Vanguard Total Related Correlations
VBTLX Fund | USD 9.34 0.05 0.54% |
Correlations
0.97 | 0.95 | 0.97 | 0.33 | VGTSX | ||
0.97 | 0.97 | 1.0 | 0.26 | VTSMX | ||
0.95 | 0.97 | 0.96 | 0.44 | NAESX | ||
0.97 | 1.0 | 0.96 | 0.23 | VFINX | ||
0.33 | 0.26 | 0.44 | 0.23 | VGSIX | ||
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VGTSX | 0.48 | (0.01) | (0.03) | 0.04 | 0.63 | 1.00 | 2.83 | |||
VTSMX | 0.61 | 0.00 | 0.01 | 0.06 | 0.64 | 1.22 | 3.48 | |||
NAESX | 0.81 | (0.05) | (0.02) | 0.02 | 1.08 | 1.76 | 4.28 | |||
VFINX | 0.58 | 0.01 | 0.02 | 0.07 | 0.58 | 1.20 | 3.56 | |||
VGSIX | 0.92 | (0.22) | 0.00 | (0.09) | 0.00 | 1.46 | 6.61 |