Dfa International Correlations

Mutual Funds . USA . 
Fund . Dfa International Value
DFIVX Fund  USD 26.47  0.10  0.38%   
The current 90-days correlation between Dfa International Value and Us Large Cap is 0.7 (i.e., Poor diversification). The correlation of Dfa International is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Dfa International Correlation With Market

Poor diversification

The correlation between Dfa International Value and DJI is 0.67 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa International Value and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dfa International Value. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with Dfa Mutual Fund

  0.86DIHRX Intal High RelativePairCorr
  0.74DILRX Dfa InternationalPairCorr
  0.87DIPSX Dfa Inflation ProtectedPairCorr
  0.99DISVX Dfa International SmallPairCorr
  0.93DISMX Dfa InternationalPairCorr
  0.91DMNBX Dfa Mn MunicipalPairCorr
  0.9DMREX Dfa Municipal RealPairCorr
  0.91DNYMX Dfa Ny MunicipalPairCorr
  0.9DOGMX Dfa Oregon MunicipalPairCorr
  0.95DREIX World Core EquityPairCorr
  0.94DRIIX Dimensional 2045 TargetPairCorr
  0.93DRIHX Dimensional 2040 TargetPairCorr
  0.91DRIGX Dimensional 2035 TargetPairCorr
  0.9DRIWX Dimensional 2030 TargetPairCorr
  0.9DRIUX Dimensional 2025 TargetPairCorr
  0.92DRIRX Dimensional 2020 TargetPairCorr
  0.92DRIQX Dimensional 2015 TargetPairCorr
  0.94DRILX Dimensional 2060 TargetPairCorr
  0.94DRIKX Dimensional 2055 TargetPairCorr
  0.94DRIJX Dimensional 2050 TargetPairCorr
  0.8DAADX Dfa Emerging MarketsPairCorr
  0.89DAABX Dfa SustainabilityPairCorr
  0.99DSCLX Dfa International SocialPairCorr
  0.92DSCGX Dfa SmallPairCorr
  0.85DSFIX Dfa Social FixedPairCorr
  0.95DSHGX Dfa Selectively HedgedPairCorr
  0.9DSSMX Dfa Selective StatePairCorr
  0.92DTCPX Dfa Targeted CreditPairCorr
  0.92DTDRX Dimensional 2065 TargetPairCorr
  0.91DCARX Dfa California MunicipalPairCorr
  0.89DCIBX Dfa Ca IntPairCorr
  0.92DURPX Us High RelativePairCorr
  0.92DUSQX Us Lg CapPairCorr
  0.91DUSLX Dfa LargePairCorr
  0.9DEMSX Emerging Markets SmallPairCorr
  0.9DEMGX Emerging Markets TargetedPairCorr
  0.91DESIX Emerging Markets SusPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa International 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 Dfa International'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.

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