FUND vs VYM: Correlation
Measured on weekly returns over the past three years, Sprott Focus Trust, Inc. - Closed End Fund (FUND) and Vanguard High Dividend Yield ETF (VYM) carry a correlation of 0.79, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FUND and VYM?
On 3 years of weekly data the FUND/VYM correlation comes out at 0.79, strong. The past 12 months show a weaker link (0.61) than the 3-year average (0.79). The 5-year figure is 0.82, and annualized covariance runs at 172.9 %².
In FUND's tracked universe of 32 assets, VYM sits right near the top at #3. The last year tells two different stories: FUND led by 18.0 percentage points, +39.1% for FUND against +21.1% for VYM.
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.
FUND vs VYM: side by side
| FUND (Sprott Focus Trust, Inc. - Closed End Fund) | VYM (Vanguard High Dividend Yield ETF) | |
|---|---|---|
| 1-year return | +39.1% | +21.1% |
| 5-year return | +83.0% | +76.6% |
| Volatility (ann.) | 17.9% | 12.3% |
| Beta vs S&P 500 | 0.77 | 0.69 |
| Max drawdown (3Y) | -18.2% | -14.5% |
| Market cap | $0.3B | – |
| P/E (trailing) | 5.8 | – |
| Dividend yield | 5.36% | 2.24% |
| Expense ratio | – | 0.04% |
| Assets under management | – | $99.2B |
| Sector / category | US Listed | ETF · Dividend |
VYM, Vanguard's Large Value fund, carries $99.2B under management, 604 holdings, a 0.04% expense ratio, a 2.24% trailing dividend yield.
Year-by-year returns
| Year | FUND | VYM |
|---|---|---|
| 2022 | -1.2% | -0.4% |
| 2023 | +6.9% | +6.6% |
| 2024 | -1.0% | +17.6% |
| 2025 | +27.5% | +15.4% |
| 2026 | +26.8% | +15.9% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FUND and VYM good diversifiers for each other?
Only partially. A correlation of 0.79 means FUND and VYM 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 FUND and VYM?
As of 2026-08-27, the correlation of weekly returns between FUND and VYM is 0.79 over 3 years, 0.61 over 1 year and 0.82 over 5 years.
Is VYM a good diversifier for FUND?
Only partially. A correlation of 0.79 means FUND and VYM share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.79 mean?
A reading of 0.79 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
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Related comparisons
Hubs: FUND correlations · VYM correlations
