Vanguard Growth Correlations

VUG Etf

USD 424.68 2.31 0.55%

The current 90-days correlation between Vanguard Growth Index and Vanguard Value Index is 0.89 (i.e., Very poor diversification). The correlation of Vanguard Growth 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.

Vanguard Growth Correlation With Market

Almost no diversification

The correlation between Vanguard Growth Index and DJI is 0.94 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Growth 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 Growth 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 employment.

Moving together with Vanguard Etf

1.0	IWF	iShares Russell 1000	Pair Corr
1.0	IVW	iShares SP 500	Pair Corr
1.0	SPYG	SPDR Portfolio SP	Pair Corr
1.0	IUSG	iShares Core SP	Pair Corr
1.0	VONG	Vanguard Russell 1000	Pair Corr
1.0	MGK	Vanguard Mega Cap	Pair Corr
1.0	VRGWX	Vanguard Russell 1000	Pair Corr
1.0	QQQM	Invesco NASDAQ 100	Pair Corr
1.0	IWY	iShares Russell Top	Pair Corr
0.94	SIXD	AIM ETF Products	Pair Corr
0.82	CEFD	ETRACS Monthly Pay	Pair Corr
0.93	GE	GE Aerospace	Pair Corr
0.89	CAT	Caterpillar	Pair Corr
0.91	MSFT	Microsoft	Pair Corr
0.91	JPM	JPMorgan Chase	Pair Corr
0.89	DIS	Walt Disney	Pair Corr
0.93	AXP	American Express	Pair Corr
0.89	BAC	Bank of America	Pair Corr
0.94	BA	Boeing	Pair Corr

Moving against Vanguard Etf

0.71	VIXY	ProShares VIX Short	Pair Corr
0.7	VXX	iPath Series B	Pair Corr

Related Correlations Analysis

	VTV	VGT	VBK	VIG	VYM
VTV		0.81	0.91	0.95	0.99	VTV
VGT	0.81		0.97	0.94	0.86	VGT
VBK	0.91	0.97		0.97	0.94	VBK
VIG	0.95	0.94	0.97		0.97	VIG
VYM	0.99	0.86	0.94	0.97		VYM
	VTV	VGT	VBK	VIG	VYM

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Vanguard Growth Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Growth 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 Growth'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
VTV	0.97	0.00	0.00	0.01	1.50	(1.01)	1.62	(1.86)	9.25
VGT	1.62	0.16	0.06	0.11	2.48	(1.58)	3.03	(4.48)	17.98
VBK	1.42	0.08	0.04	0.07	2.07	(1.43)	2.82	(3.20)	14.90
VIG	1.02	0.02	0.01	0.02	1.48	(1.12)	1.84	(2.01)	10.04
VYM	0.97	0.01	0.00	0.01	1.48	(1.02)	1.57	(1.81)	9.74

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