TDG vs VTI: Correlation
TransDigm Group (TDG) and Vanguard Total Stock Market ETF (VTI) show a moderate relationship: their 3-year correlation of weekly returns is 0.51.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are TDG and VTI?
Across a 3-year window, the weekly returns of TDG and VTI correlate at 0.51, moderate. The past 12 months show a weaker link (0.41) than the 3-year average (0.51). Stretching to 5 years gives 0.63, with an annualized covariance of 191.2 %².
Within TDG's tracked universe of 31 assets, VTI comes in at #12 by 3-year correlation. Correlation aside, the last 12 months split them widely, with VTI ahead by 29.8 points (-9.1% versus +20.7%). Across three years, the rolling one-year figure varied moderately, from 0.31 to 0.77. One caveat on sizing: TDG is 1.7 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.
TDG vs VTI: side by side
| TDG (TransDigm Group) | VTI (Vanguard Total Stock Market ETF) | |
|---|---|---|
| 1-year return | -9.1% | +20.7% |
| 5-year return | +136.5% | +74.8% |
| Volatility (ann.) | 25.5% | 14.6% |
| Beta vs S&P 500 | 0.91 | 1.01 |
| Max drawdown (3Y) | -25.3% | -19.3% |
| Market cap | $65.6B | – |
| P/E (trailing) | 36.6 | – |
| Dividend yield | 0.00% | 1.06% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $2,290.0B |
| Sector / category | Industrials | ETF · US Large Cap |
VTI, Vanguard's Large Blend fund, carries $2,290.0B under management, 3140 holdings, a 0.03% expense ratio, a 1.06% trailing dividend yield.
Year-by-year returns
| Year | TDG | VTI |
|---|---|---|
| 2022 | +1.8% | -19.5% |
| 2023 | +66.6% | +26.0% |
| 2024 | +32.3% | +23.8% |
| 2025 | +12.2% | +17.1% |
| 2026 | -10.8% | +14.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
TDG represents 0.1% of VTI's portfolio, so part of any move in VTI is TDG itself, and the correlation between them is partly mechanical.
Are TDG and VTI good diversifiers for each other?
To a limited degree. At 0.51 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between TDG and VTI?
The TDG/VTI correlation stands at 0.51 on a 3-year window (1 year: 0.41, 5 years: 0.63), computed from weekly returns as of 2026-08-27.
Is VTI a good diversifier for TDG?
To a limited degree. At 0.51 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.51 mean?
A reading of 0.51 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/tdg-vs-vti.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/tdg-vs-vti/)
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Related comparisons
Hubs: TDG correlations · VTI correlations
