Vanguard Scottsdale Correlations
| VRTVX Etf | USD 233.83 0.00 0.42% |
The correlation of Vanguard Scottsdale 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 |
Moving together with Vanguard Etf
| 0.98 | VBR | Vanguard Small Cap | PairCorr |
| 1.0 | IWN | iShares Russell 2000 | PairCorr |
| 0.96 | IJJ | iShares SP Mid | PairCorr |
| 0.99 | DFAT | Dimensional Targeted | PairCorr |
| 0.98 | IJS | iShares SP Small | PairCorr |
| 0.98 | SLYV | SPDR SP 600 | PairCorr |
| 0.98 | AVUV | Avantis Small Cap | PairCorr |
| 0.99 | DES | WisdomTree SmallCap | PairCorr |
| 0.96 | MDYV | SPDR SP 400 | PairCorr |
| 0.91 | CALF | Pacer Small Cap | PairCorr |
| 0.96 | VTI | Vanguard Total Stock | PairCorr |
| 0.94 | SPY | SPDR SP 500 | PairCorr |
| 0.94 | IVV | iShares Core SP | PairCorr |
| 0.96 | VUG | Vanguard Growth Index | PairCorr |
| 0.91 | VO | Vanguard Mid Cap | PairCorr |
| 0.68 | WMT | Walmart | PairCorr |
| 0.9 | BAC | Bank of America Aggressive Push | PairCorr |
| 0.67 | CAT | Caterpillar | PairCorr |
| 0.85 | HD | Home Depot | PairCorr |
Moving against Vanguard Etf
| 0.68 | BND | Vanguard Total Bond Sell-off Trend | PairCorr |
| 0.53 | VEA | Vanguard FTSE Developed | PairCorr |
| 0.5 | GDXU | MicroSectors Gold Miners | PairCorr |
| 0.61 | VZ | Verizon Communications | PairCorr |
| 0.58 | TRV | The Travelers Companies | PairCorr |
| 0.55 | KO | Coca Cola Aggressive Push | PairCorr |
| 0.53 | JNJ | Johnson Johnson | PairCorr |
| 0.47 | MCD | McDonalds | PairCorr |
Related Correlations Analysis
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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
| High negative correlations
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Vanguard Scottsdale Constituents Risk-Adjusted Indicators
There is a big difference between Vanguard Etf performing well and Vanguard Scottsdale 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 Scottsdale'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VDYIF | 0.26 | (0.07) | 0.00 | 0.43 | 0.00 | 0.00 | 4.67 | |||
| VFLQ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| VEMGF | 0.10 | 0.03 | 0.00 | 2.15 | 0.00 | 0.34 | 1.59 | |||
| VNGGF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| VNGDF | 0.58 | (0.11) | 0.00 | (13.46) | 0.00 | 1.57 | 3.56 | |||
| VNGCF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| VNGBF | 0.28 | 0.02 | 0.07 | 1.43 | 0.26 | 0.53 | 1.49 | |||
| VNGLF | 0.88 | 0.18 | 0.17 | (1.67) | 0.85 | 2.11 | 5.87 | |||
| VNGUF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |