Poly(ethylene glycol) (PEG) is a hydrophilic nonionic polymer used in many biochemical and pharmaceutical applications. We report the four diffusion coefficients for the PEG-KCl-water ternary system at 25 C using precision Rayleigh interferometry. Here, the molecular weight of PEG is 20 kg mol(-1), which is comparable to that of proteins. The four diffusion coefficients are examined and used to determine thermodynamic preferential interaction coefficients. We find that the PEG preferential hydration in the presence of KCl is 1 order of magnitude larger than that previously obtained under the same conditions for lysozyme, a protein of similar molecular weight. In correspondence, the coupled diffusion in the PEG case was greater than that observed in the lysozyme case. We attribute this difference to the greater exposure of polymer coils to the surrounding fluid compared to that of globular compact proteins. Moreover, we observe that the PEG preferential hydration significantly decreases as salt concentration increases and attribute this behavior to the polymer collapse. Finally, we have also employed the equilibrium isopiestic method to validate the accuracy of the preferential interaction coefficients extracted from the diffusion coefficients. This experimental comparison represents an important contribution to the relation between diffusion and equilibrium thermodynamics.