Vanguard Advice Correlations

VAGVX Fund

USD 29.12 0.31 1.06%

The correlation of Vanguard Advice 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.

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Moving together with Vanguard Mutual Fund

0.86	DOXWX	Dodge Cox Global	Pair Corr
0.88	DODWX	Dodge Global Stock	Pair Corr
0.87	TRZRX	T Rowe Price	Pair Corr
0.87	PRAFX	T Rowe Price	Pair Corr
0.69	VTSAX	Vanguard Total Stock	Pair Corr
0.67	VFIAX	Vanguard 500 Index	Pair Corr
0.69	VTSMX	Vanguard Total Stock	Pair Corr
0.69	VSMPX	Vanguard Total Stock	Pair Corr
0.69	VSTSX	Vanguard Total Stock	Pair Corr
0.67	VITSX	Vanguard Total Stock	Pair Corr
0.67	VFINX	Vanguard 500 Index	Pair Corr
0.7	VFFSX	Vanguard 500 Index	Pair Corr
0.88	FWWNX	American Funds New	Pair Corr
0.63	XOM	Exxon Mobil Corp Sell-off Trend	Pair Corr
0.77	INTC	Intel Aggressive Push	Pair Corr
0.77	HD	Home Depot	Pair Corr
0.77	AA	Alcoa Corp Fiscal Year End 15th of January 2025	Pair Corr
0.61	MCD	McDonalds Fiscal Year End 3rd of February 2025	Pair Corr
0.72	AXP	American Express Fiscal Year End 24th of January 2025	Pair Corr
0.65	CVX	Chevron Corp Fiscal Year End 7th of February 2025	Pair Corr
0.85	CAT	Caterpillar Fiscal Year End 3rd of February 2025	Pair Corr

Moving against Vanguard Mutual Fund

0.64	BA	Boeing Fiscal Year End 29th of January 2025	Pair Corr
0.47	MRK	Merck Company Fiscal Year End 6th of February 2025	Pair Corr
0.35	JNJ	Johnson Johnson Fiscal Year End 28th of January 2025	Pair Corr

Related Correlations Analysis

	APDTX	PRNHX	BXFIX	AWF	VOLMX	FALCX	TGVVX
APDTX		0.77	0.79	0.31	0.87	0.4	0.89	APDTX
PRNHX	0.77		0.57	0.21	0.97	0.37	0.93	PRNHX
BXFIX	0.79	0.57		0.34	0.7	0.43	0.62	BXFIX
AWF	0.31	0.21	0.34		0.21	0.59	0.15	AWF
VOLMX	0.87	0.97	0.7	0.21		0.4	0.97	VOLMX
FALCX	0.4	0.37	0.43	0.59	0.4		0.34	FALCX
TGVVX	0.89	0.93	0.62	0.15	0.97	0.34		TGVVX
	APDTX	PRNHX	BXFIX	AWF	VOLMX	FALCX	TGVVX

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Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Advice 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 Advice'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
APDTX	0.74	0.19	0.03	4.91	0.90	(0.77)	1.73	(1.27)	5.17
PRNHX	0.71	0.05	0.07	0.21	0.67	(0.79)	1.65	(1.11)	4.55
BXFIX	0.07	0.02	(1.04)	(0.24)	0.00	(0.20)	0.12	(0.11)	1.03
AWF	0.33	0.00	(0.29)	0.15	0.31	(0.41)	0.74	(0.65)	1.83
VOLMX	0.60	0.04	0.04	0.20	0.44	(0.72)	1.24	(0.75)	3.48
FALCX	0.12	0.05	0.00	1.31	0.00	0.00	0.39	0.00	1.74
TGVVX	0.75	0.03	0.04	0.19	0.85	(0.74)	2.12	(1.46)	5.32

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Vanguard Advice Correlations

Moving together with Vanguard Mutual Fund

Moving against Vanguard Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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