NFJ vs VT: Correlation
Virtus Dividend, Interest & Premium Strategy Fund (NFJ) and Vanguard Total World Stock ETF (VT) show a very strong relationship: their 3-year correlation of weekly returns is 0.81.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are NFJ and VT?
Across a 3-year window, the weekly returns of NFJ and VT correlate 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. Stretching to 5 years gives 0.88, with an annualized covariance of 156.0 %².
Within NFJ's tracked universe of 34 assets, VT comes in at #5 by 3-year correlation. Over the last 12 months NFJ came out ahead by 8.3 percentage points (+31.0% against +22.7%).
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.
NFJ vs VT: side by side
| NFJ (Virtus Dividend, Interest & Premium Strategy Fund) | VT (Vanguard Total World Stock ETF) | |
|---|---|---|
| 1-year return | +31.0% | +22.7% |
| 5-year return | +50.8% | +67.7% |
| Volatility (ann.) | 13.8% | 13.9% |
| Beta vs S&P 500 | 0.73 | 0.92 |
| Max drawdown (3Y) | -17.0% | -16.5% |
| Market cap | $1.5B | – |
| P/E (trailing) | 9.8 | – |
| Dividend yield | 7.83% | 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 | NFJ | VT |
|---|---|---|
| 2022 | -23.9% | -18.0% |
| 2023 | +21.3% | +22.0% |
| 2024 | +10.0% | +16.5% |
| 2025 | +12.4% | +22.4% |
| 2026 | +26.1% | +15.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are NFJ and VT good diversifiers for each other?
No. With a correlation of 0.81, NFJ and VT move nearly in lockstep, so holding both adds very little diversification.
FAQ
What is the correlation between NFJ and VT?
As of 2026-08-27, the correlation of weekly returns between NFJ and VT is 0.81 over 3 years, 0.79 over 1 year and 0.88 over 5 years.
Is VT a good diversifier for NFJ?
No. With a correlation of 0.81, NFJ and VT move nearly in lockstep, so holding both adds very little diversification.
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.
Use this data
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Embed this badge (it refreshes with the data), with attribution:
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Related comparisons
Hubs: NFJ correlations · VT correlations
