Inflation Protected Correlations

Mutual Funds . USA . 
Fund . Inflation Protected Fund
VCTPX Fund  USD 8.60  0.01  0.12%   
The correlation of Inflation Protected 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.

Inflation Protected Correlation With Market

Modest diversification

The correlation between Inflation Protected Fund and DJI is 0.23 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Inflation Protected Fund 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 Inflation Protected Fund. 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 american community survey.

Moving together with Inflation Mutual Fund

  0.97VCBDX Valic Company IPairCorr
  0.76VCGEX Emerging EconomiesPairCorr
  0.98VCGSX Government SecuritiesPairCorr
  0.81VCFVX Foreign ValuePairCorr
  0.93VCIEX International EquitiesPairCorr
  0.84VCIFX International GovernmentPairCorr
  0.92VCSOX Global Social AwarenessPairCorr
  0.63VGCLX Valic Company IPairCorr
  0.7VHYLX Valic Company IPairCorr
  0.86VIOPX Valic Company IPairCorr
  0.75VIPSX Vanguard Inflation-protecPairCorr
  0.75VIPIX Vanguard Inflation-protecPairCorr
  0.93VAIPX Vanguard Inflation-protecPairCorr
  0.75FLIBX American Funds InflationPairCorr

Moving against Inflation Mutual Fund

  0.67VCSLX Small Cap IndexPairCorr
  0.66VAPPX Valic Company IPairCorr
  0.66VCBCX Blue Chip GrowthPairCorr
  0.65VCULX Growth Fund GrowthPairCorr
  0.64VSSVX Small Cap SpecialPairCorr
  0.59VCNIX Nasdaq 100 IndexPairCorr
  0.58VVMCX Valic Company IPairCorr
  0.57VVSGX Valic Company IPairCorr
  0.54VMIDX Mid Cap IndexPairCorr
  0.53VSRDX Valic Company IPairCorr
  0.52VCGAX Growth IncomePairCorr
  0.52VCSTX Science TechnologyPairCorr
  0.5VCAAX Asset AllocationPairCorr
  0.44VMSGX Mid Cap StrategicPairCorr
  0.41VSTIX Stock Index FundPairCorr
  0.57VLCGX Large Capital GrowthPairCorr
  0.54VVSCX Valic Company IPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Inflation Mutual Fund performing well and Inflation Protected 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 Inflation Protected'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.

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