Vanguard Small-cap Correlations

Mutual Funds USA . 
Fund . Vanguard Small Cap Value
VSIIX Fund  USD 47.04  0.09  0.19%   
The current 90-days correlation between Vanguard Small Cap and Dodge International Stock is -0.05 (i.e., Good diversification). The correlation of Vanguard Small-cap 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 Small-cap Correlation With Market

Good diversification

The correlation between Vanguard Small Cap Value and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Small Cap Value 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 Small Cap Value. 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 gross domestic product.

Moving together with Vanguard Mutual Fund

  0.97VMIAX Vanguard Materials IndexPairCorr
  0.76VMLUX Vanguard Limited TermPairCorr
  0.75VMLTX Vanguard Limited TermPairCorr
  0.92VMNVX Vanguard Global MinimumPairCorr
  0.96VMMSX Vanguard Emerging MarketsPairCorr
  0.81VMNIX Vanguard Market NeutralPairCorr
  0.81VMNFX Vanguard Market NeutralPairCorr
  0.9VMSIX Vanguard Multi SectorPairCorr
  0.99VMVAX Vanguard Mid CapPairCorr
  0.99VMVIX Vanguard Mid CapPairCorr
  0.92VMVFX Vanguard Global MinimumPairCorr
  0.96VMVLX Vanguard Mega CapPairCorr
  0.9VPADX Vanguard Pacific StockPairCorr
  0.9VPACX Vanguard Pacific StockPairCorr
  0.97VPCCX Vanguard PrimecapPairCorr
  0.9VPKIX Vanguard Pacific StockPairCorr
  0.97VPMCX Vanguard PrimecapPairCorr
  0.97VPMAX Vanguard PrimecapPairCorr
  1.0NAESX Vanguard Small CapPairCorr
  0.97VQNPX Vanguard Growth AndPairCorr
  0.85VRTPX Vanguard Reit IiPairCorr
  0.95VADGX Vanguard Advice SelectPairCorr
  0.89VAGVX Vanguard Advice SelectPairCorr
  0.95VAIGX Vanguard Advice SelectPairCorr
  1.0VSCIX Vanguard Small CapPairCorr
  0.95VSCGX Vanguard LifestrategyPairCorr
  1.0VSCPX Vanguard Small CapPairCorr
  0.77VSCSX Vanguard Short TermPairCorr
  0.98VSEMX Vanguard Extended MarketPairCorr
  0.99VSEQX Vanguard Strategic EquityPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Small-cap 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 Small-cap'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.

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