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Vanguard FTSE Pacific ETF (VPL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9220428661

CUSIP

922042866

Issuer

Vanguard

Inception Date

Mar 4, 2005

Region

Developed Asia Pacific (Broad)

Leveraged

1x

Index Tracked

FTSE Developed Asia Pacific Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VPL has an expense ratio of 0.08%, which is considered low compared to other funds.


Expense ratio chart for VPL: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VPL vs. VEU VPL vs. VWO VPL vs. SCZ VPL vs. EFV VPL vs. VEUSX VPL vs. EMB VPL vs. VEA VPL vs. IPAC VPL vs. VXUS VPL vs. VOO
Popular comparisons:
VPL vs. VEU VPL vs. VWO VPL vs. SCZ VPL vs. EFV VPL vs. VEUSX VPL vs. EMB VPL vs. VEA VPL vs. IPAC VPL vs. VXUS VPL vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard FTSE Pacific ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
2.31%
14.45%
VPL (Vanguard FTSE Pacific ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE Pacific ETF had a return of 6.50% year-to-date (YTD) and 11.45% in the last 12 months. Over the past 10 years, Vanguard FTSE Pacific ETF had an annualized return of 5.37%, while the S&P 500 had an annualized return of 11.32%, indicating that Vanguard FTSE Pacific ETF did not perform as well as the benchmark.


VPL

YTD

6.50%

1M

2.16%

6M

2.31%

1Y

11.45%

5Y (annualized)

4.70%

10Y (annualized)

5.37%

^GSPC (Benchmark)

YTD

26.78%

1M

5.56%

6M

14.46%

1Y

31.61%

5Y (annualized)

14.25%

10Y (annualized)

11.32%

Monthly Returns

The table below presents the monthly returns of VPL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.90%3.68%3.12%-4.76%2.55%0.17%3.28%1.58%1.39%-5.45%1.71%6.50%
20238.25%-5.58%3.35%0.62%-1.16%4.13%3.63%-4.07%-3.12%-3.05%7.02%5.75%15.60%
2022-4.88%-0.03%-0.10%-6.91%1.18%-8.18%5.34%-4.05%-10.26%2.52%13.16%-1.89%-15.20%
2021-0.41%1.83%1.37%0.39%1.60%-0.58%-1.00%0.77%-0.89%-0.25%-4.53%2.99%1.10%
2020-3.59%-7.42%-11.16%6.31%6.05%2.72%0.53%6.19%0.60%-1.10%11.98%6.81%16.65%
20197.37%0.86%0.50%1.23%-4.99%5.18%-1.44%-2.56%4.49%3.24%1.11%2.46%18.16%
20184.75%-4.01%-0.32%0.34%-1.11%-2.61%0.80%-0.95%2.11%-9.90%2.42%-6.07%-14.40%
20174.92%2.15%1.79%0.76%2.21%1.72%2.75%0.16%1.14%4.33%2.23%1.55%28.85%
2016-5.96%-3.51%7.72%0.47%1.06%0.13%5.76%0.19%2.96%-0.92%-1.37%-0.57%5.34%
20151.18%6.07%0.59%3.46%-0.58%-2.47%-0.54%-7.68%-3.85%7.56%0.03%-0.81%2.04%
2014-6.82%4.03%-0.37%-0.07%3.22%2.91%0.92%-0.45%-4.67%3.07%-3.78%-2.24%-4.81%
20133.11%2.02%3.57%5.43%-7.70%-0.39%1.86%-1.48%8.76%1.60%0.03%0.62%17.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VPL is 26, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VPL is 2626
Overall Rank
The Sharpe Ratio Rank of VPL is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VPL is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VPL is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VPL is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VPL is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VPL, currently valued at 0.83, compared to the broader market0.002.004.000.832.64
The chart of Sortino ratio for VPL, currently valued at 1.23, compared to the broader market-2.000.002.004.006.008.0010.001.233.52
The chart of Omega ratio for VPL, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.49
The chart of Calmar ratio for VPL, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.873.82
The chart of Martin ratio for VPL, currently valued at 3.61, compared to the broader market0.0020.0040.0060.0080.00100.003.6116.94
VPL
^GSPC

The current Vanguard FTSE Pacific ETF Sharpe ratio is 0.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE Pacific ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.83
2.64
VPL (Vanguard FTSE Pacific ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE Pacific ETF provided a 3.04% dividend yield over the last twelve months, with an annual payout of $2.30 per share.


1.80%2.00%2.20%2.40%2.60%2.80%3.00%3.20%$0.00$0.50$1.00$1.50$2.00$2.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.30$2.25$1.77$2.49$1.44$1.98$1.86$1.87$1.54$1.38$1.53$1.53

Dividend yield

3.04%3.12%2.75%3.19%1.81%2.85%3.06%2.57%2.65%2.43%2.69%2.49%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard FTSE Pacific ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.29$0.00$0.00$0.20$0.00$0.00$0.51$0.00$0.00$0.00$1.00
2023$0.00$0.00$0.15$0.00$0.00$0.52$0.00$0.00$0.28$0.00$0.00$1.30$2.25
2022$0.00$0.00$0.05$0.00$0.00$0.55$0.00$0.00$0.15$0.00$0.00$1.03$1.77
2021$0.00$0.00$0.16$0.00$0.00$0.50$0.00$0.00$0.36$0.00$0.00$1.47$2.49
2020$0.00$0.00$0.01$0.00$0.00$0.23$0.00$0.00$0.31$0.00$0.00$0.88$1.44
2019$0.00$0.00$0.13$0.00$0.00$0.52$0.00$0.00$0.26$0.00$0.00$1.07$1.98
2018$0.00$0.00$0.11$0.00$0.00$0.52$0.00$0.00$0.25$0.00$0.00$0.97$1.86
2017$0.00$0.00$0.13$0.00$0.00$0.49$0.00$0.00$0.29$0.00$0.00$0.96$1.87
2016$0.00$0.00$0.12$0.00$0.00$0.46$0.00$0.00$0.21$0.00$0.00$0.75$1.54
2015$0.00$0.00$0.11$0.00$0.00$0.45$0.00$0.00$0.19$0.00$0.00$0.62$1.38
2014$0.00$0.00$0.12$0.00$0.00$0.47$0.00$0.00$0.31$0.00$0.00$0.63$1.53
2013$0.13$0.00$0.00$0.41$0.00$0.00$0.20$0.00$0.00$0.79$1.53

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.84%
0
VPL (Vanguard FTSE Pacific ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Pacific ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard FTSE Pacific ETF was 55.49%, occurring on Mar 9, 2009. Recovery took 1162 trading sessions.

The current Vanguard FTSE Pacific ETF drawdown is 4.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.49%Nov 1, 2007339Mar 9, 20091162Oct 17, 20131501
-33.89%Jan 29, 2018541Mar 23, 2020161Nov 9, 2020702
-31.1%Sep 16, 2021273Oct 14, 2022487Sep 24, 2024760
-23.23%Apr 29, 2015200Feb 11, 2016258Feb 21, 2017458
-19.85%May 10, 200624Jun 13, 2006169Feb 14, 2007193

Volatility

Volatility Chart

The current Vanguard FTSE Pacific ETF volatility is 4.03%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.03%
3.39%
VPL (Vanguard FTSE Pacific ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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