Vanguard Total Correlations

VSMPX Fund

USD 304.77 2.42 0.80%

The current 90-days correlation between Vanguard Total Stock and Vanguard 500 Index is 1.0 (i.e., No risk reduction). The correlation of Vanguard Total 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 Total Correlation With Market

Very poor diversification

The correlation between Vanguard Total Stock and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Total Stock 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 Total Stock. 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 metropolitan statistical area.

Moving together with Vanguard Mutual Fund

0.86	VMLUX	Vanguard Limited Term	Pair Corr
0.87	VMLTX	Vanguard Limited Term	Pair Corr
0.88	VMNVX	Vanguard Global Minimum	Pair Corr
0.98	VMMSX	Vanguard Emerging Markets	Pair Corr
0.82	VNJTX	Vanguard New Jersey	Pair Corr
0.83	VNYTX	Vanguard New York	Pair Corr
0.82	VPADX	Vanguard Pacific Stock	Pair Corr
0.92	VPAIX	Vanguard Pennsylvania	Pair Corr
0.87	VPMCX	Vanguard Primecap	Pair Corr
0.98	VPMAX	Vanguard Primecap	Pair Corr
0.83	NAESX	Vanguard Small Cap	Pair Corr
0.87	VQNPX	Vanguard Growth And	Pair Corr
0.85	VAIPX	Vanguard Inflation-protec	Pair Corr
0.92	VSCIX	Vanguard Small Cap	Pair Corr
0.88	VSCGX	Vanguard Lifestrategy	Pair Corr
0.9	VSCSX	Vanguard Short Term	Pair Corr
0.99	VASGX	Vanguard Lifestrategy	Pair Corr
0.83	VASIX	Vanguard Lifestrategy	Pair Corr
0.72	VASVX	Vanguard Selected Value	Pair Corr
0.86	VSGIX	Vanguard Small Cap	Pair Corr
0.73	VSIGX	Vanguard Intermediate	Pair Corr
0.87	VSMGX	Vanguard Lifestrategy	Pair Corr
1.0	VSTSX	Vanguard Total Stock	Pair Corr
0.84	VSTCX	Vanguard Strategic	Pair Corr
0.99	VBAIX	Vanguard Balanced Index	Pair Corr
0.89	VSVNX	Vanguard Target Reti	Pair Corr
0.99	VBIAX	Vanguard Balanced Index	Pair Corr
0.99	VBINX	Vanguard Balanced Index	Pair Corr
0.74	VBILX	Vanguard Intermediate-ter	Pair Corr
0.72	VBIRX	Vanguard Short Term	Pair Corr
0.77	VBMFX	Vanguard Total Bond	Pair Corr
0.76	VTBNX	Vanguard Total Bond	Pair Corr
0.77	VBMPX	Vanguard Total Bond	Pair Corr
0.84	VTAPX	Vanguard Short Term	Pair Corr
0.83	VTEAX	Vanguard Tax Exempt	Pair Corr
0.87	VTCAX	Vanguard Telecommunicatio	Pair Corr

Related Correlations Analysis

	VFIAX	VEXAX	VEMPX	VEMRX	VSGAX	VSMAX	VIGIX	VVIAX	VMVAX	VTWIX
VFIAX		0.85	0.85	0.98	0.84	0.81	0.88	0.86	0.79	0.99	VFIAX
VEXAX	0.85		1.0	0.84	0.99	0.98	0.83	0.96	0.79	0.86	VEXAX
VEMPX	0.85	1.0		0.84	0.99	0.98	0.83	0.96	0.79	0.86	VEMPX
VEMRX	0.98	0.84	0.84		0.84	0.8	0.89	0.86	0.79	0.99	VEMRX
VSGAX	0.84	0.99	0.99	0.84		0.97	0.82	0.94	0.76	0.85	VSGAX
VSMAX	0.81	0.98	0.98	0.8	0.97		0.77	0.94	0.8	0.83	VSMAX
VIGIX	0.88	0.83	0.83	0.89	0.82	0.77		0.84	0.82	0.88	VIGIX
VVIAX	0.86	0.96	0.96	0.86	0.94	0.94	0.84		0.85	0.87	VVIAX
VMVAX	0.79	0.79	0.79	0.79	0.76	0.8	0.82	0.85		0.81	VMVAX
VTWIX	0.99	0.86	0.86	0.99	0.85	0.83	0.88	0.87	0.81		VTWIX
	VFIAX	VEXAX	VEMPX	VEMRX	VSGAX	VSMAX	VIGIX	VVIAX	VMVAX	VTWIX

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Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Total 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 Total'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
VFIAX	0.50	0.03	0.03	0.11	0.55	(0.54)	1.14	(0.63)	4.22
VEXAX	0.79	0.00	0.03	0.07	0.83	(0.89)	1.92	(1.55)	6.18
VEMPX	0.79	0.00	0.03	0.07	0.83	(0.89)	1.92	(1.55)	6.17
VEMRX	0.57	0.07	0.05	0.19	0.68	(0.62)	1.16	(0.79)	4.34
VSGAX	0.87	0.00	0.03	0.08	0.93	(0.96)	1.81	(1.41)	5.98
VSMAX	0.74	(0.02)	0.01	0.06	0.77	(0.85)	1.93	(1.26)	6.07
VIGIX	0.67	0.13	0.03	(0.36)	0.83	(0.71)	1.36	(1.13)	5.20
VVIAX	0.43	0.01	(0.01)	0.09	0.40	(0.48)	0.91	(0.84)	3.10
VMVAX	0.51	0.05	(0.04)	(0.77)	0.52	(0.61)	1.28	(0.86)	3.95
VTWIX	0.48	0.03	0.03	0.11	0.54	(0.51)	1.17	(0.63)	4.21

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Vanguard Total Correlations

Vanguard Total Correlation With Market

Very poor diversification

Moving together with Vanguard Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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