ADX vs VTI: Correlation
Adams Diversified Equity Fund Inc. (ADX) and Vanguard Total Stock Market ETF (VTI) show a very strong relationship: their 3-year correlation of weekly returns is 0.88.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ADX and VTI?
On 3 years of weekly data the ADX/VTI correlation comes out at 0.88, very strong, meaning they move nearly in lockstep. Lately the two have drifted apart, with the 1-year correlation at 0.70 versus 0.88 over 3 years. The 5-year figure is 0.89, and annualized covariance runs at 200.5 %².
Within ADX's tracked universe of 12 assets, VTI comes in at #5 by 3-year correlation. On 12-month performance ADX holds a 8.8-point edge, +29.5% against +20.7%.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
ADX vs VTI: side by side
| ADX (Adams Diversified Equity Fund Inc.) | VTI (Vanguard Total Stock Market ETF) | |
|---|---|---|
| 1-year return | +29.5% | +20.7% |
| 5-year return | +88.9% | +74.8% |
| Volatility (ann.) | 15.7% | 14.6% |
| Beta vs S&P 500 | 0.96 | 1.01 |
| Max drawdown (3Y) | -18.3% | -19.3% |
| Market cap | $3.3B | – |
| P/E (trailing) | 5.3 | – |
| Dividend yield | 7.26% | 1.06% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $2,290.0B |
| Sector / category | US Listed | ETF · US Large Cap |
VTI, Vanguard's Large Blend fund, carries $2,290.0B under management, 3140 holdings, a 0.03% expense ratio, a 1.06% trailing dividend yield.
Year-by-year returns
| Year | ADX | VTI |
|---|---|---|
| 2022 | -19.8% | -19.5% |
| 2023 | +31.5% | +26.0% |
| 2024 | +28.3% | +23.8% |
| 2025 | +26.0% | +17.1% |
| 2026 | +18.5% | +14.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ADX and VTI good diversifiers for each other?
No: a correlation of 0.88 means ADX and VTI tend to fall together, which is precisely when diversification is supposed to help.
FAQ
What is the correlation between ADX and VTI?
Using weekly returns as of 2026-08-27: 0.88 over 3 years, with 0.70 over the last year and 0.89 over 5 years.
Is VTI a good diversifier for ADX?
No: a correlation of 0.88 means ADX and VTI tend to fall together, which is precisely when diversification is supposed to help.
What does a correlation of 0.88 mean?
A reading of 0.88 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/adx-vs-vti.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/adx-vs-vti/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: ADX correlations · VTI correlations
