TRI vs. VPL

Last updated Jun 5, 2026

TRI (Thomson Reuters Corp) is a stock, while VPL (Vanguard FTSE Pacific ETF) is Asia Pacific Equities fund tracking the FTSE Developed Asia Pacific Index. Over the past 10 years, TRI returned 9.67%/yr vs 10.60%/yr for VPL. At a 0.45 correlation, their price movements are largely independent.

Performance

TRI vs. VPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thomson Reuters Corp (TRI) and Vanguard FTSE Pacific ETF (VPL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRI achieves a -34.02% return, which is significantly lower than VPL's 29.00% return. Over the past 10 years, TRI has underperformed VPL with an annualized return of 9.67%, while VPL has yielded a comparatively higher 10.60% annualized return.

TRI

• 1D: 2.77%
• 1M: -9.50%
• YTD: -34.02%
• 6M: -34.90%
• 1Y: -55.20%
• 3Y*: -9.96%
• 5Y*: -1.11%
• 10Y*: 9.67%

VPL

• 1D: -0.98%
• 1M: 7.00%
• YTD: 29.00%
• 6M: 31.18%
• 1Y: 51.22%
• 3Y*: 22.78%
• 5Y*: 10.14%
• 10Y*: 10.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TRI vs. VPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRI Thomson Reuters Corp	-34.02%	-16.57%	11.14%	30.31%	-3.01%	49.18%	16.71%	51.59%	14.56%	2.68%
VPL Vanguard FTSE Pacific ETF	29.00%	32.66%	1.68%	15.58%	-15.20%	1.10%	16.65%	18.16%	-14.40%	28.85%

Correlation

The correlation between TRI and VPL is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Mar 11, 2005	0.45

Over the past year, the correlation between TRI and VPL has dropped to 0.05 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

Return for Risk

TRI vs. VPL — Risk / Return Rank

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

TRI

TRI Risk / Return Rank: 4
TRI Sharpe Ratio Rank: 1
TRI Sortino Ratio Rank: 2
TRI Omega Ratio Rank: 2
TRI Calmar Ratio Rank: 7
TRI Martin Ratio Rank: 9

VPL

VPL Risk / Return Rank: 79
VPL Sharpe Ratio Rank: 82
VPL Sortino Ratio Rank: 78
VPL Omega Ratio Rank: 80
VPL Calmar Ratio Rank: 77
VPL Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TRI vs. VPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thomson Reuters Corp (TRI) 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.

	TRI	VPL	Difference
Sharpe ratio: Return per unit of total volatility	-1.30	2.63	-3.93
Sortino ratio: Return per unit of downside risk	-2.19	3.46	-5.65
Omega ratio: Gain probability vs. loss probability	0.72	1.47	-0.75
Calmar ratio: Return relative to maximum drawdown	-0.88	3.86	-4.75
Martin ratio: Return relative to average drawdown	-1.39	15.24	-16.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRI vs. VPL - Sharpe Ratio Comparison

The current TRI Sharpe Ratio is -1.30, which is lower than the VPL Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of TRI and VPL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TRI	VPL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.30	2.63	-3.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	0.59	-0.63
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	0.61	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.34	-0.04

Drawdowns

TRI vs. VPL - Drawdown Comparison

The maximum TRI drawdown since its inception was -62.54%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for TRI and VPL.

Drawdown Indicators

	TRI	VPL	Difference
Max Drawdown Largest peak-to-trough decline	-62.54%	-55.49%	-7.05%
Max Drawdown (1Y) Largest decline over 1 year	-62.54%	-13.33%	-49.21%
Max Drawdown (3Y) Largest decline over 3 years	-62.54%	-16.35%	-46.19%
Max Drawdown (5Y) Largest decline over 5 years	-62.54%	-31.09%	-31.45%
Max Drawdown (10Y) Largest decline over 10 years	-62.54%	-33.90%	-28.64%
Current Drawdown Current decline from peak	-59.06%	-1.26%	-57.80%
Average Drawdown Average peak-to-trough decline	-11.54%	-11.63%	+0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	39.85%	3.37%	+36.48%

Volatility

TRI vs. VPL - Volatility Comparison

Thomson Reuters Corp (TRI) has a higher volatility of 19.80% compared to Vanguard FTSE Pacific ETF (VPL) at 7.23%. This indicates that TRI'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.

Volatility by Period

	TRI	VPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.80%	7.23%	+12.57%
Volatility (6M) Calculated over the trailing 6-month period	37.58%	16.75%	+20.83%
Volatility (1Y) Calculated over the trailing 1-year period	42.61%	19.57%	+23.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.94%	17.29%	+8.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.60%	17.29%	+6.31%

Dividends

TRI vs. VPL - Dividend Comparison

TRI's dividend yield for the trailing twelve months is around 4.62%, more than VPL's 2.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TRI Thomson Reuters Corp	4.62%	1.80%	1.35%	4.68%	1.56%	1.76%	1.86%	2.01%	2.87%	3.17%	3.11%	3.54%
VPL Vanguard FTSE Pacific ETF	2.75%	4.01%	3.15%	3.12%	2.75%	3.19%	1.81%	2.84%	3.06%	2.57%	2.65%	2.43%

Frequently Asked Questions

Can I hold both TRI and VPL in my portfolio?

TRI and VPL have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TRI or VPL?

TRI has higher volatility (19.80%) compared to VPL (7.23%). In terms of maximum drawdown, TRI dropped -62.54% vs VPL's -55.49%.

Which has better risk-adjusted returns?

VPL currently has the higher Sharpe Ratio (2.63 vs -1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.