BAM vs VTI: Correlation
Measured on weekly returns over the past three years, Brookfield Asset Management Inc Class A Limited Voting (BAM) and Vanguard Total Stock Market ETF (VTI) carry a correlation of 0.71, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BAM and VTI?
Across a 3-year window, the weekly returns of BAM and VTI correlate at 0.71, strong. Recent behaviour matches the longer record: 0.61 over 1 year against 0.71 over 3. Stretching to 5 years gives 0.71, with an annualized covariance of 294.3 %².
Among the 19 assets we track against BAM, VTI ranks #5 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months VTI outperformed by 31.3 percentage points (-10.6% for BAM against +20.7% for VTI). Risk is not evenly split, since BAM carries 1.9 times the volatility of the other side.
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.
BAM vs VTI: side by side
| BAM (Brookfield Asset Management Inc Class A Limited Voting) | VTI (Vanguard Total Stock Market ETF) | |
|---|---|---|
| 1-year return | -10.6% | +20.7% |
| 5-year return | n/a | +74.8% |
| Volatility (ann.) | 28.2% | 14.6% |
| Beta vs S&P 500 | 1.35 | 1.01 |
| Max drawdown (3Y) | -30.4% | -19.3% |
| Market cap | $83.2B | – |
| P/E (trailing) | 29.9 | – |
| Dividend yield | 3.61% | 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 | BAM | VTI |
|---|---|---|
| 2022 | – | -19.5% |
| 2023 | +45.6% | +26.0% |
| 2024 | +39.7% | +23.8% |
| 2025 | -0.2% | +17.1% |
| 2026 | +1.5% | +14.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BAM and VTI good diversifiers for each other?
Somewhat, no more. With 0.71 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between BAM and VTI?
As of 2026-08-27, the correlation of weekly returns between BAM and VTI is 0.71 over 3 years, 0.61 over 1 year and 0.71 over 5 years.
Is VTI a good diversifier for BAM?
Somewhat, no more. With 0.71 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.71 mean?
On the −1 to +1 scale, 0.71 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
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Related comparisons
Hubs: BAM correlations · VTI correlations
