Vanguard Market Competition

Mutual Funds . USA . 
Fund . Vanguard Market Neutral
VMNIX Fund  USD 14.17  0.07  0.49%   
Vanguard Market Neutral competes with Vanguard Commodity, Vanguard Global, Morningstar Unconstrained, Thrivent High, and Via Renewables; as well as few others. The fund is listed under Equity Market Neutral category and is part of Vanguard family. Analyzing Vanguard Market competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Vanguard Market to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Vanguard Market Correlation with its peers.
You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Vanguard Market competition on your existing holdings.
  
Hype
Prediction
LowEstimatedHigh
13.7914.1714.55
Details
Intrinsic
Valuation
LowRealHigh
13.8114.1914.57
Details
Naive
Forecast
LowNextHigh
14.0114.3814.76
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
14.0414.2414.44
Details

Vanguard Market Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Vanguard Market and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Vanguard and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Vanguard Market Neutral does not affect the price movement of the other competitor.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio
High positive correlations   
RRTLX
+ 0.94
MSTSX
RRTLX
+ 0.9
VMVFX
MSTSX
+ 0.89
VMVFX
LBHIX
+ 0.87
MSTSX
RRTLX
+ 0.87
LBHIX
MSTSX
+ 0.85
VCMDX
  
High negative correlations   
OSHDF
- 1.0
AQUI
SITKF
- 0.0
OSHDF
70082LAB3
- 0.0
OSHDF
OSHDF
- 0.0
RRTLX
OSHDF
- 0.0
VIASP
OSHDF
- 0.0
LBHIX

Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Market 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 Market'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
VCMDX  0.62  0.06 (0.11) 2.88  0.78 
(0.59)
 1.38 
(1.28)
 3.31 
VMVFX  0.38  0.00 (0.16) 0.16  0.27 
(0.44)
 0.81 
(0.68)
 1.94 
AQUI  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
 0.00 
 0.00 
MSTSX  0.51  0.01 (0.06) 0.17  0.39 
(0.64)
 1.21 
(1.00)
 2.79 
LBHIX  0.12  0.03 (0.47) 1.03  0.00 
(0.28)
 0.24 
(0.24)
 0.96 
VIASP  0.82  0.11 (0.03) 1.36  1.14 
(0.92)
 2.09 
(1.20)
 7.18 
RRTLX  0.24  0.01 (0.31) 0.17  0.10 
(0.29)
 0.65 
(0.48)
 1.37 
OSHDF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
 0.00 
 0.00 
70082LAB3  0.92  0.09 (0.03) 1.88  1.91 
(1.08)
 1.75 
(1.19)
 24.27 
SITKF  5.61  1.47  0.19  6.64  4.71 
(8.63)
 16.00 
(8.11)
 32.64 
All Fundamental Data

Vanguard Market Competitive Analysis

The better you understand Vanguard Market competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Vanguard Market's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Vanguard Market's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
VMNIX VCMDX VMVFX AQUI MSTSX LBHIX VIASP RRTLX OSHDF 70082LAB3
 0.49 
 14.17 
Vanguard
 1.07 
 25.95 
Vanguard
 0.67 
 16.55 
Vanguard
 0.00 
 0.01 
Aquagold
 0.17 
 11.94 
Morningstar
 0.24 
 4.26 
Thrivent
 0.71 
 21.35 
Via
 0.56 
 12.65 
RRTLX
 0.00 
 0.0007 
Oshidori
 1.99 
 89.75 
70082LAB3
Market Volatility
(90 Days Market Risk)
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Market Performance
(90 Days Performance)
Insignificant
Insignificant
Good
Very Weak
Good
Solid
Good
Good
Very Weak
Solid
Odds of Financial Distress
(Probability Of Bankruptcy)
Low
Low
Low
Average
Low
Low
Average
Low
Quite High
Below Average
Current Valuation
(Equity Enterprise Value)
Fairly Valued
Fairly Valued
Fairly Valued
Over Valued
Fairly Valued
Over Valued
Fairly Valued
Fairly Valued
Over Valued
Over Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Cautious Hold
Hold
Strong Hold
Strong Sell
Strong Hold
Strong Sell
Hold
Hold
Strong Sell
Sell
Current Ratio
N/A
N/A
N/A
N/A
N/A
N/A
3.49
N/A
N/A
N/A
Net Asset
477.4 M
237.81 M
1.99 B
3.19 K
116.1 M
674.44 M
355.28 M
1.46 B
6.31 B
N/A
Profit Margin
N/A
N/A
N/A
N/A
N/A
N/A
0.0094
N/A
N/A
N/A
EBITDA
N/A
N/A
N/A
(727.69 K)
N/A
N/A
33.09 M
N/A
(3.49 B)
N/A
Price To Book
1.81
N/A
2.52
N/A
N/A
1.58
N/A
2.13
0.005
N/A
Current Valuation
N/A
N/A
N/A
912.76 K
N/A
N/A
535.95 M
N/A
103.84 M
N/A
Operating Margin
N/A
N/A
N/A
N/A
N/A
N/A
-0.14
N/A
1.04
N/A
Five Year Return
8.24
10.13
5.43
N/A
8.63
3.22
8.97
0.0406
N/A
N/A
Retained Earnings
N/A
N/A
N/A
(4.18 M)
N/A
N/A
N/A
N/A
N/A
N/A
One Year Return
8.99
3.43
20.82
N/A
25.79
11.98
N/A
0.067
N/A
N/A
Beta
N/A
N/A
N/A
7.05
N/A
N/A
1.16
N/A
0.67
N/A
Cash Position Weight
51.14
35.85
0.93
N/A
14.28
6.56
N/A
7.22
N/A
N/A
Equity Positions Weight
48.86
N/A
99.07
N/A
61.63
0.07
N/A
38.52
N/A
N/A
Number Of Employees
1
1
1
7
1
1
169
1
31
N/A
Shares Outstanding
N/A
N/A
N/A
965.83 K
N/A
N/A
N/A
N/A
6.11 B
N/A
Three Year Return
14.12
2.93
6.46
N/A
6.51
2.42
N/A
0.0491
N/A
N/A
Cash Flow From Operations
N/A
N/A
N/A
(218.19 K)
N/A
N/A
12.7 M
N/A
499.26 M
N/A
Annual Yield
0.0476
0.0062
0.0264
N/A
0.021
0.0605
0.0972
0.0207
N/A
N/A
Total Debt
N/A
N/A
N/A
N/A
N/A
N/A
135 M
N/A
N/A
N/A
Return On Equity
N/A
N/A
N/A
N/A
N/A
N/A
0.017
N/A
-0.5
N/A
Bond Positions Weight
N/A
64.15
N/A
N/A
22.72
92.23
N/A
14.43
N/A
N/A
Z Score
N/A
N/A
N/A
N/A
N/A
N/A
1.0
N/A
N/A
N/A
Holdings Turnover
N/A
N/A
N/A
N/A
269.0
N/A
N/A
N/A
N/A
N/A
Return On Asset
N/A
N/A
N/A
-5.5
N/A
N/A
-0.11
N/A
-0.46
N/A
Book Value Per Share
N/A
N/A
N/A
-1.18
N/A
N/A
3.66
N/A
0.89
N/A
Number Of Shares Shorted
N/A
N/A
N/A
N/A
N/A
N/A
4.29 K
N/A
N/A
N/A
Minimum Initial Investment
5 M
50 K
N/A
N/A
N/A
2 K
N/A
N/A
N/A
N/A
Current Liabilities
N/A
N/A
N/A
794 K
N/A
N/A
N/A
N/A
N/A
N/A
Total Asset
59.96 M
1.5 B
219.9 M
3.19 K
215.11 M
347.66 M
355.28 M
1.03 B
6.31 B
N/A
Last Dividend Paid
N/A
0.13
0.04
N/A
N/A
0.02
0.73
0.14
N/A
N/A
Debt To Equity
N/A
N/A
N/A
N/A
N/A
N/A
0.69
N/A
N/A
N/A
Short Ratio
N/A
N/A
N/A
N/A
N/A
N/A
0.7
N/A
N/A
N/A
Shares Owned By Institutions
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
0.84
N/A
Market Capitalization
N/A
N/A
N/A
96.58 K
50.36 M
N/A
N/A
N/A
233.49 M
N/A
Price To Earning
14.11
N/A
19.95
-0.22
N/A
35.48
26.83
18.25
N/A
N/A
Price To Sales
0.73
N/A
1.63
N/A
N/A
1.23
N/A
1.57
N/A
N/A
Net Income
N/A
N/A
N/A
(627.79 K)
N/A
N/A
5.2 M
N/A
(3.15 B)
N/A
Earnings Per Share
N/A
N/A
N/A
-0.63
N/A
N/A
1.17
N/A
N/A
N/A
Shares Owned By Insiders
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
30.28
N/A
Year To Date Return
7.34
5.1
14.28
N/A
14.46
6.45
N/A
-0.0211
N/A
N/A
Revenue
N/A
N/A
N/A
N/A
N/A
N/A
393.49 M
N/A
(3.1 B)
N/A
Ten Year Return
0.31
N/A
N/A
N/A
N/A
6.0
N/A
5.76
N/A
N/A
Working Capital
N/A
N/A
N/A
(794 K)
N/A
N/A
N/A
N/A
N/A
N/A
Cash And Equivalents
N/A
N/A
N/A
1.15 K
N/A
N/A
51.31 M
N/A
N/A
N/A
Cash Per Share
N/A
N/A
N/A
N/A
N/A
N/A
3.23
N/A
N/A
N/A
Gross Profit
N/A
N/A
N/A
(143.88 K)
N/A
N/A
74.67 M
N/A
(4.09 B)
N/A
Day Typical Price
14.17
25.95
16.55
0.006
11.94
4.26
21.28
12.65
7.0E-4
89.75
Accumulation Distribution
N/A
N/A
N/A
N/A
N/A
N/A
0.0186
N/A
N/A
N/A
Market Facilitation Index
N/A
N/A
N/A
N/A
N/A
N/A
0.4
N/A
N/A
N/A
Daily Balance Of Power
(9,223,372,036,855)
(9,223,372,036,855)
9.2 T
0.0
9.2 T
9.2 T
0.375
9.2 T
0.0
9.2 T
Period Momentum Indicator
(0.07)
(0.28)
0.11
N/A
0.02
0.01
0.15
0.07
N/A
1.75
Rate Of Daily Change
1.0
0.99
1.01
1.0
1.0
1.0
1.01
1.01
1.0
1.02
Day Median Price
14.17
25.95
16.55
0.006
11.94
4.26
21.25
12.65
7.0E-4
89.75
Price Action Indicator
(0.04)
(0.14)
0.055
N/A
0.01
0.005
0.18
0.035
N/A
0.88
Coefficient Of Variation
2100.87
1123.4
496.94
N/A
501.92
356.25
932.58
494.44
N/A
2199.65
Mean Deviation
0.2741
0.6184
0.3773
N/A
0.513
0.12
0.8183
0.2439
N/A
0.9244
Jensen Alpha
(0.02)
0.0566
0.0022
N/A
0.0109
0.0314
0.1068
0.005
N/A
0.0853
Total Risk Alpha
(0.07)
(0.10)
(0.01)
N/A
(0.02)
0.0021
(0.13)
(0.01)
N/A
(0.38)
Sortino Ratio
(0.40)
(0.11)
(0.16)
N/A
(0.06)
(0.47)
(0.03)
(0.31)
N/A
(0.03)
Downside Variance
0.1416
0.7939
0.2124
N/A
0.379
0.0649
1.81
0.1154
N/A
4.59
Standard Deviation
0.3761
0.7854
0.4651
N/A
0.6482
0.1678
1.22
0.317
N/A
2.27
Kurtosis
2.9
(0.23)
(0.37)
N/A
(0.19)
3.23
4.11
(0.09)
N/A
25.29
Potential Upside
0.6338
1.38
0.809
N/A
1.21
0.2415
2.09
0.6483
N/A
1.75
Treynor Ratio
0.0483
2.88
0.1623
N/A
0.1739
1.03
1.36
0.1743
N/A
1.88
Maximum Drawdown
1.96
3.31
1.94
N/A
2.79
0.9552
7.18
1.37
N/A
24.27
Variance
0.1415
0.6168
0.2163
N/A
0.4202
0.0282
1.49
0.1005
N/A
5.14
Market Risk Adjusted Performance
0.0583
2.89
0.1723
N/A
0.1839
1.04
1.37
0.1843
N/A
1.89
Risk Adjusted Performance
0.0259
0.0679
0.1464
N/A
0.1495
0.1778
0.0851
0.1395
N/A
0.0411
Skewness
0.1387
(0.38)
(0.17)
N/A
0.0382
1.07
(1.00)
0.0578
N/A
0.9317
Semi Deviation
0.3146
0.7825
0.2737
N/A
0.3928
0.0
1.14
0.1034
N/A
1.91
Information Ratio
(0.40)
(0.13)
(0.16)
N/A
(0.06)
(0.72)
(0.03)
(0.33)
N/A
(0.03)
Value At Risk
(0.56)
(1.28)
(0.68)
N/A
(1.00)
(0.24)
(1.20)
(0.48)
N/A
(1.19)
Expected Short fall
(0.32)
(0.59)
(0.44)
N/A
(0.64)
(0.28)
(0.92)
(0.29)
N/A
(1.08)
Downside Deviation
0.3764
0.891
0.4609
N/A
0.6156
0.2548
1.35
0.3397
N/A
2.14
Semi Variance
0.099
0.6122
0.0749
N/A
0.1543
(0.04)
1.31
0.0107
N/A
3.64

Vanguard Market Competition Performance Charts

Five steps to successful analysis of Vanguard Market Competition

Vanguard Market's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Vanguard Market Neutral in relation to its competition. Vanguard Market's competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors of Vanguard Market in the market, both direct and indirect, as well as new entrants and disruptive technologies.
  • Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
  • Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Vanguard Market's competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Vanguard Market Neutral, and developing a strategy to address them.
  • Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Vanguard Market position

In addition to having Vanguard Market in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

Did You Try This Idea?

Run Real Estate Thematic Idea Now

Real Estate
Real Estate Theme
Publicly traded companies that are involved in real estate development, property maintenance and management of real estate investment trusts (REIT) funds. The Real Estate theme has 38 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Real Estate Theme or any other thematic opportunities.
View All  Next Launch

Other Information on Investing in Vanguard Mutual Fund

Vanguard Market financial ratios help investors to determine whether Vanguard Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard Market security.
USA ETFs
Find actively traded Exchange Traded Funds (ETF) in USA
CEOs Directory
Screen CEOs from public companies around the world
Price Transformation
Use Price Transformation models to analyze the depth of different equity instruments across global markets
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2024 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY