. In highly covered equities, the mean reversion window tends to be shorter.
Vanguard Total Competition Correlation Matrix
Competition correlation for Vanguard Total World matters because related securities often respond to the same industry, factor, or macro drivers even when their business stories differ. The current classification points to the Global Large-Stock Blend category. In practical terms, lower correlation may offer better diversification while higher correlation may leave the portfolio more exposed to one shared driver.
High positive correlations
| High negative correlations
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Vanguard Total Constituents Risk-Adjusted Indicators
Strong stock returns do not always mean Vanguard Total ETF is outperforming its peers on a fundamental level. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VTWAX | 0.61 | 0.05 | 0.00 | -0.03 | 0.00 | 0.87 | 4.10 | |||
| VFWAX | 0.71 | 0.12 | 0.11 | 0.05 | 1.05 | 1.43 | 5.74 | |||
| VEU | 0.76 | 0.12 | 0.11 | 0.05 | 1.14 | 1.54 | 5.81 | |||
| VV | 0.58 | 0.00 | 0.00 | -0.09 | 0.00 | 0.89 | 3.52 | |||
| VLCAX | 0.58 | 0.00 | 0.00 | -0.09 | 0.00 | 0.88 | 3.55 | |||
| RSP | 0.57 | 0.06 | 0.00 | -0.01 | 0.00 | 1.04 | 3.41 | |||
| VYM | 0.50 | 0.06 | 0.11 | 0.00 | 0.75 | 0.85 | 3.51 | |||
| VHYAX | 0.51 | 0.06 | 0.11 | 0.00 | 0.75 | 0.87 | 3.50 | |||
| SCHD | 0.55 | 0.18 | 0.42 | 0.31 | 0.27 | 1.61 | 2.81 | |||
| IWM | 0.91 | 0.04 | 0.00 | -0.06 | 0.00 | 1.33 | 5.88 |
Vanguard Total Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
Vanguard Total Competition 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.
Peer Comparison Metrics & Methodology
Peer analysis for Vanguard Total uses the most recent available fundamentals rather than static annual comparisons, improving relevance as conditions evolve. Competition analysis adds context to price action by grounding it in relative fundamentals.
Unless otherwise specified, data for Vanguard Total World is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.