VAPX.L vs. EIX
Compare and contrast key facts about Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L) and Edison International (EIX).
VAPX.L is a passively managed fund by Vanguard that tracks the performance of the MSCI AC Asia Pac Ex JPN NR USD. It was launched on May 21, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAPX.L or EIX.
Performance
VAPX.L vs. EIX - Performance Comparison
Returns By Period
In the year-to-date period, VAPX.L achieves a 0.61% return, which is significantly lower than EIX's 21.37% return. Both investments have delivered pretty close results over the past 10 years, with VAPX.L having a 7.20% annualized return and EIX not far behind at 7.06%.
VAPX.L
0.61%
-1.29%
-1.99%
7.08%
4.99%
7.20%
EIX
21.37%
-1.58%
12.71%
33.04%
8.11%
7.06%
Key characteristics
| VAPX.L | EIX | |
|---|---|---|
| Sharpe Ratio | 0.47 | 1.84 |
| Sortino Ratio | 0.75 | 2.64 |
| Omega Ratio | 1.09 | 1.32 |
| Calmar Ratio | 0.54 | 2.75 |
| Martin Ratio | 1.91 | 7.37 |
| Ulcer Index | 3.31% | 4.47% |
| Daily Std Dev | 13.51% | 17.90% |
| Max Drawdown | -30.88% | -72.18% |
| Current Drawdown | -3.19% | -3.29% |
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Correlation
The correlation between VAPX.L and EIX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
VAPX.L vs. EIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L) and Edison International (EIX). 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.
Dividends
VAPX.L vs. EIX - Dividend Comparison
VAPX.L's dividend yield for the trailing twelve months is around 2.46%, less than EIX's 3.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VAPX.L Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing | 2.46% | 3.51% | 4.31% | 3.53% | 2.05% | 3.39% | 3.54% | 3.08% | 2.71% | 3.44% | 2.26% | 1.13% |
EIX Edison International | 3.71% | 4.19% | 4.46% | 3.94% | 4.10% | 3.28% | 4.28% | 4.39% | 2.75% | 2.93% | 2.26% | 2.96% |
Drawdowns
VAPX.L vs. EIX - Drawdown Comparison
The maximum VAPX.L drawdown since its inception was -30.88%, smaller than the maximum EIX drawdown of -72.18%. Use the drawdown chart below to compare losses from any high point for VAPX.L and EIX. For additional features, visit the drawdowns tool.
Volatility
VAPX.L vs. EIX - Volatility Comparison
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L) and Edison International (EIX) have volatilities of 5.31% and 5.20%, 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.