Vanguard Small Correlations

VBR Etf

USD 205.46 0.54 0.26%

The current 90-days correlation between Vanguard Small Cap and Vanguard Large Cap Index is 0.73 (i.e., Poor diversification). The correlation of Vanguard Small 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 Small Correlation With Market

Very poor diversification

The correlation between Vanguard Small Cap Value and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Small Cap Value and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Vanguard Etf

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Small Cap Value. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics.

Moving together with Vanguard Etf

0.69	IWN	iShares Russell 2000	Pair Corr
0.95	IJJ	iShares SP Mid	Pair Corr
0.9	DFAT	Dimensional Targeted	Pair Corr
0.81	IJS	iShares SP Small	Pair Corr
0.81	SLYV	SPDR SP 600	Pair Corr
0.94	AVUV	Avantis Small Cap	Pair Corr
0.8	DES	WisdomTree SmallCap	Pair Corr
0.95	MDYV	SPDR SP 400	Pair Corr
0.86	CALF	Pacer Small Cap	Pair Corr
0.63	WEBL	Direxion Daily Dow	Pair Corr
0.88	IJR	iShares Core SP Sell-off Trend	Pair Corr

Related Correlations Analysis

	VLCAX	VV	VFWAX	VEU	VBK	VSGIX	VBIAX	VBAIX	VOE	VNQ
VLCAX		1.0	0.96	0.96	0.81	0.81	0.86	0.94	0.68	0.03	VLCAX
VV	1.0		0.96	0.96	0.81	0.81	0.86	0.94	0.68	0.03	VV
VFWAX	0.96	0.96		1.0	0.78	0.78	0.84	0.9	0.72	0.1	VFWAX
VEU	0.96	0.96	1.0		0.78	0.78	0.83	0.9	0.73	0.11	VEU
VBK	0.81	0.81	0.78	0.78		1.0	0.61	0.76	0.66	0.34	VBK
VSGIX	0.81	0.81	0.78	0.78	1.0		0.61	0.76	0.66	0.35	VSGIX
VBIAX	0.86	0.86	0.84	0.83	0.61	0.61		0.91	0.43	-0.15	VBIAX
VBAIX	0.94	0.94	0.9	0.9	0.76	0.76	0.91		0.61	0.07	VBAIX
VOE	0.68	0.68	0.72	0.73	0.66	0.66	0.43	0.61		0.5	VOE
VNQ	0.03	0.03	0.1	0.11	0.34	0.35	-0.15	0.07	0.5		VNQ
	VLCAX	VV	VFWAX	VEU	VBK	VSGIX	VBIAX	VBAIX	VOE	VNQ

Please upgrade your account to get full access to Macroaxis premium features

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

VV	+ 1.0	VLCAX
VEU	+ 1.0	VFWAX
VSGIX	+ 1.0	VBK
VFWAX	+ 0.96	VLCAX
VEU	+ 0.96	VLCAX
VFWAX	+ 0.96	VV

High negative correlations

VNQ

- 0.15

VBIAX

Vanguard Small Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Small ETF 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 Small'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
VLCAX	0.52	0.00	(0.01)	0.07	0.70	(0.51)	1.25	(1.11)	4.19
VV	0.53	0.00	(0.01)	0.07	0.72	(0.54)	1.24	(1.18)	4.31
VFWAX	0.51	0.03	0.02	0.11	0.62	(0.53)	1.01	(0.94)	3.91
VEU	0.52	0.03	0.02	0.11	0.61	(0.55)	1.14	(1.01)	4.02
VBK	0.88	(0.06)	(0.03)	0.02	1.20	(0.87)	1.68	(1.88)	6.20
VSGIX	0.90	(0.06)	(0.03)	0.02	1.21	(0.91)	1.79	(2.03)	6.17
VBIAX	0.34	0.05	(0.03)	15.32	0.42	(0.33)	0.74	(0.69)	2.75
VBAIX	0.34	0.01	(0.04)	0.08	0.43	(0.33)	0.74	(0.69)	2.74
VOE	0.49	(0.03)	(0.06)	0.03	0.58	(0.51)	1.12	(1.07)	3.95
VNQ	0.63	(0.02)	(0.05)	0.03	0.82	(0.66)	1.55	(1.28)	4.52

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