VDIPX vs. VPMAX
Compare and contrast key facts about Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
VDIPX is managed by Vanguard. It was launched on Apr 1, 2014. VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDIPX or VPMAX.
Key characteristics
| VDIPX | VPMAX | |
|---|---|---|
| YTD Return | 4.34% | 17.10% |
| 1Y Return | 12.61% | 24.66% |
| 3Y Return (Ann) | 0.85% | 8.02% |
| 5Y Return (Ann) | 5.70% | 13.74% |
| 10Y Return (Ann) | 5.32% | 13.13% |
| Sharpe Ratio | 1.21 | 1.62 |
| Sortino Ratio | 1.74 | 2.30 |
| Omega Ratio | 1.21 | 1.34 |
| Calmar Ratio | 1.57 | 2.21 |
| Martin Ratio | 6.31 | 7.51 |
| Ulcer Index | 2.48% | 3.62% |
| Daily Std Dev | 12.93% | 16.77% |
| Max Drawdown | -35.61% | -48.32% |
| Current Drawdown | -7.94% | -1.72% |
Correlation
The correlation between VDIPX and VPMAX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VDIPX vs. VPMAX - Performance Comparison
In the year-to-date period, VDIPX achieves a 4.34% return, which is significantly lower than VPMAX's 17.10% return. Over the past 10 years, VDIPX has underperformed VPMAX with an annualized return of 5.32%, while VPMAX has yielded a comparatively higher 13.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VDIPX vs. VPMAX - Expense Ratio Comparison
VDIPX has a 0.04% expense ratio, which is lower than VPMAX's 0.31% expense ratio.
Risk-Adjusted Performance
VDIPX vs. VPMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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
VDIPX vs. VPMAX - Dividend Comparison
VDIPX's dividend yield for the trailing twelve months is around 3.06%, more than VPMAX's 1.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDIPX Vanguard Developed Markets Index Fund Institutional Plus Shares | 3.06% | 3.16% | 2.92% | 3.17% | 2.05% | 3.05% | 3.35% | 2.79% | 3.08% | 2.95% | 2.57% | 0.00% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 1.00% | 1.17% | 1.31% | 0.79% | 1.12% | 1.29% | 1.36% | 1.08% | 1.37% | 1.20% | 1.32% | 1.03% |
Drawdowns
VDIPX vs. VPMAX - Drawdown Comparison
The maximum VDIPX drawdown since its inception was -35.61%, smaller than the maximum VPMAX drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for VDIPX and VPMAX. For additional features, visit the drawdowns tool.
Volatility
VDIPX vs. VPMAX - Volatility Comparison
The current volatility for Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) is 3.60%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 3.93%. This indicates that VDIPX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.