Dfa Intl Correlations

Mutual Funds . USA . 
Fund . Dfa Intl Core
DICEX Fund  USD 25.85  0.08  0.31%   
The current 90-days correlation between Dfa Intl Core and Vanguard Total Stock is 0.45 (i.e., Very weak diversification). The correlation of Dfa Intl 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 Intl Correlation With Market

Very weak diversification

The correlation between Dfa Intl Core and DJI is 0.46 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa Intl Core 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 Intl Core. 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 income.

Moving together with Dfa Mutual Fund

  0.97VTSAX Vanguard Total StockPairCorr
  0.97VFIAX Vanguard 500 IndexPairCorr
  0.97VTSMX Vanguard Total StockPairCorr
  0.97VITSX Vanguard Total StockPairCorr
  0.97VSTSX Vanguard Total StockPairCorr
  0.97VSMPX Vanguard Total StockPairCorr
  0.97VFINX Vanguard 500 IndexPairCorr
  0.97VFFSX Vanguard 500 IndexPairCorr
  1.0VGTSX Vanguard Total InterPairCorr
  1.0VTIAX Vanguard Total InterPairCorr
  0.74NHS Neuberger Berman HighPairCorr
  0.97WLCAX Wells Fargo LargePairCorr
  0.66OWFIX Old Westbury FixedPairCorr
  0.73SENYX Stet New YorkPairCorr
  0.94USDIX Ubs Ultra ShortPairCorr
  0.97VWWOX VwwoxPairCorr
  0.98OAAIX Oppenheimer AggrssvPairCorr
  0.67SHXYX American Beacon ShapiroPairCorr
  0.7VFFIX Victory IncorePairCorr
  0.69GSFSX Goldman Sachs ShortPairCorr
  0.9XHYIX Western Asset HighPairCorr
  0.97CGQYX Columbia DisciplinedPairCorr
  0.97MITTX Massachusetts InvestorsPairCorr
  0.98CNPCX New PerspectivePairCorr
  0.95DOPIX Dreyfus OpportunisticPairCorr
  0.98JFFYX Jpmorgan SmartretirementPairCorr
  0.96PWTYX Ubs AllocationPairCorr
  0.97RSOOX Columbia DividendPairCorr
  0.97SWCGX Schwab MarkettrackPairCorr
  0.96MIMSX Bny Mellon MidPairCorr
  0.97ASCZX Alger Smallcap GrowthPairCorr
  0.97FSDIX Fidelity StrategicPairCorr
  0.98AMTOX Ab All MarketPairCorr
  0.9PYSIX Payden Strategic IncomePairCorr
  0.97PPNMX Smallcap GrowthPairCorr
  0.94GIFRX Goldman Sachs ShortPairCorr
  0.97BSPSX Blackrock Sp 500PairCorr
  0.96FSELX Fidelity Select SemiPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Dfa Mutual Fund performing well and Dfa Intl 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 Intl'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
VTSAX  0.66  0.12  0.11  0.27  0.54 
(0.76)
 2.07 
(1.17)
 5.05 
VFIAX  0.65  0.11  0.11  0.25  0.56 
(0.75)
 2.02 
(1.11)
 4.88 
VTSMX  0.66  0.12  0.12  0.26  0.55 
(0.75)
 2.08 
(1.17)
 5.04 
VITSX  0.66  0.12  0.11  0.26  0.55 
(0.75)
 2.07 
(1.17)
 5.05 
VSTSX  0.66  0.12  0.12  0.26  0.55 
(0.73)
 2.08 
(1.17)
 5.04 
VSMPX  0.66  0.12  0.12  0.26  0.55 
(0.75)
 2.08 
(1.17)
 5.04 
VFINX  0.66  0.12  0.11  0.26  0.54 
(0.77)
 2.02 
(1.11)
 4.88 
VFFSX  0.65  0.11  0.11  0.25  0.56 
(0.72)
 2.02 
(1.11)
 4.88 
VGTSX  0.46  0.15  0.11  0.52  0.17 
(0.52)
 1.31 
(0.84)
 3.09 
VTIAX  0.46  0.15  0.10  0.52  0.19 
(0.52)
 1.35 
(0.86)
 3.10 

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