Asset Class Correlations

Correlations Between Annual Returns of Major Asset Classes (2000 – 2021)


Source: YCharts, Melotte Financial Advisors, LLC

U.S. Large Caps Stocks = S&P 500 Total Return, U.S. Small Cap Stocks = Russell 2000 Total Return, Foreign Developed Market Stocks = MSCI EAFE Total Return, Foreign Emerging Market Stocks = MSCI Emerging Market Total Return, Global Bonds = Bloomberg Global Aggregate, U.S. Corporate Bonds = Bloomberg U.S. Corporate, U.S. Intermediate Treasury Bonds = Bloomberg US Treasury, High Yield Bonds = Bloomberg US Corp High Yield, Broad Commodities = Bloomberg Commodity Index, U.S. Dollar = ICE US Dollar Index.

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