Vanguard Russell Correlations

VRTGX Etf

USD 432.33 2.07 0.48%

The current 90-days correlation between Vanguard Russell 2000 and Vanguard Small Cap Growth is 0.96 (i.e., Almost no diversification). The correlation of Vanguard Russell 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 Russell Correlation With Market

Very poor diversification

The correlation between Vanguard Russell 2000 and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Russell 2000 and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Vanguard Etf

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Russell 2000. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in rate.

Moving together with Vanguard Etf

0.98	VBK	Vanguard Small Cap	Pair Corr
1.0	IWO	iShares Russell 2000	Pair Corr
0.69	IJT	iShares SP Small	Pair Corr
0.98	SLYG	SPDR SP 600	Pair Corr
0.92	PBW	Invesco WilderHill Clean	Pair Corr
0.99	JKK	iShares Morningstar	Pair Corr
1.0	VTWG	Vanguard Russell 2000	Pair Corr
0.98	VIOG	Vanguard SP Small	Pair Corr
0.99	ISCG	iShares Morningstar	Pair Corr
0.93	WGMI	Valkyrie Bitcoin Miners	Pair Corr
0.76	AMPD	Tidal ETF Services	Pair Corr
0.86	PMBS	PIMCO Mortgage Backed	Pair Corr
0.88	ITWO	Proshares Russell 2000	Pair Corr
0.88	HD	Home Depot	Pair Corr
0.65	MSFT	Microsoft	Pair Corr
0.84	BA	Boeing	Pair Corr
0.86	DD	Dupont De Nemours	Pair Corr
0.65	VZ	Verizon Communications Aggressive Push	Pair Corr
0.87	JNJ	Johnson Johnson Sell-off Trend	Pair Corr
0.65	AXP	American Express	Pair Corr
0.8	GE	GE Aerospace	Pair Corr
0.68	INTC	Intel	Pair Corr
0.85	BAC	Bank of America	Pair Corr
0.89	HPQ	HP Inc	Pair Corr

Moving against Vanguard Etf

0.49	KO	Coca Cola	Pair Corr
0.33	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	VBK	IWO	IJT	SLYG	PBW	JKK	VTWG	VRTGX	VIOG
VBK		0.98	0.65	0.96	0.93	0.99	0.98	0.98	0.96	VBK
IWO	0.98		0.69	0.98	0.92	0.99	1.0	1.0	0.98	IWO
IJT	0.65	0.69		0.71	0.59	0.68	0.69	0.69	0.71	IJT
SLYG	0.96	0.98	0.71		0.88	0.97	0.98	0.98	1.0	SLYG
PBW	0.93	0.92	0.59	0.88		0.93	0.92	0.92	0.88	PBW
JKK	0.99	0.99	0.68	0.97	0.93		0.99	0.99	0.97	JKK
VTWG	0.98	1.0	0.69	0.98	0.92	0.99		1.0	0.98	VTWG
VRTGX	0.98	1.0	0.69	0.98	0.92	0.99	1.0		0.98	VRTGX
VIOG	0.96	0.98	0.71	1.0	0.88	0.97	0.98	0.98		VIOG
	VBK	IWO	IJT	SLYG	PBW	JKK	VTWG	VRTGX	VIOG

Vanguard Russell Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Russell ETF 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 Russell'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
VBK	0.78	0.05	0.07	0.13	0.72	(0.90)	1.68	(1.41)	3.77
IWO	0.88	0.05	0.08	0.13	0.81	(0.96)	1.77	(1.47)	4.48
IJT	0.80	0.14	0.01	(0.26)	0.84	(0.90)	1.73	(1.65)	4.65
SLYG	0.79	0.00	0.03	0.09	0.82	(0.85)	1.71	(1.58)	4.53
PBW	1.74	0.40	0.23	0.37	1.49	(2.04)	3.86	(2.37)	8.76
JKK	0.79	0.04	0.07	0.13	0.70	(0.86)	1.74	(1.44)	4.21
VTWG	0.87	0.05	0.09	0.13	0.80	(0.95)	1.82	(1.53)	4.54
VRTGX	0.87	0.05	0.09	0.13	0.78	(1.00)	1.83	(1.52)	4.56
VIOG	0.78	0.01	0.04	0.10	0.77	(0.84)	1.49	(1.51)	4.49

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