Vanguard Total Related Correlations
VTSMX Fund | USD 126.59 0.18 0.14% |
Correlations
VTSAX | VFIAX | VTSMX | VITSX | VSMPX | VSTSX | VFFSX | VINIX | VIIIX | ||
VTSAX | 1.0 | 1.0 | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | VTSAX | |
VFIAX | 1.0 | 1.0 | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | VFIAX | |
VTSMX | 1.0 | 1.0 | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | VTSMX | |
VITSX | 0.98 | 0.98 | 0.98 | 0.98 | 0.98 | 0.98 | 0.98 | 0.98 | VITSX | |
VSMPX | 1.0 | 1.0 | 1.0 | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | VSMPX | |
VSTSX | 1.0 | 1.0 | 1.0 | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | VSTSX | |
VFFSX | 1.0 | 1.0 | 1.0 | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | VFFSX | |
VINIX | 1.0 | 1.0 | 1.0 | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | VINIX | |
VIIIX | 1.0 | 1.0 | 1.0 | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | VIIIX | |
VTSAX | VFIAX | VTSMX | VITSX | VSMPX | VSTSX | VFFSX | VINIX | VIIIX |
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Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard Total 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 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.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
VTSAX | 0.55 | 0.00 | 0.03 | 0.13 | 0.41 | 1.26 | 3.14 | |||
VFIAX | 0.52 | 0.02 | 0.04 | 0.15 | 0.30 | 1.24 | 3.13 | |||
VTSMX | 0.55 | 0.00 | 0.03 | 0.13 | 0.41 | 1.26 | 3.16 | |||
VITSX | 0.55 | 0.15 | 0.03 | (2.56) | 0.42 | 1.26 | 3.15 | |||
VSMPX | 0.55 | 0.00 | 0.03 | 0.13 | 0.41 | 1.26 | 3.15 | |||
VSTSX | 0.55 | 0.00 | 0.03 | 0.13 | 0.41 | 1.26 | 3.15 | |||
VFFSX | 0.53 | 0.02 | 0.04 | 0.15 | 0.31 | 1.24 | 3.13 | |||
VINIX | 0.54 | 0.02 | 0.04 | 0.14 | 0.32 | 1.25 | 3.14 | |||
VIIIX | 0.54 | 0.02 | 0.04 | 0.14 | 0.32 | 1.25 | 3.13 |