Vanguard International Correlations

VWIGX Fund

USD 33.42 0.76 2.22%

The current 90-days correlation between Vanguard International and Vanguard Explorer Fund is -0.1 (i.e., Good diversification). The correlation of Vanguard International 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 International Correlation With Market

Good diversification

The correlation between Vanguard International Growth and DJI is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard International Growth 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 International Growth. 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

0.62	VMIAX	Vanguard Materials Index	Pair Corr
0.7	VMLUX	Vanguard Limited Term	Pair Corr
0.7	VMLTX	Vanguard Limited Term	Pair Corr
0.77	VMNVX	Vanguard Global Minimum	Pair Corr
0.75	VMMSX	Vanguard Emerging Markets	Pair Corr
0.75	VMSIX	Vanguard Multi Sector	Pair Corr
0.76	VMVFX	Vanguard Global Minimum	Pair Corr
0.83	VMVLX	Vanguard Mega Cap	Pair Corr
0.81	VPADX	Vanguard Pacific Stock	Pair Corr
0.81	VPACX	Vanguard Pacific Stock	Pair Corr
0.81	VPKIX	Vanguard Pacific Stock	Pair Corr
0.7	VPMCX	Vanguard Primecap	Pair Corr
0.7	VPMAX	Vanguard Primecap	Pair Corr
0.76	VRTPX	Vanguard Reit Ii	Pair Corr
0.92	VAGVX	Vanguard Advice Select	Pair Corr
0.99	VAIGX	Vanguard Advice Select Potential Growth	Pair Corr
0.65	VAIPX	Vanguard Inflation-protec	Pair Corr
0.63	VSCSX	Vanguard Short Term	Pair Corr

Related Correlations Analysis

	VEXPX	VWNFX	VWUSX	VWELX	VPMCX
VEXPX		0.64	0.92	0.81	0.43	VEXPX
VWNFX	0.64		0.8	0.39	0.91	VWNFX
VWUSX	0.92	0.8		0.66	0.66	VWUSX
VWELX	0.81	0.39	0.66		0.3	VWELX
VPMCX	0.43	0.91	0.66	0.3		VPMCX
	VEXPX	VWNFX	VWUSX	VWELX	VPMCX

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Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard International 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 International'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
VEXPX	1.00	(0.16)	0.00	(0.15)	0.00	0.00	1.56	(2.76)	7.33
VWNFX	0.62	0.03	0.05	0.01	0.79	(0.64)	1.26	(1.38)	3.51
VWUSX	1.22	(0.09)	0.00	(0.09)	0.00	0.00	2.48	(2.69)	6.88
VWELX	0.67	(0.11)	0.00	(0.16)	0.00	0.00	0.93	(1.17)	9.09
VPMCX	0.78	0.04	0.04	0.01	1.00	(0.81)	1.55	(1.48)	5.16

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Vanguard International Correlations

Vanguard International Correlation With Market

Good diversification

Moving together with Vanguard Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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