Vanguard Target Correlations

Mutual Funds . USA . 
Fund . Vanguard Target Retirement
VTHRX Fund  USD 43.85  0.02  0.05%   
The current 90-days correlation between Vanguard Target Reti and Vanguard Target Retirement is 1.0 (i.e., No risk reduction). The correlation of Vanguard Target 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 Target Correlation With Market

Very poor diversification

The correlation between Vanguard Target Retirement and DJI is 0.84 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Target Retirement 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 Target Retirement. 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 main economic indicators.

Moving together with Vanguard Mutual Fund

  0.79VMNVX Vanguard Global MinimumPairCorr
  0.92VMMSX Vanguard Emerging MarketsPairCorr
  0.84VMSIX Vanguard Multi SectorPairCorr
  0.68VMVAX Vanguard Mid CapPairCorr
  0.68VMVIX Vanguard Mid CapPairCorr
  0.79VMVFX Vanguard Global MinimumPairCorr
  0.86VMVLX Vanguard Mega CapPairCorr
  0.77VNJUX Vanguard New JerseyPairCorr
  0.77VNJTX Vanguard New JerseyPairCorr
  0.79VNYTX Vanguard New YorkPairCorr
  0.79VNYUX Vanguard New YorkPairCorr
  0.78VOHIX Vanguard Ohio LongPairCorr
  0.92VPADX Vanguard Pacific StockPairCorr
  0.92VPACX Vanguard Pacific StockPairCorr
  0.88VPCCX Vanguard PrimecapPairCorr
  0.78VPALX Vanguard PennsylvaniaPairCorr
  0.78VPAIX Vanguard PennsylvaniaPairCorr
  0.92VPKIX Vanguard Pacific StockPairCorr
  0.87VPMCX Vanguard PrimecapPairCorr
  0.87VPMAX Vanguard PrimecapPairCorr
  0.96VQNPX Vanguard Growth AndPairCorr
  0.92VAGVX Vanguard Advice SelectPairCorr
  0.99VSCGX Vanguard LifestrategyPairCorr
  0.71VSCSX Vanguard Short TermPairCorr
  0.67VSBIX Vanguard Short TermPairCorr
  0.67VSBSX Vanguard Short TermPairCorr
  0.62VSEQX Vanguard Strategic EquityPairCorr
  1.0VASGX Vanguard LifestrategyPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Target 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 Target'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
VFORX  0.40  0.02 (0.01) 0.09  0.56 
(0.38)
 0.87 
(0.96)
 2.64 
VTIVX  0.44  0.02  0.00  0.09  0.62 
(0.41)
 0.91 
(1.08)
 2.95 
VTTHX  0.37  0.02 (0.02) 0.10  0.50 
(0.35)
 0.77 
(0.86)
 2.36 
VFIFX  0.48  0.02  0.01  0.09  0.72 
(0.45)
 1.01 
(1.17)
 3.24 
VTTVX  0.27  0.01 (0.05) 0.10  0.29 
(0.27)
 0.62 
(0.61)
 1.67 
VFFVX  0.48  0.02  0.01  0.09  0.68 
(0.45)
 1.01 
(1.18)
 3.24 
VTTSX  0.48  0.02  0.01  0.09  0.70 
(0.45)
 1.00 
(1.17)
 3.25 
DODGX  0.55 (0.06)(0.08) 0.01  0.75 
(0.55)
 1.10 
(1.09)
 3.34 
TRBCX  0.76  0.00  0.00  0.07  1.22 
(0.70)
 1.69 
(2.00)
 4.51 
VTWNX  0.21  0.01 (0.11) 0.10  0.15 
(0.21)
 0.44 
(0.41)
 1.23 

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