J vs VIG: Correlation
Jacobs Solutions (J) and Vanguard Dividend Appreciation ETF (VIG) show a moderate relationship: their 3-year correlation of weekly returns is 0.49.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are J and VIG?
Across a 3-year window, the weekly returns of J and VIG correlate at 0.49, moderate. Recent behaviour matches the longer record: 0.48 over 1 year against 0.49 over 3. Stretching to 5 years gives 0.59, with an annualized covariance of 149.2 %².
Within J's tracked universe of 34 assets, VIG comes in at #9 by 3-year correlation. Over the last 12 months VIG came out ahead by 14.5 percentage points (+2.6% against +17.1%). Do not treat this figure as fixed: across three years the rolling one-year correlation ranged all the way from 0.19 to 0.78. Note the risk asymmetry: J runs 2.2 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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.
J vs VIG: side by side
| J (Jacobs Solutions) | VIG (Vanguard Dividend Appreciation ETF) | |
|---|---|---|
| 1-year return | +2.6% | +17.1% |
| 5-year return | +40.5% | +64.0% |
| Volatility (ann.) | 25.7% | 11.9% |
| Beta vs S&P 500 | 0.77 | 0.74 |
| Max drawdown (3Y) | -34.4% | -15.0% |
| Market cap | $17.6B | – |
| P/E (trailing) | 49.9 | – |
| Dividend yield | 0.90% | 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 | J | VIG |
|---|---|---|
| 2022 | -13.1% | -9.8% |
| 2023 | +9.0% | +14.5% |
| 2024 | +24.2% | +17.0% |
| 2025 | +1.1% | +14.2% |
| 2026 | +14.6% | +11.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are J and VIG good diversifiers for each other?
Reasonably. At 0.49, J and VIG keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between J and VIG?
As of 2026-08-27, the correlation of weekly returns between J and VIG is 0.49 over 3 years, 0.48 over 1 year and 0.59 over 5 years.
Is VIG a good diversifier for J?
Reasonably. At 0.49, J and VIG keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.49 mean?
A reading of 0.49 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: J correlations · VIG correlations
