Vanguard 500 Related Correlations
VFFSX Fund | USD 257.00 0.29 0.11% |
Correlations
VMIAX | VMLUX | VMLTX | VMNVX | VVIAX | VMMSX | VMNIX | VMNFX | VDVIX | VMVAX | ||
VMIAX | 0.7 | 0.68 | 0.67 | 0.88 | 0.92 | 0.45 | 0.47 | 0.92 | 0.97 | VMIAX | |
VMLUX | 0.7 | 1.0 | 0.6 | 0.7 | 0.75 | 0.3 | 0.26 | 0.76 | 0.73 | VMLUX | |
VMLTX | 0.68 | 1.0 | 0.59 | 0.69 | 0.73 | 0.3 | 0.26 | 0.74 | 0.71 | VMLTX | |
VMNVX | 0.67 | 0.6 | 0.59 | 0.93 | 0.68 | 0.8 | 0.73 | 0.84 | 0.8 | VMNVX | |
VVIAX | 0.88 | 0.7 | 0.69 | 0.93 | 0.86 | 0.74 | 0.7 | 0.94 | 0.96 | VVIAX | |
VMMSX | 0.92 | 0.75 | 0.73 | 0.68 | 0.86 | 0.41 | 0.4 | 0.89 | 0.9 | VMMSX | |
VMNIX | 0.45 | 0.3 | 0.3 | 0.8 | 0.74 | 0.41 | 0.93 | 0.6 | 0.59 | VMNIX | |
VMNFX | 0.47 | 0.26 | 0.26 | 0.73 | 0.7 | 0.4 | 0.93 | 0.58 | 0.57 | VMNFX | |
VDVIX | 0.92 | 0.76 | 0.74 | 0.84 | 0.94 | 0.89 | 0.6 | 0.58 | 0.95 | VDVIX | |
VMVAX | 0.97 | 0.73 | 0.71 | 0.8 | 0.96 | 0.9 | 0.59 | 0.57 | 0.95 | VMVAX | |
VMIAX | VMLUX | VMLTX | VMNVX | VVIAX | VMMSX | VMNIX | VMNFX | VDVIX | VMVAX |
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Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard 500 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 500'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VMIAX | 0.65 | (0.05) | (0.01) | 0.09 | 0.81 | 1.45 | 3.93 | |||
VMLUX | 0.05 | (0.01) | (1.10) | (0.33) | 0.00 | 0.19 | 0.56 | |||
VMLTX | 0.05 | (0.01) | (1.02) | (0.22) | 0.00 | 0.19 | 0.56 | |||
VMNVX | 0.26 | 0.14 | 0.03 | (2.19) | 0.00 | 0.63 | 1.62 | |||
VVIAX | 0.41 | 0.03 | 0.03 | 0.16 | 0.20 | 0.97 | 2.27 | |||
VMMSX | 0.63 | (0.06) | (0.08) | 0.06 | 0.82 | 1.15 | 3.76 | |||
VMNIX | 0.47 | 0.06 | (0.04) | 0.48 | 0.85 | 0.79 | 10.01 | |||
VMNFX | 0.46 | 0.07 | (0.04) | 0.80 | 0.83 | 0.79 | 9.66 | |||
VDVIX | 0.50 | 0.10 | (0.03) | 1.77 | 0.54 | 1.16 | 3.00 | |||
VMVAX | 0.51 | (0.02) | (0.01) | 0.11 | 0.57 | 1.27 | 3.15 |