Dfa International Correlations

Mutual Funds . USA . 
Fund . Dfa International Small
DISVX Fund  USD 27.45  0.28  1.01%   
The current 90-days correlation between Dfa International Small and Dfa International Value is 0.95 (i.e., Almost no 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 Small and DJI is 0.67 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dfa International Small 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 Small. 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 real.

Moving together with Dfa Mutual Fund

  0.99DIHRX Intal High RelativePairCorr
  0.99DILRX Dfa InternationalPairCorr
  0.99DISMX Dfa InternationalPairCorr
  0.8DMNBX Dfa Mn MunicipalPairCorr
  0.65DMREX Dfa Municipal RealPairCorr
  0.85DNYMX Dfa Ny MunicipalPairCorr
  0.96DREIX World Core EquityPairCorr
  0.96DRIIX Dimensional 2045 TargetPairCorr
  0.93DRIHX Dimensional 2040 TargetPairCorr
  0.87DRIGX Dimensional 2035 TargetPairCorr
  0.81DRIWX Dimensional 2030 TargetPairCorr
  0.76DRIUX Dimensional 2025 TargetPairCorr
  0.83DRIRX Dimensional 2020 TargetPairCorr
  0.89DRIQX Dimensional 2015 TargetPairCorr
  0.96DRILX Dimensional 2060 TargetPairCorr
  0.96DRIKX Dimensional 2055 TargetPairCorr
  0.96DRIJX Dimensional 2050 TargetPairCorr
  0.97DAADX Dfa Emerging MarketsPairCorr
  0.83DAABX Dfa SustainabilityPairCorr
  1.0DSCLX Dfa International SocialPairCorr
  0.9DSCGX Dfa SmallPairCorr
  0.95DSHGX Dfa Selectively HedgedPairCorr
  0.93DTCPX Dfa Targeted CreditPairCorr
  0.96DTDRX Dimensional 2065 TargetPairCorr
  0.71DCARX Dfa California MunicipalPairCorr
  0.92DURPX Us High RelativePairCorr
  0.93DUSQX Us Lg CapPairCorr
  0.94DUSLX Dfa LargePairCorr
  0.98DEMSX Emerging Markets SmallPairCorr
  0.97DEMGX Emerging Markets TargetedPairCorr
  0.64DWFIX Dfa World ExPairCorr
  0.97DESIX Emerging Markets SusPairCorr

Moving against Dfa Mutual Fund

  0.43DRXIX Dfa Ltip PortfolioPairCorr

Related Correlations Analysis

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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.

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