South Korean Yang birdied her last two holes for a six-under 66 to win the season-ending CME Group Tour Championship by three shots at 27-under 261 and claim the $US2 million ($A3.07m) prize, matching the largest in women's golf.

Sunday's victory at Tiburon GC in Naples, Florida, was her fifth on the LPGA Tour, the previous four coming in Asia.

"I was so nervous down the stretch," Yang said after breaking Jin Young Ko's 2021 tournament record by four shots.

"But I try to tell myself: 'I can do this. I can do this.' I'm so happy I made it."

The 34-year-old Yang holed out for eagle on the 13th fairway to overcome an early three-shot deficit, and then she let Japan's Nasa Hataoka make the mistakes at crucial moments down the stretch.

All 60 players who qualified for the season finale only had to win to become the Race to CME Globe champion.

Hataoka shot a 69 and American Alison Lee had a 66 as they tied for second.

American Lilia Vu, a two-time major champion this year and World No.1, closed with a 65 to finish alone in fourth, three shots further back and picked up a valuable prize of her own. She won the points-based LPGA player of the year for the first time

Leading Australian Minjee Lee could make no inroads on the final day, shooting a 70 to tie for eighth, nine shots behind Yang, while Hannah Green (70) was a further six shots back in a tie for 23rd with Grace Kim tied 47th after a 76, Sarah Kemp (72, T50th) and Steph Kyriacou (76, T57th).

Yang trailed by three shots through six holes of the final round when she charged back into the mix with three birdies over a four-hole stretch.