Vanguard Total Competition
| VTWAX Fund | USD 49.00 0.72 1.49% |
Vanguard Total and IShares Russell Correlation Summary
Very poor diversification
The correlation between Vanguard Total and IShares Russell is 0.88, which Macroaxis classifies as Very poor diversification for the selected horizon. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
Moving together with Vanguard Mutual Fund
Experienced market participants anticipate that Vanguard Total's price will even out over time. Periods when Vanguard Total's deviates significantly from its historical mean may warrant further fundamental analysis.
Vanguard Total Competition Correlation Matrix
Studying peer correlation around Vanguard Total World gives investors a cleaner read on how much independent price behavior still exists across the competitive set. The useful question is whether competitors are behaving like true alternatives or simply tracking the same sector move with different volatility.
High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
Strong recent returns in Vanguard Mutual Fund do not always mean Vanguard Total Mutual Fund is outperforming peers on business quality. Risk-adjusted metrics help compare Vanguard Total's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VT | 0.66 | 0.02 | 0.00 | -0.05 | 0.00 | 1.17 | 4.24 | |||
| VEU | 0.84 | 0.09 | 0.07 | 0.02 | 1.29 | 1.58 | 5.82 | |||
| VFWAX | 0.77 | 0.08 | 0.06 | 0.02 | 1.22 | 1.56 | 5.75 | |||
| VV | 0.58 | -0.03 | 0.00 | -0.11 | 0.00 | 1.00 | 3.52 | |||
| VLCAX | 0.59 | -0.03 | 0.00 | -0.11 | 0.00 | 1.03 | 3.55 | |||
| RSP | 0.60 | 0.04 | 0.00 | -0.01 | 0.00 | 1.07 | 3.41 | |||
| VYM | 0.51 | 0.08 | 0.12 | 0.04 | 0.72 | 0.86 | 3.67 | |||
| VHYAX | 0.52 | 0.08 | 0.11 | 0.04 | 0.74 | 0.91 | 3.92 | |||
| SCHD | 0.57 | 0.19 | 0.42 | 0.35 | 0.22 | 1.61 | 3.06 | |||
| IWM | 0.95 | 0.05 | 0.00 | -0.02 | 0.00 | 1.59 | 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
Vanguard Total's free cash flow conversion rate exceeds the peer group norm, a sign that reported profits are backed by real cash. Relative comparison helps show where Vanguard Total is stronger or weaker against peers.
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.