EFX vs VNQ: Correlation
Measured on weekly returns over the past three years, Equifax (EFX) and Vanguard Real Estate ETF (VNQ) carry a correlation of 0.58, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EFX and VNQ?
On 3 years of weekly data the EFX/VNQ correlation comes out at 0.58, moderate. The past 12 months show a weaker link (0.45) than the 3-year average (0.58). The 5-year figure is 0.64, and annualized covariance runs at 321.2 %².
Among the 53 assets we track against EFX, VNQ ranks #12 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months VNQ outperformed by 32.1 percentage points (-21.8% for EFX against +10.3% for VNQ). On a rolling one-year basis the correlation drifted between 0.39 and 0.79, a moderate band. Risk is not evenly split, since EFX carries 2.0 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.
EFX vs VNQ: side by side
| EFX (Equifax) | VNQ (Vanguard Real Estate ETF) | |
|---|---|---|
| 1-year return | -21.8% | +10.3% |
| 5-year return | -26.0% | +9.5% |
| Volatility (ann.) | 33.3% | 16.6% |
| Beta vs S&P 500 | 1.25 | 0.59 |
| Max drawdown (3Y) | -49.7% | -17.5% |
| Market cap | $22.4B | – |
| P/E (trailing) | 33.5 | – |
| Dividend yield | 1.11% | 3.51% |
| Expense ratio | – | 0.13% |
| Assets under management | – | $73.1B |
| Sector / category | Industrials | ETF · Real Estate |
VNQ is a Real Estate fund from Vanguard: $73.1B under management, 140 holdings, a 0.13% expense ratio, a 3.51% trailing dividend yield.
Year-by-year returns
| Year | EFX | VNQ |
|---|---|---|
| 2022 | -33.1% | -26.3% |
| 2023 | +28.2% | +11.9% |
| 2024 | +3.7% | +4.8% |
| 2025 | -14.2% | +3.2% |
| 2026 | -11.7% | +12.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EFX and VNQ good diversifiers for each other?
Only partially. A correlation of 0.58 means EFX and VNQ share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between EFX and VNQ?
As of 2026-08-27, the correlation of weekly returns between EFX and VNQ is 0.58 over 3 years, 0.45 over 1 year and 0.64 over 5 years.
Is VNQ a good diversifier for EFX?
Only partially. A correlation of 0.58 means EFX and VNQ share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.58 mean?
On the −1 to +1 scale, 0.58 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.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/efx-vs-vnq.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/efx-vs-vnq/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: EFX correlations · VNQ correlations
