Vanguard Balanced Correlations

VBINX Fund

USD 53.40 0.26 0.49%

The current 90-days correlation between Vanguard Balanced Index and Vanguard Windsor Ii is -0.05 (i.e., Good diversification). The correlation of Vanguard Balanced 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.

Vanguard Balanced Correlation With Market

Very poor diversification

The correlation between Vanguard Balanced Index and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Balanced Index and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Balanced Index. 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 state.

Moving together with Vanguard Mutual Fund

0.84	VMMSX	Vanguard Emerging Markets	Pair Corr
0.79	VMSIX	Vanguard Multi Sector	Pair Corr
0.71	VMVAX	Vanguard Mid Cap	Pair Corr
0.71	VMVIX	Vanguard Mid Cap	Pair Corr
0.76	VMVLX	Vanguard Mega Cap	Pair Corr
0.86	VPADX	Vanguard Pacific Stock	Pair Corr
0.86	VPACX	Vanguard Pacific Stock	Pair Corr
0.86	VPKIX	Vanguard Pacific Stock	Pair Corr
0.71	NAESX	Vanguard Small Cap	Pair Corr
0.64	VADGX	Vanguard Advice Select	Pair Corr
0.76	VAGVX	Vanguard Advice Select	Pair Corr
0.97	VSCGX	Vanguard Lifestrategy	Pair Corr
0.72	VSCPX	Vanguard Small Cap	Pair Corr
0.66	VSCSX	Vanguard Short Term	Pair Corr
0.98	VASGX	Vanguard Lifestrategy	Pair Corr

Related Correlations Analysis

	VWNFX	VFFVX	VEIPX	AAFTX	FBALX	PREIX	RFETX	AMFCX	AMRFX
VWNFX		0.51	0.73	0.69	0.56	0.5	0.52	0.72	0.49	VWNFX
VFFVX	0.51		0.61	0.85	0.91	0.88	0.96	0.33	0.34	VFFVX
VEIPX	0.73	0.61		0.6	0.67	0.49	0.69	0.43	0.39	VEIPX
AAFTX	0.69	0.85	0.6		0.78	0.72	0.84	0.5	0.32	AAFTX
FBALX	0.56	0.91	0.67	0.78		0.91	0.91	0.37	0.38	FBALX
PREIX	0.5	0.88	0.49	0.72	0.91		0.85	0.49	0.55	PREIX
RFETX	0.52	0.96	0.69	0.84	0.91	0.85		0.37	0.4	RFETX
AMFCX	0.72	0.33	0.43	0.5	0.37	0.49	0.37		0.8	AMFCX
AMRFX	0.49	0.34	0.39	0.32	0.38	0.55	0.4	0.8		AMRFX
	VWNFX	VFFVX	VEIPX	AAFTX	FBALX	PREIX	RFETX	AMFCX	AMRFX

Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Balanced 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 Balanced'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
VWNFX	0.72	(0.09)	0.00	(0.55)	0.00	0.00	1.29	(1.17)	11.66
VFFVX	0.52	(0.01)	(0.02)	0.05	0.73	(0.50)	1.01	(1.18)	2.88
VEIPX	0.64	(0.12)	0.00	(0.11)	0.00	0.00	1.22	(1.02)	2.81
AAFTX	0.38	0.01	(0.07)	0.11	0.54	(0.38)	0.88	(0.84)	2.26
FBALX	0.39	(0.02)	(0.07)	0.02	0.56	(0.39)	0.93	(0.94)	2.32
PREIX	0.60	(0.03)	(0.04)	0.02	0.89	(0.55)	1.23	(1.36)	3.29
RFETX	0.33	(0.01)	(0.08)	0.03	0.39	(0.36)	0.76	(0.67)	1.88
AMFCX	0.59	(0.09)	0.00	(0.36)	0.00	0.00	0.83	(1.13)	7.82
AMRFX	0.60	(0.12)	0.00	(0.08)	0.00	0.00	0.83	(1.13)	7.93

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Vanguard Balanced Correlations

Vanguard Balanced Correlation With Market

Very poor diversification

Moving together with Vanguard Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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