MET vs VYM: Correlation
Measured on weekly returns over the past three years, MetLife (MET) and Vanguard High Dividend Yield ETF (VYM) carry a correlation of 0.70, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are MET and VYM?
Over the past 3 years, MET and VYM moved with a correlation of 0.70, which is strong. Lately the two have drifted apart, with the 1-year correlation at 0.39 versus 0.70 over 3 years. Over 5 years the correlation is 0.74, and the annualized covariance of weekly returns is 201.4 %².
Within MET's tracked universe of 37 assets, VYM comes in at #7 by 3-year correlation. Twelve-month performance is nearly a tie, at +22.1% for MET and +21.1% for VYM. The rolling one-year correlation moved between 0.40 and 0.85 over the past three years, a moderate range. One caveat on sizing: MET is 1.9 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.
MET vs VYM: side by side
| MET (MetLife) | VYM (Vanguard High Dividend Yield ETF) | |
|---|---|---|
| 1-year return | +22.1% | +21.1% |
| 5-year return | +80.8% | +76.6% |
| Volatility (ann.) | 23.3% | 12.3% |
| Beta vs S&P 500 | 0.89 | 0.69 |
| Max drawdown (3Y) | -22.0% | -14.5% |
| Market cap | $61.2B | – |
| P/E (trailing) | 18.5 | – |
| Dividend yield | 2.38% | 2.24% |
| Expense ratio | – | 0.04% |
| Assets under management | – | $99.2B |
| Sector / category | Financials | 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 | MET | VYM |
|---|---|---|
| 2022 | +19.2% | -0.4% |
| 2023 | -5.5% | +6.6% |
| 2024 | +27.7% | +17.6% |
| 2025 | -0.8% | +15.4% |
| 2026 | +24.5% | +15.9% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
MET represents 0.21% of VYM's portfolio, so part of any move in VYM is MET itself, and the correlation between them is partly mechanical.
Are MET and VYM good diversifiers for each other?
Only partially. A correlation of 0.70 means MET 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 MET and VYM?
The MET/VYM correlation stands at 0.70 on a 3-year window (1 year: 0.39, 5 years: 0.74), computed from weekly returns as of 2026-08-27.
Is VYM a good diversifier for MET?
Only partially. A correlation of 0.70 means MET 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 0.70 mean?
A reading of 0.70 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: MET correlations · VYM correlations
