Vanguard Lifestrategy Correlations

Mutual Funds . USA . 
Fund . Vanguard Lifestrategy Moderate
VSMGX Fund  USD 32.20  0.06  0.19%   
The current 90-days correlation between Vanguard Lifestrategy and Vanguard Lifestrategy Servative is 0.99 (i.e., No risk reduction). The correlation of Vanguard Lifestrategy 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 Lifestrategy Correlation With Market

Very weak diversification

The correlation between Vanguard Lifestrategy Moderate and DJI is 0.46 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Lifestrategy Moderate 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 Lifestrategy Moderate. 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 price.

Moving together with Vanguard Mutual Fund

  0.66VMIAX Vanguard Materials IndexPairCorr
  0.71VMNVX Vanguard Global MinimumPairCorr
  0.69VMVAX Vanguard Mid CapPairCorr
  0.7VMVIX Vanguard Mid CapPairCorr
  0.65VNJUX Vanguard New JerseyPairCorr
  0.68VNJTX Vanguard New JerseyPairCorr
  0.72VNYTX Vanguard New YorkPairCorr
  0.72VNYUX Vanguard New YorkPairCorr
  0.7VOHIX Vanguard Ohio LongPairCorr
  0.73VPCCX Vanguard PrimecapPairCorr
  0.72VPALX Vanguard PennsylvaniaPairCorr
  0.71VPAIX Vanguard PennsylvaniaPairCorr
  0.74VPMCX Vanguard PrimecapPairCorr
  0.65NAESX Vanguard Small CapPairCorr
  0.85VQNPX Vanguard Growth AndPairCorr
  0.77VRTPX Vanguard Reit IiPairCorr
  0.84VADGX Vanguard Advice SelectPairCorr
  0.8VAGVX Vanguard Advice SelectPairCorr
  0.61VSCIX Vanguard Small CapPairCorr
  1.0VSCGX Vanguard LifestrategyPairCorr
  0.61VSCPX Vanguard Small CapPairCorr
  0.75VSEQX Vanguard Strategic EquityPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Lifestrategy 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 Lifestrategy'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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