Vanguard Total Correlations

Etfs . USA . 
Etf . Vanguard Total International
VXUS Etf  USD 61.07  0.27  0.44%   
The current 90-days correlation between Vanguard Total Inter and Vanguard Total Bond is 0.22 (i.e., Modest diversification). The correlation of Vanguard Total 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 Total Correlation With Market

Weak diversification

The correlation between Vanguard Total International and DJI is 0.39 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Total International 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 Total International. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment.

Moving together with Vanguard Etf

  0.92VEA Vanguard FTSE DevelopedPairCorr
  0.89IEFA iShares Core MSCIPairCorr
  1.0VEU Vanguard FTSE AllPairCorr
  0.88EFA iShares MSCI EAFEPairCorr
  1.0IXUS iShares Core MSCIPairCorr
  0.92SPDW SPDR SP WorldPairCorr
  0.93IDEV iShares Core MSCIPairCorr
  0.88ESGD iShares ESG AwarePairCorr
  0.85JIRE JP Morgan ExchangePairCorr
  1.0DFAX Dimensional WorldPairCorr
  0.68MMM 3M Company Fiscal Year End 28th of January 2025 PairCorr
  0.64KO Coca Cola Sell-off TrendPairCorr

Moving against Vanguard Etf

  0.64FNTC DirexionPairCorr
  0.46IGA Voya Global AdvantagePairCorr
  0.44PXMV Invesco SP MidCapPairCorr
  0.32MAGS Roundhill MagnificentPairCorr
  0.65JPM JPMorgan Chase Sell-off TrendPairCorr
  0.62BAC Bank of America Aggressive PushPairCorr
  0.53DIS Walt Disney Aggressive PushPairCorr
  0.51TRV The Travelers Companies Fiscal Year End 17th of January 2025 PairCorr
  0.48WMT Walmart Aggressive PushPairCorr
  0.4CVX Chevron Corp Sell-off TrendPairCorr
  0.38T ATT Inc Aggressive PushPairCorr
  0.32CSCO Cisco Systems Aggressive PushPairCorr

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   
VT
+ 0.91
VTI
VNQ
+ 0.8
BNDX
VNQ
+ 0.5
BND
BNDX
+ 0.36
BND
VT
+ 0.26
BNDX
BNDX
+ 0.2
VTI
  
High negative correlations   
VTI
- 0.73
BND
VT
- 0.54
BND

Vanguard Total Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Total 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 Total'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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