VIG vs YHGJ: Correlation
Measured on weekly returns over the past three years, Vanguard Dividend Appreciation ETF (VIG) and Yunhong Green CTI Ltd. (YHGJ) carry a correlation of -0.16, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are VIG and YHGJ?
Over the past 3 years, VIG and YHGJ moved with a correlation of -0.16, which is negative, meaning they tend to move in opposite directions. The relationship has been stable: the 1-year correlation (-0.12) sits close to the 3-year figure. Over 5 years the correlation is -0.04, and the annualized covariance of weekly returns is -169.6 %².
Among the 106 assets we track against VIG, YHGJ ranks #100 by 3-year correlation. Correlation aside, the last 12 months split them widely, with VIG ahead by 62.0 points (+17.1% versus -44.9%). One caveat on sizing: YHGJ is 7.6 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.
VIG vs YHGJ: side by side
| VIG (Vanguard Dividend Appreciation ETF) | YHGJ (Yunhong Green CTI Ltd.) | |
|---|---|---|
| 1-year return | +17.1% | -44.9% |
| 5-year return | +64.0% | -85.6% |
| Volatility (ann.) | 11.9% | 90.5% |
| Beta vs S&P 500 | 0.74 | -0.69 |
| Max drawdown (3Y) | -15.0% | -91.7% |
| Market cap | – | – |
| P/E (trailing) | – | – |
| Dividend yield | 1.50% | 0.00% |
| Expense ratio | 0.04% | – |
| Assets under management | $130.9B | – |
| Sector / category | ETF · Dividend | US Listed |
VIG is a Large Blend fund from Vanguard: $130.9B under management, 333 holdings, a 0.04% expense ratio, a 1.50% trailing dividend yield.
Year-by-year returns
| Year | VIG | YHGJ |
|---|---|---|
| 2022 | -9.8% | -12.6% |
| 2023 | +14.5% | +105.8% |
| 2024 | +17.0% | -74.3% |
| 2025 | +14.2% | -34.0% |
| 2026 | +11.6% | -19.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are VIG and YHGJ good diversifiers for each other?
Yes. With a correlation of -0.16, VIG and YHGJ have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between VIG and YHGJ?
The VIG/YHGJ correlation stands at -0.16 on a 3-year window (1 year: -0.12, 5 years: -0.04), computed from weekly returns as of 2026-08-27.
Is YHGJ a good diversifier for VIG?
Yes. With a correlation of -0.16, VIG and YHGJ have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.16 mean?
On the −1 to +1 scale, -0.16 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/vig-vs-yhgj.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/vig-vs-yhgj/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: VIG correlations · YHGJ correlations
