VYM vs YHGJ: Correlation
Measured on weekly returns over the past three years, Vanguard High Dividend Yield ETF (VYM) and Yunhong Green CTI Ltd. (YHGJ) carry a correlation of -0.15, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are VYM and YHGJ?
Across a 3-year window, the weekly returns of VYM and YHGJ correlate at -0.15, negative, meaning they tend to move in opposite directions. The relationship has been stable: the 1-year correlation (-0.22) sits close to the 3-year figure. Stretching to 5 years gives -0.06, with an annualized covariance of -168.0 %².
By 3-year correlation, YHGJ places #117 of the 122 assets tracked against VYM. The last year tells two different stories: VYM led by 66.0 percentage points, +21.1% for VYM against -44.9% for YHGJ. One caveat on sizing: YHGJ is 7.4 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.
VYM vs YHGJ: side by side
| VYM (Vanguard High Dividend Yield ETF) | YHGJ (Yunhong Green CTI Ltd.) | |
|---|---|---|
| 1-year return | +21.1% | -44.9% |
| 5-year return | +76.6% | -85.6% |
| Volatility (ann.) | 12.3% | 90.5% |
| Beta vs S&P 500 | 0.69 | -0.69 |
| Max drawdown (3Y) | -14.5% | -91.7% |
| Market cap | – | – |
| P/E (trailing) | – | – |
| Dividend yield | 2.24% | 0.00% |
| Expense ratio | 0.04% | – |
| Assets under management | $99.2B | – |
| Sector / category | ETF · Dividend | US Listed |
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 | VYM | YHGJ |
|---|---|---|
| 2022 | -0.4% | -12.6% |
| 2023 | +6.6% | +105.8% |
| 2024 | +17.6% | -74.3% |
| 2025 | +15.4% | -34.0% |
| 2026 | +15.9% | -19.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are VYM and YHGJ good diversifiers for each other?
By historical standards, yes. A correlation of -0.15 means the two rarely move for the same reasons.
FAQ
What is the correlation between VYM and YHGJ?
As of 2026-08-27, the correlation of weekly returns between VYM and YHGJ is -0.15 over 3 years, -0.22 over 1 year and -0.06 over 5 years.
Is YHGJ a good diversifier for VYM?
By historical standards, yes. A correlation of -0.15 means the two rarely move for the same reasons.
What does a correlation of -0.15 mean?
A reading of -0.15 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/vym-vs-yhgj.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/vym-vs-yhgj/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: VYM correlations · YHGJ correlations
