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

Correlation

The correlation between FPA and VPL is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

FPA vs. VPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA) and Vanguard FTSE Pacific ETF (VPL). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.22%
-4.55%
FPA
VPL

Key characteristics

Sharpe Ratio

FPA:

0.50

VPL:

0.19

Sortino Ratio

FPA:

0.82

VPL:

0.36

Omega Ratio

FPA:

1.10

VPL:

1.05

Calmar Ratio

FPA:

0.39

VPL:

0.26

Martin Ratio

FPA:

2.44

VPL:

0.64

Ulcer Index

FPA:

4.04%

VPL:

4.45%

Daily Std Dev

FPA:

19.85%

VPL:

15.12%

Max Drawdown

FPA:

-52.92%

VPL:

-55.49%

Current Drawdown

FPA:

-12.55%

VPL:

-9.32%

Returns By Period

In the year-to-date period, FPA achieves a 2.77% return, which is significantly higher than VPL's -0.20% return. Over the past 10 years, FPA has underperformed VPL with an annualized return of 2.88%, while VPL has yielded a comparatively higher 5.01% annualized return.


FPA

YTD

2.77%

1M

-1.09%

6M

2.22%

1Y

16.72%

5Y*

2.95%

10Y*

2.88%

VPL

YTD

-0.20%

1M

-2.11%

6M

-4.54%

1Y

4.38%

5Y*

2.88%

10Y*

5.01%

*Annualized

Compare stocks, funds, or ETFs

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


FPA vs. VPL - Expense Ratio Comparison

FPA has a 0.80% expense ratio, which is higher than VPL's 0.08% expense ratio.


FPA
First Trust Asia Pacific ex-Japan AlphaDEX Fund
Expense ratio chart for FPA: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
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

FPA vs. VPL — Risk-Adjusted Performance Rank

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

FPA
The Risk-Adjusted Performance Rank of FPA is 2525
Overall Rank
The Sharpe Ratio Rank of FPA is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FPA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of FPA is 2323
Omega Ratio Rank
The Calmar Ratio Rank of FPA is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FPA is 3030
Martin Ratio Rank

VPL
The Risk-Adjusted Performance Rank of VPL is 1313
Overall Rank
The Sharpe Ratio Rank of VPL is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of VPL is 1111
Sortino Ratio Rank
The Omega Ratio Rank of VPL is 1111
Omega Ratio Rank
The Calmar Ratio Rank of VPL is 1818
Calmar Ratio Rank
The Martin Ratio Rank of VPL is 1212
Martin 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.

FPA vs. VPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA) 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 FPA, currently valued at 0.72, compared to the broader market0.002.004.000.720.19
The chart of Sortino ratio for FPA, currently valued at 1.11, compared to the broader market-2.000.002.004.006.008.0010.001.110.36
The chart of Omega ratio for FPA, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.05
The chart of Calmar ratio for FPA, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.560.26
The chart of Martin ratio for FPA, currently valued at 3.56, compared to the broader market0.0020.0040.0060.0080.00100.003.560.64
FPA
VPL

The current FPA Sharpe Ratio is 0.50, which is higher than the VPL Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FPA 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 Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.72
0.19
FPA
VPL

Dividends

FPA vs. VPL - Dividend Comparison

FPA's dividend yield for the trailing twelve months is around 3.31%, more than VPL's 3.15% yield.


TTM20242023202220212020201920182017201620152014
FPA
First Trust Asia Pacific ex-Japan AlphaDEX Fund
3.31%3.40%3.02%4.22%5.12%1.59%3.90%2.81%3.15%2.17%1.74%4.11%
VPL
Vanguard FTSE Pacific ETF
3.15%3.15%3.12%2.75%3.19%1.81%2.85%3.06%2.57%2.65%2.43%2.69%

Drawdowns

FPA vs. VPL - Drawdown Comparison

The maximum FPA drawdown since its inception was -52.92%, roughly equal to the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for FPA and VPL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.55%
-9.32%
FPA
VPL

Volatility

FPA vs. VPL - Volatility Comparison

First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA) has a higher volatility of 5.08% compared to Vanguard FTSE Pacific ETF (VPL) at 4.19%. This indicates that FPA's price experiences larger fluctuations and is considered to be riskier than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.08%
4.19%
FPA
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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