TROW vs VT: Correlation
How closely do T. Rowe Price (TROW) and Vanguard Total World Stock ETF (VT) trade together? Their weekly returns over three years give a correlation of 0.67, which is strong.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are TROW and VT?
Over the past 3 years, TROW and VT moved with a correlation of 0.67, which is strong. The past 12 months show a weaker link (0.39) than the 3-year average (0.67). Over 5 years the correlation is 0.74, and the annualized covariance of weekly returns is 217.3 %².
Among the 46 assets we track against TROW, VT ranks #14 by 3-year correlation. Over the last 12 months VT came out ahead by 14.6 percentage points (+8.1% against +22.7%). On a rolling one-year basis the correlation drifted between 0.40 and 0.84, a moderate band. Risk is not evenly split, since TROW carries 1.7 times the volatility of the other side.
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.
TROW vs VT: side by side
| TROW (T. Rowe Price) | VT (Vanguard Total World Stock ETF) | |
|---|---|---|
| 1-year return | +8.1% | +22.7% |
| 5-year return | -37.0% | +67.7% |
| Volatility (ann.) | 23.5% | 13.9% |
| Beta vs S&P 500 | 1.10 | 0.92 |
| Max drawdown (3Y) | -34.0% | -16.5% |
| Market cap | $24.0B | – |
| P/E (trailing) | 11.3 | – |
| Dividend yield | 4.57% | 1.59% |
| Expense ratio | – | 0.06% |
| Assets under management | – | $97.9B |
| Sector / category | Financials | 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 | TROW | VT |
|---|---|---|
| 2022 | -42.2% | -18.0% |
| 2023 | +3.4% | +22.0% |
| 2024 | +9.7% | +16.5% |
| 2025 | -4.7% | +22.4% |
| 2026 | +12.7% | +15.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are TROW and VT good diversifiers for each other?
Only partially. A correlation of 0.67 means TROW and VT 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 TROW and VT?
As of 2026-08-27, the correlation of weekly returns between TROW and VT is 0.67 over 3 years, 0.39 over 1 year and 0.74 over 5 years.
Is VT a good diversifier for TROW?
Only partially. A correlation of 0.67 means TROW and VT share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.67 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
$ curl https://www.pairbook.io/api/v1/pairs/trow-vs-vt.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/trow-vs-vt/)
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Related comparisons
Hubs: TROW correlations · VT correlations
