Vanguard Inflation Correlations

VIPIX Fund

USD 9.46 0.05 0.53%

The current 90-days correlation between Vanguard Inflation and Aqr Tm Emerging is -0.13 (i.e., Good diversification). The correlation of Vanguard Inflation 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 Inflation Correlation With Market

Very good diversification

The correlation between Vanguard Inflation Protected S and DJI is -0.25 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Inflation Protected S 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 Inflation Protected Securities. 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 gross domestic product.

Moving together with Vanguard Mutual Fund

0.92	VAIPX	Vanguard Inflation-protec	Pair Corr
0.93	VSCSX	Vanguard Short Term	Pair Corr
0.76	VSBIX	Vanguard Short Term	Pair Corr
0.77	VSBSX	Vanguard Short Term	Pair Corr

Moving against Vanguard Mutual Fund

0.53	VMIAX	Vanguard Materials Index	Pair Corr
0.48	VMVIX	Vanguard Mid Cap	Pair Corr
0.47	VMVLX	Vanguard Mega Cap	Pair Corr
0.38	VMVAX	Vanguard Mid Cap	Pair Corr
0.64	NAESX	Vanguard Small Cap	Pair Corr
0.64	VSCIX	Vanguard Small Cap	Pair Corr
0.57	VQNPX	Vanguard Growth And	Pair Corr
0.52	VPCCX	Vanguard Primecap	Pair Corr
0.49	VPMCX	Vanguard Primecap	Pair Corr
0.49	VPMAX	Vanguard Primecap	Pair Corr
0.41	VADGX	Vanguard Advice Select	Pair Corr
0.37	VAIGX	Vanguard Advice Select	Pair Corr
0.65	VSEMX	Vanguard Extended Market	Pair Corr
0.64	VSCPX	Vanguard Small Cap	Pair Corr
0.64	VSEQX	Vanguard Strategic Equity	Pair Corr
0.63	VSGAX	Vanguard Small Cap	Pair Corr
0.63	VSGIX	Vanguard Small Cap	Pair Corr
0.61	VSIIX	Vanguard Small Cap	Pair Corr

Related Correlations Analysis

	QTERX	PIEFX	TEOJX	RMVRX	SEDAX	EMSLX	GEBIX	EPASX
QTERX		0.97	0.81	0.86	0.81	0.97	0.88	0.84	QTERX
PIEFX	0.97		0.84	0.88	0.82	0.97	0.9	0.83	PIEFX
TEOJX	0.81	0.84		0.98	0.86	0.78	0.91	0.97	TEOJX
RMVRX	0.86	0.88	0.98		0.87	0.83	0.96	0.97	RMVRX
SEDAX	0.81	0.82	0.86	0.87		0.79	0.83	0.86	SEDAX
EMSLX	0.97	0.97	0.78	0.83	0.79		0.89	0.79	EMSLX
GEBIX	0.88	0.9	0.91	0.96	0.83	0.89		0.92	GEBIX
EPASX	0.84	0.83	0.97	0.97	0.86	0.79	0.92		EPASX
	QTERX	PIEFX	TEOJX	RMVRX	SEDAX	EMSLX	GEBIX	EPASX

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Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Inflation 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 Inflation'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
QTERX	1.02	0.15	0.11	0.11	1.56	(0.96)	1.98	(2.45)	8.04
PIEFX	1.29	0.19	0.11	0.14	1.81	(1.27)	2.37	(2.60)	9.39
TEOJX	1.05	0.10	0.13	(2.64)	1.52	(1.06)	2.14	(2.00)	8.18
RMVRX	1.08	0.08	0.12	(0.97)	1.56	(1.12)	1.80	(2.59)	8.16
SEDAX	0.30	0.02	0.27	7.87	0.41	(0.35)	0.59	(0.46)	2.24
EMSLX	1.08	0.14	0.12	0.12	1.51	(1.16)	2.47	(2.40)	8.11
GEBIX	1.08	0.04	0.10	(0.60)	1.55	(1.04)	1.96	(2.45)	7.59
EPASX	0.71	0.04	0.14	(0.91)	1.07	(0.71)	1.37	(1.63)	5.32

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