CPIEX vs. VEU
Compare and contrast key facts about Counterpoint Tactical Equity Fund (CPIEX) and Vanguard FTSE All-World ex-US ETF (VEU).
CPIEX is managed by Counterpoint Mutual Funds. It was launched on Nov 29, 2015. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
CPIEX vs. VEU - Performance Comparison
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CPIEX vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPIEX Counterpoint Tactical Equity Fund | -1.43% | 10.21% | 37.75% | 6.18% | 12.15% | 54.08% | -29.20% | -7.69% | -3.17% | 14.15% |
VEU Vanguard FTSE All-World ex-US ETF | 3.60% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Returns By Period
In the year-to-date period, CPIEX achieves a -1.43% return, which is significantly lower than VEU's 3.60% return. Over the past 10 years, CPIEX has underperformed VEU with an annualized return of 7.67%, while VEU has yielded a comparatively higher 9.16% annualized return.
CPIEX
- 1D
- 0.09%
- 1M
- -3.65%
- YTD
- -1.43%
- 6M
- -1.85%
- 1Y
- 3.43%
- 3Y*
- 18.02%
- 5Y*
- 23.12%
- 10Y*
- 7.67%
VEU
- 1D
- 1.32%
- 1M
- -5.22%
- YTD
- 3.60%
- 6M
- 7.76%
- 1Y
- 28.98%
- 3Y*
- 16.19%
- 5Y*
- 7.74%
- 10Y*
- 9.16%
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CPIEX vs. VEU - Expense Ratio Comparison
CPIEX has a 1.75% expense ratio, which is higher than VEU's 0.07% expense ratio.
Return for Risk
CPIEX vs. VEU — Risk / Return Rank
CPIEX
VEU
CPIEX vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Counterpoint Tactical Equity Fund (CPIEX) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
| CPIEX | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 1.69 | -1.33 |
Sortino ratioReturn per unit of downside risk | 0.56 | 2.32 | -1.75 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.34 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.64 | 2.57 | -1.92 |
Martin ratioReturn relative to average drawdown | 2.08 | 9.83 | -7.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CPIEX | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 1.69 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.81 | 0.49 | +1.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.54 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.23 | +0.30 |
Correlation
The correlation between CPIEX and VEU is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CPIEX vs. VEU - Dividend Comparison
CPIEX's dividend yield for the trailing twelve months is around 5.65%, more than VEU's 2.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPIEX Counterpoint Tactical Equity Fund | 5.65% | 5.56% | 2.16% | 2.44% | 3.05% | 0.00% | 0.00% | 0.00% | 3.40% | 5.93% | 0.00% | 0.00% |
VEU Vanguard FTSE All-World ex-US ETF | 2.88% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
CPIEX vs. VEU - Drawdown Comparison
The maximum CPIEX drawdown since its inception was -48.20%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for CPIEX and VEU.
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Drawdown Indicators
| CPIEX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.20% | -61.52% | +13.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -11.43% | +4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -9.76% | -29.31% | +19.55% |
Max Drawdown (10Y)Largest decline over 10 years | -48.20% | -34.98% | -13.22% |
Current DrawdownCurrent decline from peak | -4.98% | -7.36% | +2.38% |
Average DrawdownAverage peak-to-trough decline | -10.03% | -13.23% | +3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.99% | -0.78% |
Volatility
CPIEX vs. VEU - Volatility Comparison
The current volatility for Counterpoint Tactical Equity Fund (CPIEX) is 2.94%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 7.65%. This indicates that CPIEX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPIEX | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 7.65% | -4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 11.61% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.06% | 17.25% | -6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.85% | 15.83% | -2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.71% | 17.13% | -4.42% |