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FNMFO FNMFO 096770 KDDIF Utilities Aggressive Air Small Blend 
Benchmark SP 500  1,652   12.77  Index Moved Up 0.78% United States ...


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Collecting data for VBMFX and ^GSPC ...

Asset Comparison and Correlation

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Investment horizon: 
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 Vanguard Total Bond Market Ind  vs   S&P 500
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Daily Returns (%)
GSPC   VBMFX   
 
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Assuming 30 trading days horizon, Vanguard Total Bond Market Index Inv is expected to generate 0.27 times more return on investment than SP 500. However, Vanguard Total Bond Market Index Inv is 3.65 times less risky than SP 500. It trades about -0.26 of its potential returns per unit of risk. S&P 500 is currently generating about -0.1 per unit of risk. If you would invest  1,098  in Vanguard Total Bond Market Index Inv on May 20, 2013 and sell it today you would lose (16.00) from holding Vanguard Total Bond Market Index Inv or give up 1.46% of portfolio value over 30 days.

Diversification

Good diversification
Overlapping area represents amount of risk that can be diversified away by holding Vanguard Total Bond Market Ind and S&P 500 in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.07
Parameters
Time Period1 Month [change]
DirectionNegative VBMFX Moved Down vs ^GSPC
StrengthInsignificant
Accuracy95.24%
ValuesDaily Returns
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Predicted Return Density
 
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Vanguard Total Bond Market Index Inv

Alpha
 
Profile
    
Vanguard
Performance
0
Out Of
100
Over 30
Days
?
Over the last 30 days Vanguard Total Bond Market Index Inv has generated negative risk-adjusted returns adding no value to investors with long positions.
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Match-ups for Vanguard

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S&P 500

 
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SP 500
Performance
0
Out Of
100
Over 30
Days
?
    

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