TRI vs. VPL
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 11.46%/yr vs 9.52%/yr for VPL. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
TRI vs. VPL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TRI achieves a -24.48% return, which is significantly lower than VPL's 20.61% return. Over the past 10 years, TRI has outperformed VPL with an annualized return of 11.46%, while VPL has yielded a comparatively lower 9.52% annualized return.
TRI
- 1D
- -0.71%
- 1M
- 10.00%
- 6M
- -9.97%
- YTD
- -24.48%
- 1Y
- -50.08%
- 3Y*
- -8.61%
- 5Y*
- 0.12%
- 10Y*
- 11.46%
- ALL TIME*
- 7.84%
VPL
- 1D
- -1.01%
- 1M
- -2.62%
- 6M
- 10.34%
- YTD
- 20.61%
- 1Y
- 37.66%
- 3Y*
- 18.88%
- 5Y*
- 9.33%
- 10Y*
- 9.52%
- ALL TIME*
- 6.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $223.40M | $210.33M | $189.87M | |
| $40.49M | $47.90M | $62.42M |
TRI vs. VPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRI Thomson Reuters Corp | -24.48% | -16.57% | 11.14% | 30.31% | -3.01% | 49.18% | 16.71% | 51.59% | 14.56% | 2.68% |
VPL Vanguard FTSE Pacific ETF | 20.61% | 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 -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2005 | 0.44 |
The correlation between TRI and VPL shifts across timeframes, from -0.12 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TRI vs. VPL — Risk / Return Rank
TRI
VPL
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRI | VPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.86 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.30 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 2.84 | -3.65 |
| Martin ratioReturn relative to average drawdown | -1.15 | 8.65 | -9.80 |
Loading charts...
Drawdowns
TRI vs. VPL - Drawdown Comparison
The maximum TRI drawdown since its inception was -63.45%, 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.
Loading charts...
Drawdown Indicators
| TRI | VPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.45% | -55.49% | -7.96% |
Max Drawdown (1Y)Largest decline over 1 year | -61.58% | -13.33% | -48.25% |
Max Drawdown (3Y)Largest decline over 3 years | -63.45% | -16.35% | -47.10% |
Max Drawdown (5Y)Largest decline over 5 years | -63.45% | -31.09% | -32.36% |
Max Drawdown (10Y)Largest decline over 10 years | -63.45% | -33.90% | -29.55% |
Current DrawdownCurrent decline from peak | -53.14% | -9.69% | -43.45% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -11.59% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.50% | 4.37% | +39.13% |
Volatility
TRI vs. VPL - Volatility Comparison
Thomson Reuters Corp (TRI) has a higher volatility of 18.59% compared to Vanguard FTSE Pacific ETF (VPL) at 9.21%. 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.
Loading charts...
Volatility by Period
| TRI | VPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.59% | 9.21% | +9.38% |
Volatility (6M)Calculated over the trailing 6-month period | 42.02% | 21.74% | +20.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.60% | 23.77% | +22.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.50% | 18.34% | +9.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.38% | 17.73% | +6.65% |
Dividends
TRI vs. VPL - Dividend Comparison
TRI's dividend yield for the trailing twelve months is around 4.04%, more than VPL's 2.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRI Thomson Reuters Corp | 4.04% | 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 | 2.77% | 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
TRI and VPL have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRI has higher volatility (18.59%) compared to VPL (9.21%). In terms of maximum drawdown, TRI dropped -63.45% vs VPL's -55.49%.
VPL currently has the higher Sharpe Ratio (1.59 vs -1.08), 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.
Find the right allocation for TRI and VPL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer