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BKF vs. VPL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKF vs. VPL - Performance Comparison

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

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BKF vs. VPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKF
iShares MSCI BRIC ETF
-7.17%22.30%9.24%1.27%-21.78%-11.87%16.52%22.93%-13.80%41.80%
VPL
Vanguard FTSE Pacific ETF
8.11%32.66%1.68%15.58%-15.20%1.10%16.65%18.16%-14.40%28.85%

Returns By Period

In the year-to-date period, BKF achieves a -7.17% return, which is significantly lower than VPL's 8.11% return. Over the past 10 years, BKF has underperformed VPL with an annualized return of 5.19%, while VPL has yielded a comparatively higher 9.19% annualized return.


BKF

1D
2.70%
1M
-6.83%
YTD
-7.17%
6M
-9.08%
1Y
3.52%
3Y*
7.49%
5Y*
-3.24%
10Y*
5.19%

VPL

1D
3.52%
1M
-10.28%
YTD
8.11%
6M
14.30%
1Y
39.82%
3Y*
16.85%
5Y*
6.86%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKF vs. VPL - Expense Ratio Comparison

BKF has a 0.69% expense ratio, which is higher than VPL's 0.08% expense ratio.


Return for Risk

BKF vs. VPL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKF
BKF Risk / Return Rank: 1717
Overall Rank
BKF Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BKF Sortino Ratio Rank: 1717
Sortino Ratio Rank
BKF Omega Ratio Rank: 1717
Omega Ratio Rank
BKF Calmar Ratio Rank: 1717
Calmar Ratio Rank
BKF Martin Ratio Rank: 1818
Martin Ratio Rank

VPL
VPL Risk / Return Rank: 9191
Overall Rank
VPL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 9191
Sortino Ratio Rank
VPL Omega Ratio Rank: 9191
Omega Ratio Rank
VPL Calmar Ratio Rank: 9090
Calmar Ratio Rank
VPL Martin Ratio Rank: 9191
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.

BKF vs. VPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) 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.


BKFVPLDifference

Sharpe ratio

Return per unit of total volatility

0.20

1.95

-1.76

Sortino ratio

Return per unit of downside risk

0.40

2.58

-2.19

Omega ratio

Gain probability vs. loss probability

1.05

1.38

-0.33

Calmar ratio

Return relative to maximum drawdown

0.25

2.91

-2.66

Martin ratio

Return relative to average drawdown

0.85

11.94

-11.09

BKF vs. VPL - Sharpe Ratio Comparison

The current BKF Sharpe Ratio is 0.20, which is lower than the VPL Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of BKF 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.


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Sharpe Ratios by Period


BKFVPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

1.95

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.41

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.54

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.30

-0.30

Correlation

The correlation between BKF and VPL is 0.74, 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.


Dividends

BKF vs. VPL - Dividend Comparison

BKF's dividend yield for the trailing twelve months is around 1.93%, less than VPL's 3.28% yield.


TTM20252024202320222021202020192018201720162015
BKF
iShares MSCI BRIC ETF
1.93%1.79%2.37%1.68%2.04%2.93%1.02%1.66%2.33%1.51%1.82%3.15%
VPL
Vanguard FTSE Pacific ETF
3.28%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Drawdowns

BKF vs. VPL - Drawdown Comparison

The maximum BKF drawdown since its inception was -70.29%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for BKF and VPL.


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Drawdown Indicators


BKFVPLDifference

Max Drawdown

Largest peak-to-trough decline

-70.29%

-55.49%

-14.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-13.33%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-44.98%

-31.09%

-13.89%

Max Drawdown (10Y)

Largest decline over 10 years

-49.20%

-33.90%

-15.30%

Current Drawdown

Current decline from peak

-24.82%

-10.28%

-14.54%

Average Drawdown

Average peak-to-trough decline

-28.16%

-11.71%

-16.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

3.25%

+0.66%

Volatility

BKF vs. VPL - Volatility Comparison

The current volatility for iShares MSCI BRIC ETF (BKF) is 7.23%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 10.59%. This indicates that BKF experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKFVPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

10.59%

-3.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

14.73%

-3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.02%

20.49%

-2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

16.81%

+4.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

17.10%

+4.69%