Vanguard Inflation Correlations

Mutual Funds . USA . 
Fund . Vanguard Inflation Protected Securities
VAIPX Fund  USD 23.70  0.06  0.25%   
The current 90-days correlation between Vanguard Inflation and Vanguard Inflation Protected Securities is 0.98 (i.e., Almost no diversification). The correlation of Vanguard Inflation 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.

Vanguard Inflation Correlation With Market

Good diversification

The correlation between Vanguard Inflation Protected S and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Inflation Protected S and DJI in the same portfolio, assuming nothing else is changed.
  
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Inflation Protected Securities. 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 metropolitan statistical area.

Moving together with Vanguard Mutual Fund

  0.95VMLUX Vanguard Limited TermPairCorr
  0.95VMLTX Vanguard Limited TermPairCorr
  0.77VMNVX Vanguard Global MinimumPairCorr
  0.84VMMSX Vanguard Emerging MarketsPairCorr
  0.69VMNIX Vanguard Market NeutralPairCorr
  0.69VMNFX Vanguard Market NeutralPairCorr
  0.73VMVAX Vanguard Mid CapPairCorr
  0.74VMVIX Vanguard Mid CapPairCorr
  0.82VMVLX Vanguard Mega CapPairCorr
  0.93VNJTX Vanguard New JerseyPairCorr
  0.93VOHIX Vanguard Ohio LongPairCorr
  0.85VPADX Vanguard Pacific StockPairCorr
  0.83VPCCX Vanguard PrimecapPairCorr
  0.92VPAIX Vanguard PennsylvaniaPairCorr
  0.85VPKIX Vanguard Pacific StockPairCorr
  0.82VPMCX Vanguard PrimecapPairCorr
  0.82VPMAX Vanguard PrimecapPairCorr
  0.84NAESX Vanguard Small CapPairCorr
  0.84VQNPX Vanguard Growth AndPairCorr
  0.61VADGX Vanguard Advice SelectPairCorr
  0.82VAGVX Vanguard Advice SelectPairCorr
  0.84VSCIX Vanguard Small CapPairCorr
  0.92VSCGX Vanguard LifestrategyPairCorr
  0.84VSCPX Vanguard Small CapPairCorr
  0.97VSCSX Vanguard Short TermPairCorr
  0.97VSBIX Vanguard Short TermPairCorr
  0.88VSEQX Vanguard Strategic EquityPairCorr
  0.87VASGX Vanguard LifestrategyPairCorr
  0.88VSGAX Vanguard Small CapPairCorr
  0.95VASIX Vanguard LifestrategyPairCorr
  0.69VASVX Vanguard Selected ValuePairCorr
  0.88VSGIX Vanguard Small CapPairCorr
  0.96VSGDX Vanguard Short TermPairCorr
  0.97VSGBX Vanguard Short TermPairCorr
  0.75VSIAX Vanguard Small CapPairCorr
  0.75VSIIX Vanguard Small CapPairCorr
  0.84VSMAX Vanguard Small CapPairCorr
  0.89VSMGX Vanguard LifestrategyPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Inflation 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 Vanguard Inflation'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
VIPSX  0.17  0.03 (0.25)(1.79) 0.00 
(0.21)
 0.42 
(0.25)
 0.94 
PRBLX  0.51 (0.03)(0.06) 0.04  0.68 
(0.52)
 1.11 
(0.96)
 3.89 
JBALX  0.34  0.02 (0.03) 0.12  0.31 
(0.37)
 0.76 
(0.60)
 2.65 
JDBRX  0.34  0.02 (0.04) 0.12  0.32 
(0.36)
 0.77 
(0.59)
 2.66 
JDBAX  0.34  0.07 (0.03)(0.56) 0.31 
(0.36)
 0.77 
(0.57)
 2.66 
JRASX  0.63  0.01  0.00  0.09  0.86 
(0.63)
 1.25 
(1.23)
 5.05 
JRACX  0.63  0.10  0.00 (0.26) 0.88 
(0.64)
 1.25 
(1.23)
 5.05 
JRANX  0.63  0.01  0.00  0.09  0.86 
(0.64)
 1.25 
(1.22)
 5.05 
JNRFX  0.63  0.01  0.00  0.09  0.86 
(0.63)
 1.25 
(1.22)
 5.06 
JRAIX  0.63  0.01  0.00  0.09  0.86 
(0.63)
 1.26 
(1.22)
 5.05 

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