Vanguard Value Correlations

VTV Etf

USD 173.02 1.70 0.99%

The current 90-days correlation between Vanguard Value Index and Vanguard Growth Index is 0.88 (i.e., Very poor diversification). The correlation of Vanguard Value 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 Value Correlation With Market

Almost no diversification

The correlation between Vanguard Value Index and DJI is 0.97 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Value Index 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 Value Index. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in estimate.

Moving together with Vanguard Etf

0.99	VYM	Vanguard High Dividend	Pair Corr
0.99	IWD	iShares Russell 1000	Pair Corr
0.99	DGRO	iShares Core Dividend	Pair Corr
1.0	IVE	iShares SP 500	Pair Corr
0.98	DVY	iShares Select Dividend	Pair Corr
1.0	SPYV	SPDR Portfolio SP	Pair Corr
0.96	FVD	First Trust Value	Pair Corr
1.0	IUSV	iShares Core SP	Pair Corr
0.95	NOBL	ProShares SP 500	Pair Corr
0.69	OIH	VanEck Oil Services	Pair Corr
0.76	WTMF	WisdomTree Managed	Pair Corr
0.77	BST	BlackRock Science Tech	Pair Corr
0.89	IRET	iREIT MarketVector	Pair Corr
0.68	PFE	Pfizer Inc	Pair Corr
0.66	GE	GE Aerospace	Pair Corr
0.74	AXP	American Express	Pair Corr
0.71	HD	Home Depot	Pair Corr
0.78	IBM	International Business	Pair Corr
0.93	MMM	3M Company	Pair Corr
0.87	BAC	Bank of America	Pair Corr
0.63	JPM	JPMorgan Chase	Pair Corr
0.74	AA	Alcoa Corp	Pair Corr

Moving against Vanguard Etf

0.39

HUM

Humana Inc

Pair Corr

Related Correlations Analysis

	VUG	VBR	VOE	VB	VEA
VUG		0.86	0.85	0.91	0.93	VUG
VBR	0.86		0.99	0.99	0.78	VBR
VOE	0.85	0.99		0.98	0.8	VOE
VB	0.91	0.99	0.98		0.82	VB
VEA	0.93	0.78	0.8	0.82		VEA
	VUG	VBR	VOE	VB	VEA

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Vanguard Value Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Value 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 Value'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
VUG	1.49	0.11	0.05	0.08	2.24	(1.44)	2.68	(3.95)	15.57
VBR	1.29	0.02	0.01	0.02	1.83	(1.45)	2.36	(2.76)	12.78
VOE	1.06	0.02	0.01	0.01	1.55	(1.15)	1.87	(2.05)	9.84
VB	1.35	0.03	0.02	0.02	1.92	(1.53)	2.65	(2.77)	13.70
VEA	0.92	0.12	0.07	0.14	1.48	(0.94)	1.92	(2.09)	9.45

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