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PID vs. VPADX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PID and VPADX 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.


Performance

PID vs. VPADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Dividend Achievers™ ETF (PID) and Vanguard Pacific Stock Index Fund Admiral Shares (VPADX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PID:

1.05

VPADX:

0.42

Sortino Ratio

PID:

1.31

VPADX:

0.56

Omega Ratio

PID:

1.17

VPADX:

1.07

Calmar Ratio

PID:

1.06

VPADX:

0.34

Martin Ratio

PID:

3.28

VPADX:

1.00

Ulcer Index

PID:

3.69%

VPADX:

5.64%

Daily Std Dev

PID:

13.94%

VPADX:

18.17%

Max Drawdown

PID:

-66.34%

VPADX:

-55.28%

Current Drawdown

PID:

-0.20%

VPADX:

-0.89%

Returns By Period

In the year-to-date period, PID achieves a 11.73% return, which is significantly higher than VPADX's 9.56% return. Over the past 10 years, PID has outperformed VPADX with an annualized return of 5.03%, while VPADX has yielded a comparatively lower 4.75% annualized return.


PID

YTD

11.73%

1M

5.52%

6M

6.65%

1Y

14.36%

3Y*

6.46%

5Y*

15.51%

10Y*

5.03%

VPADX

YTD

9.56%

1M

5.10%

6M

6.93%

1Y

7.59%

3Y*

6.98%

5Y*

8.46%

10Y*

4.75%

*Annualized

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PID vs. VPADX - Expense Ratio Comparison

PID has a 0.56% expense ratio, which is higher than VPADX's 0.10% expense ratio.


Risk-Adjusted Performance

PID vs. VPADX — Risk-Adjusted Performance Rank

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

PID
The Risk-Adjusted Performance Rank of PID is 8080
Overall Rank
The Sharpe Ratio Rank of PID is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of PID is 7979
Sortino Ratio Rank
The Omega Ratio Rank of PID is 7676
Omega Ratio Rank
The Calmar Ratio Rank of PID is 8383
Calmar Ratio Rank
The Martin Ratio Rank of PID is 7777
Martin Ratio Rank

VPADX
The Risk-Adjusted Performance Rank of VPADX is 4646
Overall Rank
The Sharpe Ratio Rank of VPADX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VPADX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VPADX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VPADX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VPADX is 4242
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.

PID vs. VPADX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Dividend Achievers™ ETF (PID) and Vanguard Pacific Stock Index Fund Admiral Shares (VPADX). 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.


The current PID Sharpe Ratio is 1.05, which is higher than the VPADX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of PID and VPADX, 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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Dividends

PID vs. VPADX - Dividend Comparison

PID's dividend yield for the trailing twelve months is around 3.46%, more than VPADX's 3.04% yield.


TTM20242023202220212020201920182017201620152014
PID
Invesco International Dividend Achievers™ ETF
3.46%3.88%3.31%3.29%3.29%3.17%4.00%3.86%3.46%3.91%4.48%3.92%
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
3.04%3.13%3.09%2.73%3.15%1.79%2.83%3.03%2.57%2.65%2.43%2.70%

Drawdowns

PID vs. VPADX - Drawdown Comparison

The maximum PID drawdown since its inception was -66.34%, which is greater than VPADX's maximum drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for PID and VPADX. For additional features, visit the drawdowns tool.


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Volatility

PID vs. VPADX - Volatility Comparison

The current volatility for Invesco International Dividend Achievers™ ETF (PID) is 2.62%, while Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) has a volatility of 2.77%. This indicates that PID experiences smaller price fluctuations and is considered to be less risky than VPADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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