VALUE LINE Correlations

VLIFX Fund

USD 31.95 -0.15 -0.47%

A high positive correlation means the stock tends to rise and fall in tandem with the paired instrument. Current 90-days correlation between Value Line Mid and One Choice Portfolio is 0.76 (i.e., Poor diversification).

Market Correlation Summary - VALUE LINE

Poor diversification

VALUE LINE currently posts a 0.75 correlation with Dow Jones, indicating a Poor diversification relationship for the active sample. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.

Review World Market Map for context on portfolio diversification. Portfolio construction reflects how positions are combined across holdings. Value Line Mid can be included in a portfolio to evaluate diversification impact. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence Value Line Mid's mutual fund valuation — related indicators include signals in price.

For more detail on VALUE Mutual Fund please use our How to Invest in VALUE Mutual Fund guide.

Moving together with VALUE Mutual Fund

0.93	PAMCX	T Rowe Price	Pair Corr
0.93	RRMGX	T Rowe Price	Pair Corr
0.93	TRQZX	T Rowe Price	Pair Corr
0.91	PCBIX	Midcap Fund Institutional	Pair Corr
0.88	PEMGX	Midcap Fund Class	Pair Corr
0.9	PMBCX	Midcap Fund Class	Pair Corr
0.74	PRJIX	T Rowe Price	Pair Corr
0.93	RPMGX	T Rowe Price	Pair Corr
0.73	TRUZX	T Rowe Price	Pair Corr
0.92	JGRCX	Janus Enterprise	Pair Corr
0.74	WHIAX	Ivy High Income	Pair Corr
0.71	IVHIX	Ivy High Income	Pair Corr
0.7	IHIFX	Ivy High Income	Pair Corr
0.75	WRHIX	Ivy High Income	Pair Corr
0.73	WHIYX	Ivy High Income	Pair Corr
0.67	AXP	American Express	Pair Corr
0.8	DIS	Walt Disney	Pair Corr

Moving against VALUE Mutual Fund

0.35	ERH	Allspring Utilities And	Pair Corr
0.34	CSJZX	Cohen Steers Realty	Pair Corr
0.34	CSRSX	Cohen Steers Realty	Pair Corr
0.69	VZ	Verizon Communications	Pair Corr
0.67	CVX	Chevron Corp	Pair Corr
0.67	T	ATT Inc Aggressive Push	Pair Corr
0.58	MCSQX	Mfs Series Trust	Pair Corr
0.51	PFE	Pfizer Inc	Pair Corr
0.48	JNJ	Johnson Johnson Sell-off Trend	Pair Corr
0.43	KO	Coca Cola	Pair Corr
0.36	MRK	Merck Company	Pair Corr
0.36	CAT	Caterpillar	Pair Corr
0.35	WMT	Walmart Common Stock	Pair Corr

Related Correlations Analysis

	SDLAX	AMGIX	BDFFX	LCIAX	BDFIX	BEQGX	BIGRX	HFCIX	FAMVX	AOMIX
SDLAX		0.52	0.37	0.79	0.37	0.6	0.53	0.59	0.54	0.62	SDLAX
AMGIX	0.52		-0.03	0.51	-0.02	0.42	1.0	0.53	0.88	0.94	AMGIX
BDFFX	0.37	-0.03		0.43	1.0	0.79	-0.01	0.52	0.35	0.24	BDFFX
LCIAX	0.79	0.51	0.43		0.43	0.66	0.51	0.6	0.56	0.63	LCIAX
BDFIX	0.37	-0.02	1.0	0.43		0.79	-0.01	0.52	0.35	0.24	BDFIX
BEQGX	0.6	0.42	0.79	0.66	0.79		0.42	0.6	0.64	0.63	BEQGX
BIGRX	0.53	1.0	-0.01	0.51	-0.01	0.42		0.53	0.89	0.94	BIGRX
HFCIX	0.59	0.53	0.52	0.6	0.52	0.6	0.53		0.57	0.59	HFCIX
FAMVX	0.54	0.88	0.35	0.56	0.35	0.64	0.89	0.57		0.94	FAMVX
AOMIX	0.62	0.94	0.24	0.63	0.24	0.63	0.94	0.59	0.94		AOMIX
	SDLAX	AMGIX	BDFFX	LCIAX	BDFIX	BEQGX	BIGRX	HFCIX	FAMVX	AOMIX

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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

BIGRX	+ 1.0	AMGIX
BDFIX	+ 1.0	BDFFX
AOMIX	+ 0.94	AMGIX
AOMIX	+ 0.94	BIGRX
AOMIX	+ 0.94	FAMVX
FAMVX	+ 0.89	BIGRX

High negative correlations

BDFFX	- 0.03	AMGIX
BDFIX	- 0.02	AMGIX
BIGRX	- 0.01	BDFIX
BIGRX	- 0.01	BDFFX

Risk-Adjusted Indicators

Headline performance for VALUE Mutual Fund may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SDLAX	0.86	0.13	0.21	-1.53	0.79	-1.06	1.21	-1.65	16.91
AMGIX	0.56	0.06	0.09	0.01	0.74	-0.56	1.08	-1.35	3.59
BDFFX	0.97	-0.06	0.00	-0.12	0.00	0.00	1.64	-2.06	6.35
LCIAX	0.89	0.28	0.34	0.24	0.58	-1.15	1.16	-1.56	19.91
BDFIX	0.97	-0.06	0.00	-0.11	0.00	0.00	1.66	-2.05	6.32
BEQGX	0.66	-0.01	0.00	-0.08	0.00	0.00	1.06	-1.48	4.05
BIGRX	0.56	0.06	0.09	0.00	0.76	-0.55	1.07	-1.36	3.60
HFCIX	1.40	0.12	0.06	0.03	1.67	-1.49	2.98	-2.78	6.59
FAMVX	0.68	0.03	0.00	-0.03	0.00	0.00	1.33	-1.77	4.23
AOMIX	0.42	0.02	0.00	-0.03	0.00	0.00	0.80	-1.22	2.89

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