Dfa International Correlations

DFVQX Fund

USD 17.25 0.29 1.71%

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 Vector and DJI is 0.65 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa International Vector 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 Vector. 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 employment.

Moving together with Dfa Mutual Fund

0.88	DIHRX	Intal High Relative	Pair Corr
0.78	DILRX	Dfa International	Pair Corr
0.99	DISVX	Dfa International Small	Pair Corr
0.97	DISMX	Dfa International	Pair Corr
0.92	DMNBX	Dfa Mn Municipal	Pair Corr
0.96	DREIX	World Core Equity	Pair Corr
0.96	DRIIX	Dimensional 2045 Target	Pair Corr
0.95	DRIHX	Dimensional 2040 Target	Pair Corr
0.93	DRIGX	Dimensional 2035 Target	Pair Corr
0.92	DRIWX	Dimensional 2030 Target	Pair Corr
0.92	DRIUX	Dimensional 2025 Target	Pair Corr
0.93	DRIRX	Dimensional 2020 Target	Pair Corr
0.94	DRIQX	Dimensional 2015 Target	Pair Corr
0.96	DRILX	Dimensional 2060 Target	Pair Corr
0.96	DRIKX	Dimensional 2055 Target	Pair Corr
0.96	DRIJX	Dimensional 2050 Target	Pair Corr
0.86	DAADX	Dfa Emerging Markets	Pair Corr
0.9	DAABX	Dfa Sustainability	Pair Corr
0.93	DSCGX	Dfa Small	Pair Corr
0.94	DURPX	Us High Relative	Pair Corr
0.94	DUSQX	Us Lg Cap	Pair Corr
0.94	DUSLX	Dfa Large	Pair Corr
0.93	DEMSX	Emerging Markets Small	Pair Corr
0.92	DEMGX	Emerging Markets Targeted	Pair Corr
0.93	DESIX	Emerging Markets Sus	Pair Corr
0.86	DFAPX	Dfa Investment Grade	Pair Corr
0.99	DFALX	Large Cap International	Pair Corr
0.91	DFAIX	Dfa Short Duration	Pair Corr
0.93	DFCEX	Emerging Markets E	Pair Corr
0.94	DFESX	Dfa Emerging Markets	Pair Corr
0.94	DFEOX	Us E Equity	Pair Corr
0.93	DFEMX	Emerging Markets Por	Pair Corr
0.92	DFGFX	Dfa Two Year	Pair Corr
0.62	DFGEX	Dfa Global Real	Pair Corr
0.92	DFGBX	Dfa Five Year	Pair Corr
0.9	DFFVX	Us Targeted Value	Pair Corr
0.92	DFIHX	Dfa One Year	Pair Corr
1.0	DFIEX	International E Equity	Pair Corr
0.99	DFIVX	Dfa International Value	Pair Corr
0.94	DFITX	Dfa International Real	Pair Corr

Related Correlations Analysis

	0P000070L2	PFCXX	TLMXX	STSEX	SWGXX	MPIXX	HUCXX	QCMMIX
0P000070L2		0.0	0.0	0.0	0.0	0.0	0.0	0.0	0P000070L2
PFCXX	0.0		0.0	0.0	0.0	0.0	0.0	0.0	PFCXX
TLMXX	0.0	0.0		0.0	0.0	0.0	0.0	0.0	TLMXX
STSEX	0.0	0.0	0.0		0.0	0.0	0.0	0.96	STSEX
SWGXX	0.0	0.0	0.0	0.0		0.0	0.0	0.0	SWGXX
MPIXX	0.0	0.0	0.0	0.0	0.0		0.0	0.0	MPIXX
HUCXX	0.0	0.0	0.0	0.0	0.0	0.0		0.0	HUCXX
QCMMIX	0.0	0.0	0.0	0.96	0.0	0.0	0.0		QCMMIX
	0P000070L2	PFCXX	TLMXX	STSEX	SWGXX	MPIXX	HUCXX	QCMMIX

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

QCMMIX	+ 0.96	STSEX
PFCXX	+ 0.0	0P000070L2
TLMXX	+ 0.0	0P000070L2
STSEX	+ 0.0	0P000070L2
SWGXX	+ 0.0	0P000070L2
MPIXX	+ 0.0	0P000070L2

High negative correlations

QCMMIX	- 0.0	HUCXX
QCMMIX	- 0.0	MPIXX
HUCXX	- 0.0	MPIXX
QCMMIX	- 0.0	SWGXX
HUCXX	- 0.0	SWGXX
MPIXX	- 0.0	SWGXX

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.

	Mean Deviation	Jensen Alpha	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
0P000070L2	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
PFCXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
TLMXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
STSEX	0.41	0.04	0.15	0.28	(0.43)	0.93	(0.83)	2.52
SWGXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MPIXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
HUCXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
QCMMIX	0.02	0.01	1.69	0.00	0.00	0.03	0.00	0.07

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