Vanguard Inflation-protec Correlations

VAIPX Fund

USD 23.03 0.02 0.09%

The current 90-days correlation between Vanguard Inflation-protec and Vanguard Inflation Protected Securities is 0.97 (i.e., Almost no diversification). The correlation of Vanguard Inflation-protec 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-protec Correlation With Market

Significant diversification

The correlation between Vanguard Inflation Protected S and DJI is 0.05 (i.e., Significant 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 inflation.

Moving together with Vanguard Mutual Fund

0.78

VRTPX

Vanguard Reit Ii

Pair Corr

Moving against Vanguard Mutual Fund

0.55	VMLTX	Vanguard Limited Term	Pair Corr
0.55	VMNFX	Vanguard Market Neutral	Pair Corr
0.47	VMLUX	Vanguard Limited Term	Pair Corr
0.38	VMVAX	Vanguard Mid Cap	Pair Corr
0.37	VMVIX	Vanguard Mid Cap	Pair Corr
0.35	VMSIX	Vanguard Multi Sector	Pair Corr
0.35	VMVLX	Vanguard Mega Cap	Pair Corr
0.33	VMNVX	Vanguard Global Minimum	Pair Corr
0.33	VMVFX	Vanguard Global Minimum	Pair Corr
0.31	VMNIX	Vanguard Market Neutral	Pair Corr
0.46	VPMCX	Vanguard Primecap	Pair Corr
0.46	VPMAX	Vanguard Primecap	Pair Corr
0.44	VPCCX	Vanguard Primecap	Pair Corr
0.42	VQNPX	Vanguard Growth And	Pair Corr
0.39	VADGX	Vanguard Advice Select	Pair Corr
0.34	VPACX	Vanguard Pacific Stock	Pair Corr
0.33	VPALX	Vanguard Pennsylvania	Pair Corr
0.33	VPAIX	Vanguard Pennsylvania	Pair Corr
0.44	VSBSX	Vanguard Short Term	Pair Corr
0.43	VSGBX	Vanguard Short Term	Pair Corr
0.42	VSBIX	Vanguard Short Term	Pair Corr
0.42	VSGDX	Vanguard Short Term	Pair Corr
0.41	VSEQX	Vanguard Strategic Equity	Pair Corr
0.38	VASVX	Vanguard Selected Value	Pair Corr

Related Correlations Analysis

	VIPSX	PRBLX	JBALX	JDBRX	JDBAX	JRASX	JRACX	JRANX	JNRFX	JRAIX
VIPSX		-0.63	-0.58	-0.57	-0.56	-0.64	-0.09	-0.01	-0.01	-0.01	VIPSX
PRBLX	-0.63		0.94	0.94	0.92	0.99	0.11	0.17	0.17	0.17	PRBLX
JBALX	-0.58	0.94		1.0	0.97	0.94	0.17	0.26	0.25	0.25	JBALX
JDBRX	-0.57	0.94	1.0		0.97	0.94	0.17	0.25	0.25	0.25	JDBRX
JDBAX	-0.56	0.92	0.97	0.97		0.91	0.21	0.21	0.2	0.2	JDBAX
JRASX	-0.64	0.99	0.94	0.94	0.91		0.21	0.3	0.3	0.3	JRASX
JRACX	-0.09	0.11	0.17	0.17	0.21	0.21		0.77	0.78	0.77	JRACX
JRANX	-0.01	0.17	0.26	0.25	0.21	0.3	0.77		1.0	1.0	JRANX
JNRFX	-0.01	0.17	0.25	0.25	0.2	0.3	0.78	1.0		1.0	JNRFX
JRAIX	-0.01	0.17	0.25	0.25	0.2	0.3	0.77	1.0	1.0		JRAIX
	VIPSX	PRBLX	JBALX	JDBRX	JDBAX	JRASX	JRACX	JRANX	JNRFX	JRAIX

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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

JDBRX	+ 1.0	JBALX
JNRFX	+ 1.0	JRANX
JRAIX	+ 1.0	JRANX
JRAIX	+ 1.0	JNRFX
JRASX	+ 0.99	PRBLX
JDBAX	+ 0.97	JBALX

High negative correlations

JRASX	- 0.64	VIPSX
PRBLX	- 0.63	VIPSX
JBALX	- 0.58	VIPSX
JDBRX	- 0.57	VIPSX
JDBAX	- 0.56	VIPSX
JRACX	- 0.09	VIPSX

Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Inflation-protec 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-protec'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
VIPSX	0.14	(0.01)	(0.51)	(0.98)	0.16	(0.17)	0.26	(0.26)	0.77
PRBLX	0.92	0.30	0.37	0.44	0.15	(1.17)	1.15	(1.22)	22.99
JBALX	0.50	0.10	0.09	0.32	0.26	(0.57)	1.05	(0.89)	8.15
JDBRX	0.50	0.10	0.09	0.32	0.27	(0.56)	1.04	(0.90)	8.29
JDBAX	0.50	0.12	0.10	0.50	0.28	(0.54)	1.05	(0.91)	8.23
JRASX	0.94	0.15	0.12	0.25	0.84	(1.03)	2.07	(1.92)	16.55
JRACX	0.75	0.01	(0.05)	0.19	1.19	(0.66)	1.66	(1.94)	4.37
JRANX	0.72	(0.06)	(0.06)	0.01	1.14	(0.65)	1.65	(1.93)	4.39
JNRFX	0.72	(0.06)	(0.06)	0.01	1.16	(0.65)	1.65	(1.92)	4.39
JRAIX	0.72	(0.06)	(0.06)	0.01	1.16	(0.65)	1.65	(1.92)	4.38

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