Dfa International Correlations

DISMX Fund

USD 18.68 0.04 0.21%

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 and DJI is 0.7 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa International 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. 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 industry.

Moving together with Dfa Mutual Fund

0.78	DILRX	Dfa International	Pair Corr
0.87	DSCGX	Dfa Small	Pair Corr
0.74	DURPX	Us High Relative	Pair Corr
0.76	DUSLX	Dfa Large	Pair Corr

Moving against Dfa Mutual Fund

0.31	DIPSX	Dfa Inflation Protected	Pair Corr
0.4	DWFIX	Dfa World Ex	Pair Corr
0.39	DTCPX	Dfa Targeted Credit	Pair Corr
0.32	DSSMX	Dfa Selective State	Pair Corr

Related Correlations Analysis

	SEVPX	EXBAX	QIBGX	HSTIX	FWRLX	DTLGX	CAMOX	MITEX	TWSCX	AUUCX
SEVPX		0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	SEVPX
EXBAX	0.0		0.81	0.42	0.52	0.31	0.7	0.31	0.66	-0.43	EXBAX
QIBGX	0.0	0.81		0.26	0.49	0.32	0.52	0.47	0.46	-0.7	QIBGX
HSTIX	0.0	0.42	0.26		0.55	0.86	0.19	0.15	0.42	0.44	HSTIX
FWRLX	0.0	0.52	0.49	0.55		0.62	0.38	0.6	0.55	-0.06	FWRLX
DTLGX	0.0	0.31	0.32	0.86	0.62		0.01	0.54	0.25	0.25	DTLGX
CAMOX	0.0	0.7	0.52	0.19	0.38	0.01		0.08	0.81	-0.31	CAMOX
MITEX	0.0	0.31	0.47	0.15	0.6	0.54	0.08		0.17	-0.38	MITEX
TWSCX	0.0	0.66	0.46	0.42	0.55	0.25	0.81	0.17		-0.1	TWSCX
AUUCX	0.0	-0.43	-0.7	0.44	-0.06	0.25	-0.31	-0.38	-0.1		AUUCX
	SEVPX	EXBAX	QIBGX	HSTIX	FWRLX	DTLGX	CAMOX	MITEX	TWSCX	AUUCX

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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

DTLGX	+ 0.86	HSTIX
QIBGX	+ 0.81	EXBAX
TWSCX	+ 0.81	CAMOX
CAMOX	+ 0.7	EXBAX
TWSCX	+ 0.66	EXBAX
DTLGX	+ 0.62	FWRLX

High negative correlations

AUUCX	- 0.7	QIBGX
AUUCX	- 0.43	EXBAX
AUUCX	- 0.38	MITEX
AUUCX	- 0.31	CAMOX
AUUCX	- 0.1	TWSCX
AUUCX	- 0.06	FWRLX

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	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SEVPX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
EXBAX	0.37	(0.08)	0.00	(0.08)	0.00	0.00	0.63	(0.59)	6.39
QIBGX	0.53	(0.12)	0.00	(0.22)	0.00	0.00	0.88	(1.08)	7.72
HSTIX	0.60	(0.03)	(0.04)	0.04	0.95	(0.54)	1.20	(1.53)	3.31
FWRLX	0.74	(0.15)	0.00	(0.09)	0.00	0.00	1.07	(1.52)	3.54
DTLGX	0.82	(0.04)	(0.03)	0.04	1.27	(0.76)	1.78	(2.10)	4.77
CAMOX	0.87	(0.24)	0.00	(0.20)	0.00	0.00	1.15	(0.94)	19.09
MITEX	0.92	(0.13)	0.00	(0.05)	0.00	0.00	1.72	(2.10)	6.23
TWSCX	0.34	(0.06)	0.00	(0.09)	0.00	0.00	0.52	(0.68)	4.62
AUUCX	0.60	0.09	0.10	0.16	0.53	(0.64)	1.22	(1.00)	9.13

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