Vanguard Correlations

VIOG Etf

USD 116.15 1.55 1.32%

The current 90-days correlation between Vanguard SP Small and Vanguard SP Small Cap is 0.93 (i.e., Almost no diversification). The correlation of Vanguard 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.

Vanguard Correlation With Market

Very poor diversification

The correlation between Vanguard SP Small Cap and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard SP Small Cap 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 SP Small Cap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons.

Moving together with Vanguard Etf

0.99	IWO	iShares Russell 2000	Pair Corr
1.0	IJT	iShares SP Small	Pair Corr
1.0	SLYG	SPDR SP 600	Pair Corr
0.96	VTWG	Vanguard Russell 2000	Pair Corr
0.99	ISCG	iShares Morningstar	Pair Corr
0.91	PULS	PGIM Ultra Short Sell-off Trend	Pair Corr
0.95	CAS	Simplify Exchange Traded	Pair Corr
0.95	JPM	JPMorgan Chase Sell-off Trend	Pair Corr
0.96	BAC	Bank of America Aggressive Push	Pair Corr
0.94	DIS	Walt Disney	Pair Corr
0.92	GE	GE Aerospace	Pair Corr
0.81	CVX	Chevron Corp Earnings Call This Week	Pair Corr
0.97	AXP	American Express Sell-off Trend	Pair Corr
0.95	CAT	Caterpillar	Pair Corr
0.96	MSFT	Microsoft Earnings Call This Week	Pair Corr
0.81	PFE	Pfizer Inc Sell-off Trend	Pair Corr
0.9	DD	Dupont De Nemours Earnings Call This Week	Pair Corr
0.79	INTC	Intel	Pair Corr
0.95	CSCO	Cisco Systems	Pair Corr
0.87	IBM	International Business	Pair Corr

Moving against Vanguard Etf

0.72	MPAY	Exchange Traded Concepts	Pair Corr
0.43	BITI	ProShares Trust	Pair Corr
0.64	MCD	McDonalds	Pair Corr
0.59	KO	Coca Cola Sell-off Trend	Pair Corr

Related Correlations Analysis

	VIOV	IVOG	VTWG	VIOO	IVOV
VIOV		0.61	0.94	0.96	0.63	VIOV
IVOG	0.61		0.52	0.54	0.97	IVOG
VTWG	0.94	0.52		0.99	0.51	VTWG
VIOO	0.96	0.54	0.99		0.54	VIOO
IVOV	0.63	0.97	0.51	0.54		IVOV
	VIOV	IVOG	VTWG	VIOO	IVOV

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Vanguard Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard 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'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
VIOV	1.04	(0.03)	0.04	0.21	0.93	(1.19)	2.58	(1.89)	7.33
IVOG	0.72	0.02	(0.03)	0.25	0.61	(0.84)	1.30	(1.27)	5.93
VTWG	0.98	0.39	0.07	(1.02)	0.82	(1.05)	2.43	(1.55)	6.79
VIOO	0.95	0.31	0.03	(1.32)	0.84	(1.10)	2.32	(1.82)	6.55
IVOV	0.76	(0.01)	(0.05)	0.22	0.75	(0.86)	1.73	(1.27)	6.29

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