Us Large Correlations

DFUSX Fund

USD 40.09 0.21 0.52%

The current 90-days correlation between Us Large Pany and Us Large Cap is 0.71 (i.e., Poor diversification). The correlation of Us Large 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.

Us Large Correlation With Market

Significant diversification

The correlation between Us Large Pany and DJI is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Us Large Pany and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Us Large Pany. 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 state.

Moving together with DFUSX Mutual Fund

0.85	DNYMX	Dfa Ny Municipal	Pair Corr
0.83	DREIX	World Core Equity	Pair Corr
0.9	DRIIX	Dimensional 2045 Target	Pair Corr
0.64	DRIHX	Dimensional 2040 Target	Pair Corr
0.91	DRILX	Dimensional 2060 Target	Pair Corr
0.91	DRIKX	Dimensional 2055 Target	Pair Corr
0.9	DRIJX	Dimensional 2050 Target	Pair Corr
0.94	DAABX	Dfa Sustainability	Pair Corr
0.91	DSCGX	Dfa Small	Pair Corr
0.8	DSHGX	Dfa Selectively Hedged Downward Rally	Pair Corr
0.94	DTCPX	Dfa Targeted Credit	Pair Corr
0.91	DTDRX	Dimensional 2065 Target	Pair Corr
0.93	DURPX	Us High Relative	Pair Corr
0.96	DUSQX	Us Lg Cap	Pair Corr
0.93	DUSLX	Dfa Large	Pair Corr

Moving against DFUSX Mutual Fund

0.64	DIHRX	Intal High Relative	Pair Corr
0.64	DIPSX	Dfa Inflation Protected	Pair Corr
0.62	DISMX	Dfa International	Pair Corr
0.59	DILRX	Dfa International	Pair Corr
0.56	DISVX	Dfa International Small	Pair Corr
0.4	DRIUX	Dimensional 2025 Target	Pair Corr
0.33	DRIRX	Dimensional 2020 Target	Pair Corr
0.72	DAADX	Dfa Emerging Markets	Pair Corr
0.69	DRXIX	Dfa Ltip Portfolio	Pair Corr
0.61	DSFIX	Dfa Social Fixed	Pair Corr
0.54	DSCLX	Dfa International Social	Pair Corr
0.51	DFAPX	Dfa Investment Grade	Pair Corr
0.34	DEMSX	Emerging Markets Small	Pair Corr
0.34	DEMGX	Emerging Markets Targeted	Pair Corr

Related Correlations Analysis

	DFLVX	DISVX	DFISX	DFSCX	DFIVX
DFLVX		-0.53	-0.59	0.88	-0.61	DFLVX
DISVX	-0.53		0.98	-0.6	0.89	DISVX
DFISX	-0.59	0.98		-0.64	0.89	DFISX
DFSCX	0.88	-0.6	-0.64		-0.6	DFSCX
DFIVX	-0.61	0.89	0.89	-0.6		DFIVX
	DFLVX	DISVX	DFISX	DFSCX	DFIVX

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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

DFISX	+ 0.98	DISVX
DFIVX	+ 0.89	DISVX
DFIVX	+ 0.89	DFISX
DFSCX	+ 0.88	DFLVX

High negative correlations

DFSCX	- 0.64	DFISX
DFIVX	- 0.61	DFLVX
DFIVX	- 0.6	DFSCX
DFSCX	- 0.6	DISVX
DFISX	- 0.59	DFLVX
DISVX	- 0.53	DFLVX

Risk-Adjusted Indicators

There is a big difference between DFUSX Mutual Fund performing well and Us Large 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 Us Large'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
DFLVX	0.56	0.07	(0.02)	0.99	0.38	(0.70)	1.17	(0.75)	4.67
DISVX	0.64	(0.04)	0.00	(0.24)	0.00	0.00	1.42	(1.33)	4.67
DFISX	0.58	(0.02)	0.00	(0.18)	0.00	0.00	1.41	(1.12)	3.97
DFSCX	0.91	0.02	0.08	0.10	0.69	(1.04)	2.17	(1.40)	8.36
DFIVX	0.56	(0.06)	0.00	(0.15)	0.00	0.00	1.28	(1.06)	3.45

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