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TPXG.L vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TPXG.L and VYM is 0.45, 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

TPXG.L vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Japan Topix UCITS ETF JPY (TPXG.L) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
4.18%
11.51%
TPXG.L
VYM

Key characteristics

Sharpe Ratio

TPXG.L:

0.47

VYM:

1.98

Sortino Ratio

TPXG.L:

0.73

VYM:

2.79

Omega Ratio

TPXG.L:

1.10

VYM:

1.36

Calmar Ratio

TPXG.L:

0.59

VYM:

3.65

Martin Ratio

TPXG.L:

1.72

VYM:

10.50

Ulcer Index

TPXG.L:

4.30%

VYM:

2.08%

Daily Std Dev

TPXG.L:

15.61%

VYM:

11.03%

Max Drawdown

TPXG.L:

-49.79%

VYM:

-56.98%

Current Drawdown

TPXG.L:

-0.69%

VYM:

0.00%

Returns By Period

In the year-to-date period, TPXG.L achieves a 3.62% return, which is significantly lower than VYM's 4.87% return.


TPXG.L

YTD

3.62%

1M

3.74%

6M

7.35%

1Y

7.73%

5Y*

6.02%

10Y*

N/A

VYM

YTD

4.87%

1M

6.11%

6M

12.00%

1Y

21.13%

5Y*

10.70%

10Y*

10.12%

*Annualized

Compare stocks, funds, or ETFs

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


TPXG.L vs. VYM - Expense Ratio Comparison

TPXG.L has a 0.20% expense ratio, which is higher than VYM's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


TPXG.L
Amundi Japan Topix UCITS ETF JPY
Expense ratio chart for TPXG.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

TPXG.L vs. VYM — Risk-Adjusted Performance Rank

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

TPXG.L
The Risk-Adjusted Performance Rank of TPXG.L is 1919
Overall Rank
The Sharpe Ratio Rank of TPXG.L is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of TPXG.L is 1515
Sortino Ratio Rank
The Omega Ratio Rank of TPXG.L is 1717
Omega Ratio Rank
The Calmar Ratio Rank of TPXG.L is 2828
Calmar Ratio Rank
The Martin Ratio Rank of TPXG.L is 1919
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 8282
Overall Rank
The Sharpe Ratio Rank of VYM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 7777
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.

TPXG.L vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Japan Topix UCITS ETF JPY (TPXG.L) and Vanguard High Dividend Yield ETF (VYM). 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 TPXG.L, currently valued at 0.24, compared to the broader market0.002.004.000.241.93
The chart of Sortino ratio for TPXG.L, currently valued at 0.44, compared to the broader market0.005.0010.000.442.72
The chart of Omega ratio for TPXG.L, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.35
The chart of Calmar ratio for TPXG.L, currently valued at 0.34, compared to the broader market0.005.0010.0015.0020.000.343.48
The chart of Martin ratio for TPXG.L, currently valued at 0.88, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.889.92
TPXG.L
VYM

The current TPXG.L Sharpe Ratio is 0.47, which is lower than the VYM Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of TPXG.L and VYM, 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.24
1.93
TPXG.L
VYM

Dividends

TPXG.L vs. VYM - Dividend Comparison

TPXG.L has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.61%.


TTM20242023202220212020201920182017201620152014
TPXG.L
Amundi Japan Topix UCITS ETF JPY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.61%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

TPXG.L vs. VYM - Drawdown Comparison

The maximum TPXG.L drawdown since its inception was -49.79%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for TPXG.L and VYM. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.79%
0
TPXG.L
VYM

Volatility

TPXG.L vs. VYM - Volatility Comparison

Amundi Japan Topix UCITS ETF JPY (TPXG.L) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 2.93% and 2.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.93%
2.81%
TPXG.L
VYM
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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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