Vanguard Windsor Correlations

VWNFX Fund

USD 44.25 0.07 0.16%

The current 90-days correlation between Vanguard Windsor and Vanguard Wellington Fund is 0.74 (i.e., Poor diversification). The correlation of Vanguard Windsor 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 Windsor Correlation With Market

Very weak diversification

The correlation between Vanguard Windsor Ii and DJI is 0.44 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Windsor Ii 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 Windsor Ii. 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 census.

Moving together with Vanguard Mutual Fund

0.76	VMIAX	Vanguard Materials Index	Pair Corr
0.81	VMVAX	Vanguard Mid Cap	Pair Corr
0.81	VMVIX	Vanguard Mid Cap	Pair Corr
0.93	VPCCX	Vanguard Primecap	Pair Corr
0.9	VPMCX	Vanguard Primecap	Pair Corr
0.66	VPMAX	Vanguard Primecap	Pair Corr
0.73	NAESX	Vanguard Small Cap	Pair Corr
0.92	VQNPX	Vanguard Growth And	Pair Corr
0.74	VADGX	Vanguard Advice Select	Pair Corr
0.74	VAGVX	Vanguard Advice Select	Pair Corr
0.73	VSCIX	Vanguard Small Cap	Pair Corr
0.73	VSCPX	Vanguard Small Cap	Pair Corr
0.72	VSEMX	Vanguard Extended Market	Pair Corr
0.89	VSEQX	Vanguard Strategic Equity	Pair Corr

Moving against Vanguard Mutual Fund

0.31

VSBIX

Vanguard Short Term

Pair Corr

Related Correlations Analysis

	VWELX	VPMCX	VWIGX	VEXPX	VWUSX
VWELX		0.83	0.47	0.74	0.9	VWELX
VPMCX	0.83		0.83	0.49	0.7	VPMCX
VWIGX	0.47	0.83		0.06	0.29	VWIGX
VEXPX	0.74	0.49	0.06		0.92	VEXPX
VWUSX	0.9	0.7	0.29	0.92		VWUSX
	VWELX	VPMCX	VWIGX	VEXPX	VWUSX

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Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Windsor 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 Windsor'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	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
VWELX	0.55	(0.02)	(0.09)	0.89	(1.17)	3.24
VPMCX	0.87	(0.06)	(0.15)	1.48	(1.57)	8.30
VWIGX	1.10	(0.04)	(0.12)	1.87	(2.31)	10.73
VEXPX	1.02	(0.19)	(0.25)	1.55	(2.79)	7.33
VWUSX	1.27	(0.16)	(0.21)	1.90	(2.73)	9.31

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