Vanguard Total Correlations

VSMPX Fund

USD 310.33 0.93 0.30%

The current 90-days correlation between Vanguard Total Stock and Vanguard 500 Index is 1.0 (i.e., No risk reduction). The correlation of Vanguard Total 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 Total Correlation With Market

Very poor diversification

The correlation between Vanguard Total Stock and DJI is 0.82 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Total Stock 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 Total Stock. 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 employment.

Moving together with Vanguard Mutual Fund

0.76	VMVAX	Vanguard Mid Cap	Pair Corr
0.83	VPMAX	Vanguard Primecap	Pair Corr
0.86	VSCGX	Vanguard Lifestrategy	Pair Corr
0.99	VASGX	Vanguard Lifestrategy	Pair Corr
0.68	VSGAX	Vanguard Small Cap	Pair Corr
0.68	VSGIX	Vanguard Small Cap	Pair Corr
0.66	VSMAX	Vanguard Small Cap	Pair Corr
0.87	VSTSX	Vanguard Total Stock	Pair Corr
0.99	VSVNX	Vanguard Target Reti	Pair Corr
0.99	VBINX	Vanguard Balanced Index	Pair Corr
0.92	VTIAX	Vanguard Total Inter	Pair Corr
0.92	VTMGX	Vanguard Developed	Pair Corr
0.81	VTMNX	Vanguard Developed	Pair Corr
0.92	VTPSX	Vanguard Total Inter	Pair Corr
0.87	VTSAX	Vanguard Total Stock	Pair Corr
1.0	VTSMX	Vanguard Total Stock	Pair Corr
0.99	VTWIX	Vanguard Total World	Pair Corr
0.96	VDEQX	Vanguard Diversified	Pair Corr
0.7	VEIPX	Vanguard Equity Income	Pair Corr
0.63	VEMPX	Vanguard Extended Market	Pair Corr
0.84	VEUSX	Vanguard European Stock	Pair Corr
0.63	VWIUX	Vanguard Intermediate	Pair Corr
0.63	VEXAX	Vanguard Extended Market	Pair Corr
0.76	VWNFX	Vanguard Windsor	Pair Corr
0.85	VFFVX	Vanguard Target Reti	Pair Corr
0.74	VFFSX	Vanguard 500 Index	Pair Corr
0.99	VFIAX	Vanguard 500 Index	Pair Corr

Related Correlations Analysis

	VFIAX	VEXAX	VEMPX	VEMRX	VSGAX	VSMAX	VIGIX	VVIAX	VMVAX	VTWIX
VFIAX		0.54	0.54	0.69	0.59	0.58	0.96	0.81	0.72	0.99	VFIAX
VEXAX	0.54		1.0	0.45	0.98	0.95	0.54	0.55	0.62	0.63	VEXAX
VEMPX	0.54	1.0		0.45	0.98	0.95	0.54	0.55	0.62	0.63	VEMPX
VEMRX	0.69	0.45	0.45		0.47	0.34	0.77	0.39	0.29	0.74	VEMRX
VSGAX	0.59	0.98	0.98	0.47		0.95	0.59	0.58	0.63	0.67	VSGAX
VSMAX	0.58	0.95	0.95	0.34	0.95		0.51	0.7	0.78	0.66	VSMAX
VIGIX	0.96	0.54	0.54	0.77	0.59	0.51		0.62	0.52	0.94	VIGIX
VVIAX	0.81	0.55	0.55	0.39	0.58	0.7	0.62		0.96	0.83	VVIAX
VMVAX	0.72	0.62	0.62	0.29	0.63	0.78	0.52	0.96		0.76	VMVAX
VTWIX	0.99	0.63	0.63	0.74	0.67	0.66	0.94	0.83	0.76		VTWIX
	VFIAX	VEXAX	VEMPX	VEMRX	VSGAX	VSMAX	VIGIX	VVIAX	VMVAX	VTWIX

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Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Total 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 Total'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
VFIAX	0.54	0.00	(0.02)	0.09	0.76	(0.53)	1.23	(1.17)	3.55
VEXAX	0.88	(0.05)	(0.02)	0.05	1.13	(0.91)	1.81	(1.92)	4.93
VEMPX	0.88	(0.05)	(0.02)	0.05	1.13	(0.91)	1.81	(1.93)	4.93
VEMRX	0.56	(0.02)	(0.07)	0.07	0.76	(0.58)	1.15	(0.92)	4.02
VSGAX	0.97	(0.05)	(0.01)	0.06	1.26	(1.01)	1.89	(2.07)	5.81
VSMAX	0.82	(0.04)	(0.02)	0.06	1.02	(0.79)	1.75	(1.75)	4.78
VIGIX	0.72	(0.01)	(0.02)	0.08	1.06	(0.71)	1.77	(1.79)	4.41
VVIAX	0.49	0.00	(0.04)	0.10	0.48	(0.57)	1.23	(0.98)	2.97
VMVAX	0.56	0.00	(0.02)	0.10	0.62	(0.60)	1.28	(1.12)	3.46
VTWIX	0.53	(0.01)	(0.02)	0.09	0.76	(0.52)	1.07	(1.28)	3.54

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Vanguard Total Correlations

Vanguard Total Correlation With Market

Very poor diversification

Moving together with Vanguard Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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