DFA INTERMEDIATE Correlations

DFIGX Fund

USD 11.18 -0.03 -0.27%

A high positive correlation means the stock tends to rise and fall in tandem with the paired instrument. Current 90-days correlation between Dfa Intermediate and Amana Growth Fund is 0.16 (i.e., Good diversification).

DFA INTERMEDIATE Market Correlation

Good diversification

Across the chosen horizon, DFA INTERMEDIATE and Dow Jones show a correlation of 0.16 and fall into the Good diversification bucket. A 0.16 reading means DFA INTERMEDIATE and Dow Jones have partial price overlap, offering some diversification benefit.

Investing Opportunities provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. Dfa Intermediate Government can be included in a portfolio to evaluate diversification impact. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence Dfa Intermediate Government's mutual fund valuation — related indicators include signals in census.

Moving together with DFA Mutual Fund

0.7	DIHRX	Intal High Relative	Pair Corr
0.61	DILRX	Dfa International	Pair Corr
0.86	DIPSX	Dfa Inflation Protected	Pair Corr
0.66	DISVX	Dfa International Small	Pair Corr
0.65	DMNBX	Dfa Mn Municipal	Pair Corr
0.78	DOGMX	Dfa Oregon Municipal	Pair Corr
0.62	DRIHX	Dimensional 2040 Target	Pair Corr
0.68	DRIGX	Dimensional 2035 Target	Pair Corr
0.73	DRIWX	Dimensional 2030 Target	Pair Corr
0.78	DRIUX	Dimensional 2025 Target	Pair Corr
0.78	DRIRX	Dimensional 2020 Target	Pair Corr
0.78	DRIQX	Dimensional 2015 Target	Pair Corr
0.68	DAADX	Dfa Emerging Markets	Pair Corr
0.8	DRXIX	Dfa Ltip Portfolio	Pair Corr
0.64	DSCLX	Dfa International Social	Pair Corr
0.87	DSFIX	Dfa Social Fixed	Pair Corr
0.78	DSSMX	Dfa Selective State	Pair Corr
0.7	DTCPX	Dfa Targeted Credit	Pair Corr
0.77	DCIBX	Dfa Ca Int	Pair Corr
0.62	DEMGX	Emerging Markets Targeted	Pair Corr
0.88	DWFIX	Dfa World Ex	Pair Corr
0.61	DESIX	Emerging Markets	Pair Corr
0.88	DFAPX	Dfa Investment Grade	Pair Corr

Related Correlations Analysis

	JMUTX	TAIFX	OAKBX	FRIFX	JEPAX	FSKLX	CSXCX	AMIGX	AMAGX
JMUTX		0.93	0.46	0.7	0.87	0.72	0.53	0.86	0.86	JMUTX
TAIFX	0.93		0.44	0.74	0.88	0.8	0.56	0.94	0.94	TAIFX
OAKBX	0.46	0.44		-0.17	0.14	-0.14	0.96	0.6	0.6	OAKBX
FRIFX	0.7	0.74	-0.17		0.88	0.93	-0.06	0.54	0.54	FRIFX
JEPAX	0.87	0.88	0.14	0.88		0.87	0.25	0.74	0.73	JEPAX
FSKLX	0.72	0.8	-0.14	0.93	0.87		-0.02	0.61	0.6	FSKLX
CSXCX	0.53	0.56	0.96	-0.06	0.25	-0.02		0.74	0.75	CSXCX
AMIGX	0.86	0.94	0.6	0.54	0.74	0.61	0.74		1.0	AMIGX
AMAGX	0.86	0.94	0.6	0.54	0.73	0.6	0.75	1.0		AMAGX
	JMUTX	TAIFX	OAKBX	FRIFX	JEPAX	FSKLX	CSXCX	AMIGX	AMAGX

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

AMAGX	+ 1.0	AMIGX
CSXCX	+ 0.96	OAKBX
AMIGX	+ 0.94	TAIFX
AMAGX	+ 0.94	TAIFX
TAIFX	+ 0.93	JMUTX
FSKLX	+ 0.93	FRIFX

High negative correlations

FRIFX	- 0.17	OAKBX
FSKLX	- 0.14	OAKBX
CSXCX	- 0.06	FRIFX
CSXCX	- 0.02	FSKLX

Risk-Adjusted Indicators

Headline performance for DFA Mutual Fund may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. 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
JMUTX	0.13	-0.01	0.00	-0.15	0.00	0.00	0.35	-0.34	1.15
TAIFX	0.33	0.02	0.09	-0.01	0.51	-0.31	0.54	-0.99	2.47
OAKBX	0.45	-0.02	0.00	-0.10	0.00	0.00	0.82	-1.02	2.29
FRIFX	0.21	0.01	0.14	-0.01	0.31	-0.21	0.33	-0.40	1.62
JEPAX	0.42	-0.01	0.08	0.01	0.61	-0.43	1.02	-1.07	3.06
FSKLX	0.51	0.09	0.13	0.17	0.80	-0.48	1.13	-1.40	3.36
CSXCX	0.62	-0.01	0.00	-0.06	0.00	0.00	1.01	-1.53	3.89
AMIGX	0.77	0.06	0.06	0.00	1.04	-0.80	1.54	-1.93	5.47
AMAGX	0.77	0.06	0.05	0.00	1.04	-0.78	1.54	-1.93	5.48

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