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PRAJ.DE vs. VFV.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRAJ.DE and VFV.TO is 0.47, 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.


-0.50.00.51.00.5

Performance

PRAJ.DE vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Prime Japan UCITS ETF (PRAJ.DE) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.12%
10.78%
PRAJ.DE
VFV.TO

Key characteristics

Sharpe Ratio

PRAJ.DE:

0.60

VFV.TO:

2.61

Sortino Ratio

PRAJ.DE:

0.90

VFV.TO:

3.64

Omega Ratio

PRAJ.DE:

1.12

VFV.TO:

1.48

Calmar Ratio

PRAJ.DE:

0.79

VFV.TO:

4.06

Martin Ratio

PRAJ.DE:

2.69

VFV.TO:

18.41

Ulcer Index

PRAJ.DE:

3.75%

VFV.TO:

1.68%

Daily Std Dev

PRAJ.DE:

16.83%

VFV.TO:

11.82%

Max Drawdown

PRAJ.DE:

-29.64%

VFV.TO:

-27.43%

Current Drawdown

PRAJ.DE:

-0.54%

VFV.TO:

-0.48%

Returns By Period

The year-to-date returns for both investments are quite close, with PRAJ.DE having a 3.41% return and VFV.TO slightly higher at 3.48%.


PRAJ.DE

YTD

3.41%

1M

3.58%

6M

6.79%

1Y

9.20%

5Y*

7.29%

10Y*

N/A

VFV.TO

YTD

3.48%

1M

0.85%

6M

14.99%

1Y

31.34%

5Y*

16.20%

10Y*

14.42%

*Annualized

Compare stocks, funds, or ETFs

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


PRAJ.DE vs. VFV.TO - Expense Ratio Comparison

PRAJ.DE has a 0.05% expense ratio, which is lower than VFV.TO's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VFV.TO
Vanguard S&P 500 Index ETF
Expense ratio chart for VFV.TO: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for PRAJ.DE: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

PRAJ.DE vs. VFV.TO — Risk-Adjusted Performance Rank

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

PRAJ.DE
The Risk-Adjusted Performance Rank of PRAJ.DE is 2626
Overall Rank
The Sharpe Ratio Rank of PRAJ.DE is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of PRAJ.DE is 2020
Sortino Ratio Rank
The Omega Ratio Rank of PRAJ.DE is 2222
Omega Ratio Rank
The Calmar Ratio Rank of PRAJ.DE is 3535
Calmar Ratio Rank
The Martin Ratio Rank of PRAJ.DE is 2929
Martin Ratio Rank

VFV.TO
The Risk-Adjusted Performance Rank of VFV.TO is 9393
Overall Rank
The Sharpe Ratio Rank of VFV.TO is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of VFV.TO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VFV.TO is 9292
Omega Ratio Rank
The Calmar Ratio Rank of VFV.TO is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VFV.TO is 9393
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.

PRAJ.DE vs. VFV.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF (PRAJ.DE) and Vanguard S&P 500 Index ETF (VFV.TO). 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 PRAJ.DE, currently valued at 0.13, compared to the broader market0.002.004.000.131.84
The chart of Sortino ratio for PRAJ.DE, currently valued at 0.30, compared to the broader market-2.000.002.004.006.008.0010.0012.000.302.51
The chart of Omega ratio for PRAJ.DE, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.34
The chart of Calmar ratio for PRAJ.DE, currently valued at 0.19, compared to the broader market0.005.0010.0015.0020.000.192.73
The chart of Martin ratio for PRAJ.DE, currently valued at 0.48, compared to the broader market0.0020.0040.0060.0080.00100.000.4811.30
PRAJ.DE
VFV.TO

The current PRAJ.DE Sharpe Ratio is 0.60, which is lower than the VFV.TO Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of PRAJ.DE and VFV.TO, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.13
1.84
PRAJ.DE
VFV.TO

Dividends

PRAJ.DE vs. VFV.TO - Dividend Comparison

PRAJ.DE has not paid dividends to shareholders, while VFV.TO's dividend yield for the trailing twelve months is around 0.96%.


TTM20242023202220212020201920182017201620152014
PRAJ.DE
Amundi Prime Japan UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFV.TO
Vanguard S&P 500 Index ETF
0.96%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%

Drawdowns

PRAJ.DE vs. VFV.TO - Drawdown Comparison

The maximum PRAJ.DE drawdown since its inception was -29.64%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for PRAJ.DE and VFV.TO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.96%
0
PRAJ.DE
VFV.TO

Volatility

PRAJ.DE vs. VFV.TO - Volatility Comparison

Amundi Prime Japan UCITS ETF (PRAJ.DE) has a higher volatility of 2.99% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 2.77%. This indicates that PRAJ.DE's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.99%
2.77%
PRAJ.DE
VFV.TO
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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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