For languages such as English, several constituent-to-dependency conversion schemes are pro-posed to construct corpora for dependency parsing. It is hard to determine which scheme is better because they reflect different views of dependency analysis. We usually obtain dependen-cy parsers of different schemes by training with the specific corpus separately. It neglects the correlations between these schemes, which can potentially benefit the parsers. In this paper, we study how these correlations influence final dependency parsing performances, by proposing a joint model which can make full use of the correlations between heterogeneous dependencies, and finally we can answer the following question: parsing heterogeneous dependencies jointly or separately, which is better? We conduct experiments with two different schemes on the Penn Treebank and the Chinese Penn Treebank respectively, arriving at the same conclusion that joint-ly parsing heterogeneous dependencies can give improved performances for both schemes over the individual models.