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AAXJ vs. VPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAXJ and VPL is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

AAXJ vs. VPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI All Country Asia ex-Japan ETF (AAXJ) and Vanguard FTSE Pacific ETF (VPL). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
95.08%
103.25%
AAXJ
VPL

Key characteristics

Sharpe Ratio

AAXJ:

0.91

VPL:

0.31

Sortino Ratio

AAXJ:

1.38

VPL:

0.53

Omega Ratio

AAXJ:

1.17

VPL:

1.07

Calmar Ratio

AAXJ:

0.44

VPL:

0.43

Martin Ratio

AAXJ:

3.40

VPL:

1.24

Ulcer Index

AAXJ:

4.59%

VPL:

3.84%

Daily Std Dev

AAXJ:

17.16%

VPL:

15.19%

Max Drawdown

AAXJ:

-49.37%

VPL:

-55.49%

Current Drawdown

AAXJ:

-23.04%

VPL:

-9.67%

Returns By Period

In the year-to-date period, AAXJ achieves a 11.08% return, which is significantly higher than VPL's 1.10% return. Over the past 10 years, AAXJ has underperformed VPL with an annualized return of 3.85%, while VPL has yielded a comparatively higher 4.98% annualized return.


AAXJ

YTD

11.08%

1M

-0.84%

6M

2.14%

1Y

13.20%

5Y*

1.72%

10Y*

3.85%

VPL

YTD

1.10%

1M

-2.56%

6M

-0.76%

1Y

2.50%

5Y*

3.17%

10Y*

4.98%

Compare stocks, funds, or ETFs

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


AAXJ vs. VPL - Expense Ratio Comparison

AAXJ has a 0.68% expense ratio, which is higher than VPL's 0.08% expense ratio.


AAXJ
iShares MSCI All Country Asia ex-Japan ETF
Expense ratio chart for AAXJ: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
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%

Risk-Adjusted Performance

AAXJ vs. VPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI All Country Asia ex-Japan ETF (AAXJ) and Vanguard FTSE Pacific ETF (VPL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AAXJ, currently valued at 0.91, compared to the broader market0.002.004.000.910.31
The chart of Sortino ratio for AAXJ, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.0010.001.380.53
The chart of Omega ratio for AAXJ, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.07
The chart of Calmar ratio for AAXJ, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.440.43
The chart of Martin ratio for AAXJ, currently valued at 3.40, compared to the broader market0.0020.0040.0060.0080.00100.003.401.24
AAXJ
VPL

The current AAXJ Sharpe Ratio is 0.91, which is higher than the VPL Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of AAXJ and VPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.91
0.31
AAXJ
VPL

Dividends

AAXJ vs. VPL - Dividend Comparison

AAXJ's dividend yield for the trailing twelve months is around 1.84%, less than VPL's 3.17% yield.


TTM20232022202120202019201820172016201520142013
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
1.84%2.26%1.73%2.21%1.06%1.83%2.10%1.99%1.77%2.44%1.78%1.77%
VPL
Vanguard FTSE Pacific ETF
3.17%3.12%2.75%3.19%1.81%2.85%3.06%2.57%2.65%2.43%2.69%2.49%

Drawdowns

AAXJ vs. VPL - Drawdown Comparison

The maximum AAXJ drawdown since its inception was -49.37%, smaller than the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for AAXJ and VPL. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.04%
-9.67%
AAXJ
VPL

Volatility

AAXJ vs. VPL - Volatility Comparison

iShares MSCI All Country Asia ex-Japan ETF (AAXJ) and Vanguard FTSE Pacific ETF (VPL) have volatilities of 4.12% and 4.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.12%
4.02%
AAXJ
VPL
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Disclaimer

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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