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Vanguard FTSE Pacific ETF (VPL)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US9220428661
CUSIP
922042866
Issuer
Vanguard
Inception Date
Mar 4, 2005
Region
Developed Asia Pacific (Broad)
Leveraged
1x (No leverage)
Index Tracked
FTSE Developed Asia Pacific Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Vanguard FTSE Pacific ETF (VPL) has returned 8.11% so far this year and 39.82% over the past 12 months. Over the last ten years, VPL has returned 9.19% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Vanguard FTSE Pacific ETF

1D
3.52%
1M
-10.28%
YTD
8.11%
6M
14.30%
1Y
39.82%
3Y*
16.85%
5Y*
6.86%
10Y*
9.19%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 10, 2005, VPL's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, your investment would double in approximately 9.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +13.2%, while the worst month was Oct 2008 at -18.6%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, VPL closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +15.0%, while the worst single day was Mar 12, 2020 at -10.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.30%10.24%-10.28%8.11%
20252.25%0.58%-0.27%4.24%4.57%4.29%-0.32%5.00%2.81%4.31%-0.87%2.24%32.66%
2024-0.90%3.68%3.12%-4.76%2.55%0.17%3.28%1.58%1.39%-5.45%1.71%-4.12%1.68%
20238.25%-5.58%3.35%0.62%-1.16%4.12%3.63%-4.07%-3.12%-3.05%7.02%5.75%15.58%
2022-4.88%-0.03%-0.11%-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%

Benchmark Metrics

Vanguard FTSE Pacific ETF has an annualized alpha of -0.72%, beta of 0.87, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since March 11, 2005.

  • This ETF participated in 90.02% of S&P 500 Index downside but only 80.13% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.87 and R² of 0.69, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.72%
Beta
0.87
0.69
Upside Capture
80.13%
Downside Capture
90.02%

Expense Ratio

VPL has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

VPL ranks 89 for risk / return — in the top 89% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


VPL Risk / Return Rank: 8989
Overall Rank
VPL Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 8989
Sortino Ratio Rank
VPL Omega Ratio Rank: 8989
Omega Ratio Rank
VPL Calmar Ratio Rank: 8888
Calmar Ratio Rank
VPL Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) and compare them to a chosen benchmark (S&P 500 Index).


VPLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.95

0.90

+1.06

Sortino ratio

Return per unit of downside risk

2.58

1.39

+1.20

Omega ratio

Gain probability vs. loss probability

1.38

1.21

+0.17

Calmar ratio

Return relative to maximum drawdown

2.91

1.40

+1.51

Martin ratio

Return relative to average drawdown

11.94

6.61

+5.33

Explore VPL risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Vanguard FTSE Pacific ETF provided a 3.28% dividend yield over the last twelve months, with an annual payout of $3.21 per share.


2.00%2.50%3.00%3.50%4.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.21$3.63$2.24$2.25$1.77$2.49$1.44$1.98$1.86$1.87$1.54$1.38

Dividend yield

3.28%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

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
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.42$0.00$0.00$0.18$0.00$0.00$0.61$0.00$0.00$2.42$3.63
2024$0.00$0.00$0.29$0.00$0.00$0.20$0.00$0.00$0.51$0.00$0.00$1.24$2.24
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

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.


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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 10.28%.


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
-31.09%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 chart below shows the rolling one-month volatility.


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