EFX vs VIG: Correlation
How closely do Equifax (EFX) and Vanguard Dividend Appreciation ETF (VIG) trade together? Their weekly returns over three years give a correlation of 0.60, which is strong.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EFX and VIG?
Across a 3-year window, the weekly returns of EFX and VIG correlate at 0.60, strong. Lately the two have drifted apart, with the 1-year correlation at 0.35 versus 0.60 over 3 years. Stretching to 5 years gives 0.65, with an annualized covariance of 239.1 %².
Within EFX's tracked universe of 53 assets, VIG comes in at #6 by 3-year correlation. The last year tells two different stories: VIG led by 38.9 percentage points, -21.8% for EFX against +17.1% for VIG. The rolling one-year correlation moved between 0.35 and 0.77 over the past three years, a moderate range. One caveat on sizing: EFX is 2.8 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
EFX vs VIG: side by side
| EFX (Equifax) | VIG (Vanguard Dividend Appreciation ETF) | |
|---|---|---|
| 1-year return | -21.8% | +17.1% |
| 5-year return | -26.0% | +64.0% |
| Volatility (ann.) | 33.3% | 11.9% |
| Beta vs S&P 500 | 1.25 | 0.74 |
| Max drawdown (3Y) | -49.7% | -15.0% |
| Market cap | $22.4B | – |
| P/E (trailing) | 33.5 | – |
| Dividend yield | 1.11% | 1.50% |
| Expense ratio | – | 0.04% |
| Assets under management | – | $130.9B |
| Sector / category | Industrials | ETF · Dividend |
VIG, Vanguard's Large Blend fund, carries $130.9B under management, 333 holdings, a 0.04% expense ratio, a 1.50% trailing dividend yield.
Year-by-year returns
| Year | EFX | VIG |
|---|---|---|
| 2022 | -33.1% | -9.8% |
| 2023 | +28.2% | +14.5% |
| 2024 | +3.7% | +17.0% |
| 2025 | -14.2% | +14.2% |
| 2026 | -11.7% | +11.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EFX and VIG good diversifiers for each other?
Somewhat, no more. With 0.60 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between EFX and VIG?
Using weekly returns as of 2026-08-27: 0.60 over 3 years, with 0.35 over the last year and 0.65 over 5 years.
Is VIG a good diversifier for EFX?
Somewhat, no more. With 0.60 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.60 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/efx-vs-vig.json
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Related comparisons
Hubs: EFX correlations · VIG correlations
