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VEURX vs. VPADX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEURX and VPADX is 0.70, 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.


-0.50.00.51.00.7

Performance

VEURX vs. VPADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard European Stock Index Fund (VEURX) and Vanguard Pacific Stock Index Fund Admiral Shares (VPADX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
1.36%
0.04%
VEURX
VPADX

Key characteristics

Sharpe Ratio

VEURX:

0.96

VPADX:

0.37

Sortino Ratio

VEURX:

1.39

VPADX:

0.62

Omega Ratio

VEURX:

1.16

VPADX:

1.08

Calmar Ratio

VEURX:

1.10

VPADX:

0.52

Martin Ratio

VEURX:

2.60

VPADX:

1.19

Ulcer Index

VEURX:

4.74%

VPADX:

4.93%

Daily Std Dev

VEURX:

12.81%

VPADX:

15.68%

Max Drawdown

VEURX:

-63.33%

VPADX:

-55.28%

Current Drawdown

VEURX:

-1.74%

VPADX:

-4.75%

Returns By Period

In the year-to-date period, VEURX achieves a 9.65% return, which is significantly higher than VPADX's 5.30% return. Over the past 10 years, VEURX has outperformed VPADX with an annualized return of 5.43%, while VPADX has yielded a comparatively lower 4.93% annualized return.


VEURX

YTD

9.65%

1M

7.15%

6M

0.92%

1Y

11.52%

5Y*

6.92%

10Y*

5.43%

VPADX

YTD

5.30%

1M

4.76%

6M

-0.79%

1Y

5.42%

5Y*

5.17%

10Y*

4.93%

*Annualized

Compare stocks, funds, or ETFs

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


VEURX vs. VPADX - Expense Ratio Comparison

VEURX has a 0.25% expense ratio, which is higher than VPADX's 0.10% 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%.


VEURX
Vanguard European Stock Index Fund
Expense ratio chart for VEURX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VPADX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VEURX vs. VPADX — Risk-Adjusted Performance Rank

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

VEURX
The Risk-Adjusted Performance Rank of VEURX is 5050
Overall Rank
The Sharpe Ratio Rank of VEURX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VEURX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VEURX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of VEURX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VEURX is 4040
Martin Ratio Rank

VPADX
The Risk-Adjusted Performance Rank of VPADX is 2121
Overall Rank
The Sharpe Ratio Rank of VPADX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of VPADX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VPADX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VPADX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VPADX is 1717
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.

VEURX vs. VPADX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund (VEURX) and Vanguard Pacific Stock Index Fund Admiral Shares (VPADX). 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 VEURX, currently valued at 0.96, compared to the broader market-1.000.001.002.003.004.000.960.37
The chart of Sortino ratio for VEURX, currently valued at 1.39, compared to the broader market0.002.004.006.008.0010.0012.001.390.62
The chart of Omega ratio for VEURX, currently valued at 1.16, compared to the broader market1.002.003.004.001.161.08
The chart of Calmar ratio for VEURX, currently valued at 1.10, compared to the broader market0.005.0010.0015.0020.001.100.52
The chart of Martin ratio for VEURX, currently valued at 2.60, compared to the broader market0.0020.0040.0060.0080.002.601.19
VEURX
VPADX

The current VEURX Sharpe Ratio is 0.96, which is higher than the VPADX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of VEURX and VPADX, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.96
0.37
VEURX
VPADX

Dividends

VEURX vs. VPADX - Dividend Comparison

VEURX's dividend yield for the trailing twelve months is around 3.14%, more than VPADX's 2.97% yield.


TTM20242023202220212020201920182017201620152014
VEURX
Vanguard European Stock Index Fund
3.14%3.44%3.01%3.08%2.90%1.97%3.14%3.77%2.56%3.35%3.09%4.46%
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
2.97%3.13%3.09%2.73%3.15%1.79%2.83%3.03%2.57%2.65%2.43%2.70%

Drawdowns

VEURX vs. VPADX - Drawdown Comparison

The maximum VEURX drawdown since its inception was -63.33%, which is greater than VPADX's maximum drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for VEURX and VPADX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.74%
-4.75%
VEURX
VPADX

Volatility

VEURX vs. VPADX - Volatility Comparison

Vanguard European Stock Index Fund (VEURX) and Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) have volatilities of 4.00% and 3.84%, 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%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.00%
3.84%
VEURX
VPADX
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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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