Emerging Markets Correlations

Mutual Funds . USA . 
Fund . Emerging Markets Portfolio
DFEMX Fund  USD 36.15  0.10  0.28%   
The current 90-days correlation between Emerging Markets Por and International Small Pany is 0.51 (i.e., Very weak diversification). The correlation of Emerging Markets 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.

Emerging Markets Correlation With Market

Very weak diversification

The correlation between Emerging Markets Portfolio and DJI is 0.45 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Emerging Markets Portfolio and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Emerging Markets Portfolio. 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 industry.

Moving together with Emerging Mutual Fund

  0.87DIHRX Intal High RelativePairCorr
  0.88DILRX Dfa InternationalPairCorr
  0.85DIPSX Dfa Inflation ProtectedPairCorr
  0.92DISVX Dfa International SmallPairCorr
  0.87DISMX Dfa InternationalPairCorr
  0.8DMNBX Dfa Mn MunicipalPairCorr
  0.82DMREX Dfa Municipal RealPairCorr
  0.9DNYMX Dfa Ny MunicipalPairCorr
  0.94DOGMX Dfa Oregon MunicipalPairCorr
  0.96DREIX World Core EquityPairCorr
  0.97DRIIX Dimensional 2045 TargetPairCorr
  0.97DRIHX Dimensional 2040 TargetPairCorr
  0.96DRIGX Dimensional 2035 TargetPairCorr
  0.95DRIWX Dimensional 2030 TargetPairCorr
  0.94DRIUX Dimensional 2025 TargetPairCorr
  0.93DRIRX Dimensional 2020 TargetPairCorr
  0.92DRIQX Dimensional 2015 TargetPairCorr
  0.97DRILX Dimensional 2060 TargetPairCorr
  0.97DRIKX Dimensional 2055 TargetPairCorr
  0.97DRIJX Dimensional 2050 TargetPairCorr
  0.95DAADX Dfa Emerging MarketsPairCorr
  0.77DAABX Dfa SustainabilityPairCorr
  0.83DRXIX Dfa Ltip PortfolioPairCorr
  0.9DSCLX Dfa International SocialPairCorr
  0.79DSCGX Dfa SmallPairCorr
  0.89DSFIX Dfa Social FixedPairCorr
  0.96DSHGX Dfa Selectively HedgedPairCorr
  0.93DSSMX Dfa Selective StatePairCorr
  0.91DTCPX Dfa Targeted CreditPairCorr
  0.97DTDRX Dimensional 2065 TargetPairCorr
  0.84DCARX Dfa California MunicipalPairCorr
  0.94DCIBX Dfa Ca IntPairCorr
  0.62DCMSX Dfa Commodity StrategyPairCorr
  0.95DURPX Us High RelativePairCorr
  0.96DUSQX Us Lg CapPairCorr
  0.97DUSLX Dfa LargePairCorr
  0.96DEMSX Emerging Markets SmallPairCorr
  0.98DEMGX Emerging Markets TargetedPairCorr
  0.78DWFIX Dfa World ExPairCorr
  0.99DESIX Emerging Markets SusPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Emerging Mutual Fund performing well and Emerging Markets 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 Emerging Markets' 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.

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