Vanguard Target Correlations

Mutual Funds . USA . 
Fund . Vanguard Target Retirement
VTTHX Fund  USD 27.73  0.07  0.25%   
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

Poor diversification

The correlation between Vanguard Target Retirement and DJI is 0.77 (i.e., 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 rate.

Moving together with Vanguard Mutual Fund

  0.75AAFTX American Funds 2035PairCorr
  0.99FAQTX American Funds 2035PairCorr
  0.75FFTHX Fidelity Freedom 2035PairCorr
  0.72FWTKX Fidelity Freedom 2035PairCorr
  0.73FIHFX Fidelity Freedom IndexPairCorr
  0.73FFEZX Fidelity Freedom IndexPairCorr
  0.76TRRJX T Rowe PricePairCorr
  0.7GPMFX Guidepath Managed FuturesPairCorr
  0.82PQTAX Pimco Trends ManagedPairCorr
  0.82PQTNX Pimco Trends ManagedPairCorr
  0.82PQTIX Aa Pimco TrPairCorr
  0.69AMIGX Amana GrowthPairCorr
  0.79JRARX Janus Henderson ResearchPairCorr
  0.68CNGLX Commonwealth GlobalPairCorr
  0.95ALAYX Invesco Income AllocationPairCorr
  0.74OGICX Oppenheimer Global GrowthPairCorr
  0.89FRDPX Franklin Rising DividendsPairCorr
  0.63FSAGX Gold Portfolio GoldPairCorr
  0.77PARDX T Rowe PricePairCorr
  0.96FCNTX Fidelity ContrafundPairCorr
  0.84TRMIX T Rowe PricePairCorr
  0.88TWN Taiwan ClosedPairCorr
  0.75LTEBX Limited Term TaxPairCorr
  0.66GICAX Goldman Sachs InternPairCorr
  0.73DHIAX Diamond Hill InternaPairCorr

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
VTHRX  0.33  0.03 (0.03) 0.14  0.26 
(0.34)
 0.73 
(0.64)
 1.95 
VFORX  0.41  0.04  0.01  0.15  0.39 
(0.44)
 0.85 
(0.77)
 2.42 
VTIVX  0.45  0.04  0.02  0.15  0.44 
(0.48)
 0.93 
(0.85)
 2.57 
VFIFX  0.49  0.05  0.03  0.15  0.49 
(0.52)
 1.01 
(0.95)
 2.82 
VTTVX  0.29 (0.01)(0.11) 0.06  0.34 
(0.31)
 0.62 
(0.61)
 1.68 
VFFVX  0.52 (0.01)(0.03) 0.06  0.69 
(0.52)
 1.02 
(1.18)
 2.88 
VB  0.88 (0.03)(0.01) 0.05  1.04 
(0.93)
 1.68 
(1.77)
 4.21 
VWELX  0.38  0.03 (0.01) 0.14  0.36 
(0.40)
 0.91 
(0.68)
 2.40 
VTTSX  0.49  0.05  0.03  0.15  0.49 
(0.52)
 1.00 
(0.94)
 2.81 
VTWNX  0.21  0.02 (0.14) 0.13  0.08 
(0.23)
 0.44 
(0.40)
 1.22 

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