Vanguard Windsor Correlations

VWNDX Fund

USD 24.86 0.08 0.32%

The current 90-days correlation between Vanguard Windsor and Vanguard Explorer Fund is 0.05 (i.e., Significant diversification). The correlation of Vanguard Windsor 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 Windsor Correlation With Market

Very poor diversification

The correlation between Vanguard Windsor Fund and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Windsor Fund 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 Windsor Fund. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with VANGUARD Mutual Fund

0.65	VMNVX	Vanguard Global Minimum	Pair Corr
0.99	VMVAX	Vanguard Mid Cap	Pair Corr
0.64	VPMCX	Vanguard Primecap	Pair Corr
0.75	VQNPX	Vanguard Growth And	Pair Corr
0.65	VAGVX	Vanguard Advice Select	Pair Corr
0.86	VSEMX	Vanguard Extended Market	Pair Corr
0.8	VSEQX	Vanguard Strategic Equity	Pair Corr
0.67	VASGX	Vanguard Lifestrategy	Pair Corr
0.86	VSGAX	Vanguard Small Cap	Pair Corr
0.98	VSGIX	Vanguard Small Cap	Pair Corr
0.99	VSIIX	Vanguard Small Cap	Pair Corr
0.99	VSMAX	Vanguard Small Cap	Pair Corr
0.81	VSMVX	Vanguard Sp Small	Pair Corr
0.82	VSMSX	Vanguard Sp Small	Pair Corr

Moving against VANGUARD Mutual Fund

0.5	VMNIX	Vanguard Market Neutral	Pair Corr
0.35	VMNFX	Vanguard Market Neutral	Pair Corr
0.56	VAIPX	Vanguard Inflation-protec	Pair Corr
0.33	VPKIX	Vanguard Pacific Stock	Pair Corr
0.72	VSIGX	Vanguard Intermediate	Pair Corr
0.63	VSGDX	Vanguard Short Term	Pair Corr
0.58	VSGBX	Vanguard Short Term	Pair Corr
0.57	VSBIX	Vanguard Short Term	Pair Corr
0.57	VSBSX	Vanguard Short Term	Pair Corr
0.46	VSCSX	Vanguard Short Term	Pair Corr

Related Correlations Analysis

	VEXPX	VPMCX	VWELX	VWNFX	VWIGX
VEXPX		0.75	0.83	0.82	0.24	VEXPX
VPMCX	0.75		0.73	0.73	0.65	VPMCX
VWELX	0.83	0.73		0.98	0.44	VWELX
VWNFX	0.82	0.73	0.98		0.43	VWNFX
VWIGX	0.24	0.65	0.44	0.43		VWIGX
	VEXPX	VPMCX	VWELX	VWNFX	VWIGX

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Risk-Adjusted Indicators

There is a big difference between VANGUARD Mutual Fund performing well and Vanguard Windsor 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 Windsor'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	0.70	0.16	0.06	2.05	0.63	(0.77)	1.61	(1.30)	5.78
VPMCX	0.61	0.04	(0.07)	1.16	0.85	(0.57)	1.10	(1.57)	3.79
VWELX	0.36	0.02	(0.07)	0.16	0.36	(0.40)	0.74	(0.81)	2.48
VWNFX	0.46	(0.01)	(0.06)	0.10	0.46	(0.49)	0.97	(0.92)	3.49
VWIGX	0.66	0.01	(0.05)	0.13	0.95	(0.64)	1.60	(1.31)	5.58

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