LGI vs VT: Correlation
Measured on weekly returns over the past three years, Lazard Global Total Return and Income Fund (LGI) and Vanguard Total World Stock ETF (VT) carry a correlation of 0.81, a very strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are LGI and VT?
On 3 years of weekly data the LGI/VT correlation comes out at 0.81, very strong, meaning they move nearly in lockstep. The relationship has been stable: the 1-year correlation (0.79) sits close to the 3-year figure. The 5-year figure is 0.84, and annualized covariance runs at 203.7 %².
VT is one of the assets that tracks LGI most closely: it ranks #3 out of the 13 assets we track against LGI. The trailing year gives VT the advantage: +15.3% versus +22.7%, a 7.4-point spread.
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.
LGI vs VT: side by side
| LGI (Lazard Global Total Return and Income Fund) | VT (Vanguard Total World Stock ETF) | |
|---|---|---|
| 1-year return | +15.3% | +22.7% |
| 5-year return | +38.1% | +67.7% |
| Volatility (ann.) | 18.2% | 13.9% |
| Beta vs S&P 500 | 0.97 | 0.92 |
| Max drawdown (3Y) | -22.0% | -16.5% |
| Market cap | – | – |
| P/E (trailing) | 7.2 | – |
| Dividend yield | 9.55% | 1.59% |
| Expense ratio | – | 0.06% |
| Assets under management | – | $97.9B |
| Sector / category | US Listed | ETF · Global |
VT is a Global Large-Stock Blend fund from Vanguard: $97.9B under management, 5308 holdings, a 0.06% expense ratio, a 1.59% trailing dividend yield.
Year-by-year returns
| Year | LGI | VT |
|---|---|---|
| 2022 | -20.6% | -18.0% |
| 2023 | +12.8% | +22.0% |
| 2024 | +14.4% | +16.5% |
| 2025 | +21.3% | +22.4% |
| 2026 | +13.5% | +15.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are LGI and VT good diversifiers for each other?
Not really. At 0.81, the two trade almost as one position, and owning both buys little extra protection.
FAQ
What is the correlation between LGI and VT?
The LGI/VT correlation stands at 0.81 on a 3-year window (1 year: 0.79, 5 years: 0.84), computed from weekly returns as of 2026-08-27.
Is VT a good diversifier for LGI?
Not really. At 0.81, the two trade almost as one position, and owning both buys little extra protection.
What does a correlation of 0.81 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.
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Related comparisons
Hubs: LGI correlations · VT correlations
