“No one likes losing money, but if something in your portfolio isn’t giving you heartburn, you’re probably not diversified.” - John Lindner, PCA Consulting
Nevertheless, if the correlation between two assets is negative, it does not mean that if the return of one asset is positive the other will be negative. Many often confuse deviations from mean returns, the core measure in covariance, and absolute performance differences. The correlation is the covariance of two assets scaled by their standard deviations. The covariance is the relationship between the deviations from the mean of each asset. Hence, you can have positive correlation and a wide gap in performance between two assets or you can have a negative correlation with little gap in assets.
Still, if there is dispersion in returns, both good and bad across asset in the portfolio, then the diversification is doing its job. Learn to relax about differences in correlation.