Vanguard Total Correlations

VTI Etf

USD 340.96 7.06 2.11%

The current 90-days correlation between Vanguard Total Stock and Vanguard Growth Index is 0.92 (i.e., Almost no diversification). 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.

Vanguard Total Correlation With Market

Almost no diversification

The correlation between Vanguard Total Stock and DJI is 0.93 (i.e., Almost no 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.

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 Total Stock. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in poverty.

Moving together with Vanguard Etf

1.0	SPY	SPDR SP 500	Pair Corr
1.0	IVV	iShares Core SP	Pair Corr
0.9	VIG	Vanguard Dividend	Pair Corr
0.99	VV	Vanguard Large Cap	Pair Corr
0.89	RSP	Invesco SP 500 Aggressive Push	Pair Corr
0.99	IWB	iShares Russell 1000	Pair Corr
0.98	ESGU	iShares ESG Aware	Pair Corr
0.95	DFAC	Dimensional Core Equity	Pair Corr
0.68	SPLG	SSgA Symbol Change	Pair Corr
0.69	OIH	VanEck Oil Services	Pair Corr
0.89	WTMF	WisdomTree Managed	Pair Corr
0.83	EWC	iShares MSCI Canada	Pair Corr
1.0	TOT	Advisor Managed Port	Pair Corr
0.79	BST	BlackRock Science Tech	Pair Corr
0.69	RDIV	Invesco SP Ultra	Pair Corr
0.86	AHYB	American Century ETF	Pair Corr
0.75	DD	Dupont De Nemours Earnings Call This Week	Pair Corr
0.65	MRK	Merck Company Aggressive Push	Pair Corr
0.67	INTC	Intel Aggressive Push	Pair Corr

Moving against Vanguard Etf

0.52	HPQ	HP Inc	Pair Corr
0.39	MSFT	Microsoft	Pair Corr

Related Correlations Analysis

	VEA	VTMGX	VTMNX	VINIX	VMCPX	VIMAX	VO	VMCIX	VTV	VIGAX
VEA		1.0	1.0	0.82	0.88	0.9	0.9	0.9	0.97	-0.15	VEA
VTMGX	1.0		1.0	0.81	0.88	0.9	0.9	0.9	0.97	-0.14	VTMGX
VTMNX	1.0	1.0		0.82	0.88	0.9	0.9	0.9	0.97	-0.14	VTMNX
VINIX	0.82	0.81	0.82		0.85	0.93	0.93	0.93	0.78	0.42	VINIX
VMCPX	0.88	0.88	0.88	0.85		0.91	0.91	0.91	0.84	0.11	VMCPX
VIMAX	0.9	0.9	0.9	0.93	0.91		1.0	1.0	0.9	0.16	VIMAX
VO	0.9	0.9	0.9	0.93	0.91	1.0		1.0	0.9	0.16	VO
VMCIX	0.9	0.9	0.9	0.93	0.91	1.0	1.0		0.9	0.16	VMCIX
VTV	0.97	0.97	0.97	0.78	0.84	0.9	0.9	0.9		-0.23	VTV
VIGAX	-0.15	-0.14	-0.14	0.42	0.11	0.16	0.16	0.16	-0.23		VIGAX
	VEA	VTMGX	VTMNX	VINIX	VMCPX	VIMAX	VO	VMCIX	VTV	VIGAX

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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

VTMGX	+ 1.0	VEA
VTMNX	+ 1.0	VEA
VTMNX	+ 1.0	VTMGX
VO	+ 1.0	VIMAX
VMCIX	+ 1.0	VIMAX
VMCIX	+ 1.0	VO

High negative correlations

VIGAX	- 0.23	VTV
VIGAX	- 0.15	VEA
VIGAX	- 0.14	VTMNX
VIGAX	- 0.14	VTMGX

Vanguard Total Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Total 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 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
VEA	0.62	0.11	0.10	0.22	0.64	(0.64)	1.22	(1.31)	2.98
VTMGX	0.65	0.10	0.09	0.22	0.66	(0.68)	1.51	(1.34)	3.85
VTMNX	0.64	0.11	0.10	0.22	0.62	(0.68)	1.61	(1.34)	3.84
VINIX	0.57	(0.05)	(0.08)	0.02	0.79	(0.56)	1.16	(1.23)	3.61
VMCPX	0.60	0.02	(0.08)	(1.28)	0.80	(0.59)	1.27	(1.49)	3.28
VIMAX	0.63	(0.01)	(0.03)	0.06	0.75	(0.64)	1.38	(1.50)	3.28
VO	0.63	(0.02)	(0.03)	0.06	0.76	(0.64)	1.45	(1.48)	3.47
VMCIX	0.63	(0.01)	(0.03)	0.06	0.75	(0.64)	1.37	(1.48)	3.27
VTV	0.55	0.11	0.15	0.22	0.31	(0.68)	1.39	(1.00)	2.80
VIGAX	0.77	(0.17)	0.00	(0.13)	0.00	0.00	1.38	(1.95)	5.02

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