Dfa International Correlations

DFVQX Fund

USD 18.13 0.13 0.72%

The current 90-days correlation between Dfa International Vector and Ab Select Equity is 0.63 (i.e., Poor diversification). The correlation of Dfa International 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.

Dfa International Correlation With Market

Poor diversification

The correlation between Dfa International Vector and DJI is 0.76 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa International Vector 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 Dfa International Vector. 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 producer price index.

Moving together with Dfa Mutual Fund

0.84	DIHRX	Intal High Relative	Pair Corr
0.68	DILRX	Dfa International	Pair Corr
0.77	DISVX	Dfa International Small	Pair Corr
0.67	DMNBX	Dfa Mn Municipal	Pair Corr
0.71	DNYMX	Dfa Ny Municipal	Pair Corr
0.64	DOGMX	Dfa Oregon Municipal	Pair Corr
0.77	DRIIX	Dimensional 2045 Target	Pair Corr
0.87	DRILX	Dimensional 2060 Target	Pair Corr
0.87	DRIKX	Dimensional 2055 Target	Pair Corr
0.82	DRIJX	Dimensional 2050 Target	Pair Corr
0.85	DAABX	Dfa Sustainability	Pair Corr
0.97	DSCLX	Dfa International Social	Pair Corr
0.67	DSCGX	Dfa Small	Pair Corr
0.87	DTDRX	Dimensional 2065 Target	Pair Corr
0.66	DCMSX	Dfa Commodity Strategy	Pair Corr
0.83	DUSQX	Us Lg Cap	Pair Corr

Moving against Dfa Mutual Fund

0.56	DIPSX	Dfa Inflation Protected	Pair Corr
0.36	DRIRX	Dimensional 2020 Target	Pair Corr
0.47	DRXIX	Dfa Ltip Portfolio	Pair Corr
0.42	DWFIX	Dfa World Ex	Pair Corr

Related Correlations Analysis

	AUUYX	AAEZX	ARTNX	HCEGX	QLENX
AUUYX		0.76	0.97	0.67	0.89	AUUYX
AAEZX	0.76		0.81	0.75	0.84	AAEZX
ARTNX	0.97	0.81		0.64	0.93	ARTNX
HCEGX	0.67	0.75	0.64		0.58	HCEGX
QLENX	0.89	0.84	0.93	0.58		QLENX
	AUUYX	AAEZX	ARTNX	HCEGX	QLENX

Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa International 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 Dfa International'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
AUUYX	0.59	0.07	0.08	0.13	0.57	(0.63)	1.25	(1.01)	7.94
AAEZX	0.17	0.01	(0.15)	0.13	0.00	(0.24)	0.38	(0.38)	1.07
ARTNX	0.61	0.10	0.13	0.16	0.52	(0.68)	1.28	(0.97)	4.97
HCEGX	0.58	(0.02)	(0.02)	0.04	0.86	(0.55)	1.25	(1.19)	3.31
QLENX	0.31	0.11	0.18	0.42	0.00	(0.39)	0.77	(0.39)	1.64

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

2025 Macroaxis LLC