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

ETF Info

ISINUS9220428661
CUSIP922042866
IssuerVanguard
Inception DateMar 4, 2005
RegionDeveloped Asia Pacific (Broad)
CategoryAsia Pacific Equities
Index TrackedFTSE Developed Asia Pacific Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Vanguard FTSE Pacific ETF has an expense ratio of 0.08% which is considered to be low.


0.50%1.00%1.50%2.00%0.08%

Share Price Chart


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Compare to other instruments

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Vanguard FTSE Pacific ETF

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

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%20.00%NovemberDecember2024FebruaryMarchApril
12.41%
17.08%
VPL (Vanguard FTSE Pacific ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard FTSE Pacific ETF had a return of 0.40% year-to-date (YTD) and 8.81% in the last 12 months. Over the past 10 years, Vanguard FTSE Pacific ETF had an annualized return of 4.78%, while the S&P 500 had an annualized return of 10.50%, indicating that Vanguard FTSE Pacific ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.40%5.90%
1 month-3.34%-1.28%
6 months10.75%15.51%
1 year8.81%21.68%
5 years (annualized)4.42%11.74%
10 years (annualized)4.78%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.90%3.68%3.12%
2023-3.12%-3.05%7.02%5.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VPL is 46, suggesting that the investment has average results relative to the market 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 4646
Vanguard FTSE Pacific ETF(VPL)
The Sharpe Ratio Rank of VPL is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of VPL is 4646Sortino Ratio Rank
The Omega Ratio Rank of VPL is 4545Omega Ratio Rank
The Calmar Ratio Rank of VPL is 4646Calmar Ratio Rank
The Martin Ratio Rank of VPL is 4747Martin 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.


VPL
Sharpe ratio
The chart of Sharpe ratio for VPL, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.005.000.66
Sortino ratio
The chart of Sortino ratio for VPL, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.001.01
Omega ratio
The chart of Omega ratio for VPL, currently valued at 1.12, compared to the broader market1.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for VPL, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.0012.000.43
Martin ratio
The chart of Martin ratio for VPL, currently valued at 2.23, compared to the broader market0.0020.0040.0060.0080.002.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Vanguard FTSE Pacific ETF Sharpe ratio is 0.66. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.66
1.89
VPL (Vanguard FTSE Pacific ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE Pacific ETF granted a 3.31% dividend yield in the last twelve months. The annual payout for that period amounted to $2.39 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.39$2.25$1.77$2.49$1.44$1.98$1.86$1.87$1.54$1.38$1.53$1.53

Dividend yield

3.31%3.12%2.75%3.19%1.81%2.84%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.29
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
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
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
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
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
2018$0.00$0.00$0.11$0.00$0.00$0.52$0.00$0.00$0.24$0.00$0.00$0.97
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
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
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
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
2013$0.13$0.00$0.00$0.41$0.00$0.00$0.20$0.00$0.00$0.79

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.28%
-3.86%
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 8.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.49%Nov 1, 2007339Mar 9, 20091162Oct 17, 20131501
-33.9%Jan 29, 2018541Mar 23, 2020161Nov 9, 2020702
-31.1%Sep 16, 2021273Oct 14, 2022
-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 3.93%, 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%NovemberDecember2024FebruaryMarchApril
3.93%
3.39%
VPL (Vanguard FTSE Pacific ETF)
Benchmark (^GSPC)