Vanguard International Related Correlations
VWIGX Fund | USD 32.91 0.07 0.21% |
Correlations
0.83 | 0.84 | 0.9 | 0.93 | VEXPX | ||
0.83 | 0.69 | 0.96 | 0.95 | VWNFX | ||
0.84 | 0.69 | 0.79 | 0.8 | VWUSX | ||
0.9 | 0.96 | 0.79 | 0.98 | VWELX | ||
0.93 | 0.95 | 0.8 | 0.98 | VPMCX | ||
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Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard International 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 International'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VEXPX | 0.80 | (0.08) | (0.04) | 0.02 | 1.03 | 1.49 | 4.13 | |||
VWNFX | 0.50 | 0.00 | (0.01) | 0.07 | 0.62 | 0.96 | 2.56 | |||
VWUSX | 0.93 | 0.04 | (0.03) | 0.42 | 1.01 | 1.91 | 6.20 | |||
VWELX | 0.41 | (0.03) | (0.10) | 0.04 | 0.45 | 0.81 | 2.28 | |||
VPMCX | 0.59 | (0.03) | (0.03) | 0.05 | 0.72 | 1.11 | 3.72 |