Vanguard Equity Correlations

VEIPX Fund

USD 45.46 0.17 0.37%

The current 90-days correlation between Vanguard Equity Income and Vanguard International Growth is 0.35 (i.e., Weak diversification). The correlation of Vanguard Equity 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 Equity Correlation With Market

Very poor diversification

The correlation between Vanguard Equity Income and DJI is 0.87 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Equity Income 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 Equity Income. 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

0.91	VMIAX	Vanguard Materials Index	Pair Corr
0.89	VMLUX	Vanguard Limited Term	Pair Corr
0.89	VMLTX	Vanguard Limited Term	Pair Corr
0.98	VMNVX	Vanguard Global Minimum	Pair Corr
0.85	VMMSX	Vanguard Emerging Markets	Pair Corr
0.91	VMVAX	Vanguard Mid Cap	Pair Corr
0.91	VMVIX	Vanguard Mid Cap	Pair Corr
0.98	VMVFX	Vanguard Global Minimum	Pair Corr
0.93	VMVLX	Vanguard Mega Cap	Pair Corr
0.86	VPADX	Vanguard Pacific Stock	Pair Corr
0.86	VPACX	Vanguard Pacific Stock	Pair Corr
0.97	VPCCX	Vanguard Primecap	Pair Corr
0.86	VPALX	Vanguard Pennsylvania	Pair Corr
0.86	VPKIX	Vanguard Pacific Stock	Pair Corr
0.97	VPMCX	Vanguard Primecap	Pair Corr
0.97	VPMAX	Vanguard Primecap	Pair Corr
0.87	NAESX	Vanguard Small Cap	Pair Corr
0.96	VQNPX	Vanguard Growth And	Pair Corr
0.87	VSCIX	Vanguard Small Cap	Pair Corr
0.87	VSCGX	Vanguard Lifestrategy	Pair Corr
0.87	VSCPX	Vanguard Small Cap	Pair Corr
0.91	VSCSX	Vanguard Short Term	Pair Corr
0.89	VSBSX	Vanguard Short Term	Pair Corr
0.96	VSEQX	Vanguard Strategic Equity	Pair Corr
0.88	VASGX	Vanguard Lifestrategy	Pair Corr
0.81	VSGAX	Vanguard Small Cap	Pair Corr
0.82	VASIX	Vanguard Lifestrategy	Pair Corr
0.96	VASVX	Vanguard Selected Value	Pair Corr
0.81	VSGIX	Vanguard Small Cap	Pair Corr
0.8	VSGBX	Vanguard Short Term	Pair Corr
0.89	VSIAX	Vanguard Small Cap	Pair Corr
0.89	VSIIX	Vanguard Small Cap	Pair Corr
0.87	VSMAX	Vanguard Small Cap	Pair Corr
0.88	VSMGX	Vanguard Lifestrategy	Pair Corr
0.86	VSMVX	Vanguard Sp Small	Pair Corr
0.84	VSMSX	Vanguard Sp Small	Pair Corr

Moving against Vanguard Mutual Fund

0.37

VAIPX

Vanguard Inflation-protec

Pair Corr

Related Correlations Analysis

	VWNFX	VFFVX	VBINX	VWIAX	SGENX	AAFTX	VWIGX	VWILX
VWNFX		0.86	0.75	1.0	0.92	0.85	0.9	0.9	VWNFX
VFFVX	0.86		0.95	0.85	0.87	0.99	0.91	0.91	VFFVX
VBINX	0.75	0.95		0.74	0.77	0.95	0.81	0.81	VBINX
VWIAX	1.0	0.85	0.74		0.92	0.85	0.88	0.88	VWIAX
SGENX	0.92	0.87	0.77	0.92		0.87	0.79	0.79	SGENX
AAFTX	0.85	0.99	0.95	0.85	0.87		0.89	0.89	AAFTX
VWIGX	0.9	0.91	0.81	0.88	0.79	0.89		1.0	VWIGX
VWILX	0.9	0.91	0.81	0.88	0.79	0.89	1.0		VWILX
	VWNFX	VFFVX	VBINX	VWIAX	SGENX	AAFTX	VWIGX	VWILX

Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Equity 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 Equity'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
VWNFX	0.72	0.20	0.25	0.35	0.34	(0.90)	1.43	(1.05)	12.20
VFFVX	0.49	0.01	(0.01)	0.09	0.59	(0.49)	1.00	(1.18)	2.83
VBINX	0.36	(0.02)	(0.09)	0.04	0.48	(0.36)	0.76	(0.79)	2.36
VWIAX	0.31	0.07	0.07	0.37	0.00	(0.36)	0.61	(0.51)	5.11
SGENX	0.61	0.18	0.25	0.39	0.17	(0.73)	1.14	(0.90)	7.68
AAFTX	0.39	0.00	(0.05)	0.07	0.42	(0.41)	0.76	(0.84)	2.25
VWIGX	0.77	0.06	0.05	0.13	0.83	(0.87)	1.48	(1.78)	6.13
VWILX	0.77	0.06	0.05	0.13	0.84	(0.87)	1.48	(1.76)	6.18

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