Heterogeneous phenotypic correlations may be suggestive of underlying changes in genetic covariance among life-history, morphology, and behavioural traits, and their detection is therefore relevant to many biological studies. Two new statistical tests are proposed and their performances compared with existing methods. Of all tests considered, the existing approximate test of homogeneity of product-moment correlations provides the greatest power to detect heterogeneous correlations, when based on Hotelling's z*-transformation. The use of this transformation and test is recommended under conditions of bivariate normality. A new distribution-free randomisation test of homogeneity of Spearman's rank correlations is described and recommended for use when the bivariate samples are taken from populations with non-normal or unknown distributions. An alternative randomisation test of homogeneity of product-moment correlations is shown to be a useful compromise between the approximate tests and the randomisation tests on Spearman's rank correlations: it is not as sensitive to departures from normality as the approximate tests, but has greater power than the rank correlation test. An example is provided that shows how choice of test will have a considerable influence on the conclusions of a particular study.