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

Correlation

The correlation between VEURX and VPADX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

VEURX:

0.78

VPADX:

0.33

Sortino Ratio

VEURX:

1.17

VPADX:

0.65

Omega Ratio

VEURX:

1.16

VPADX:

1.09

Calmar Ratio

VEURX:

0.95

VPADX:

0.42

Martin Ratio

VEURX:

2.61

VPADX:

1.21

Ulcer Index

VEURX:

5.09%

VPADX:

5.67%

Daily Std Dev

VEURX:

16.85%

VPADX:

18.18%

Max Drawdown

VEURX:

-63.33%

VPADX:

-55.28%

Current Drawdown

VEURX:

0.00%

VPADX:

-0.56%

Returns By Period

In the year-to-date period, VEURX achieves a 21.04% return, which is significantly higher than VPADX's 9.93% return. Over the past 10 years, VEURX has outperformed VPADX with an annualized return of 6.05%, while VPADX has yielded a comparatively lower 4.78% annualized return.


VEURX

YTD

21.04%

1M

9.92%

6M

20.01%

1Y

13.06%

3Y*

13.82%

5Y*

13.82%

10Y*

6.05%

VPADX

YTD

9.93%

1M

7.42%

6M

7.16%

1Y

5.97%

3Y*

7.54%

5Y*

8.38%

10Y*

4.78%

*Annualized

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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%.


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 7373
Overall Rank
The Sharpe Ratio Rank of VEURX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VEURX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VEURX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VEURX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VEURX is 6868
Martin Ratio Rank

VPADX
The Risk-Adjusted Performance Rank of VPADX is 4444
Overall Rank
The Sharpe Ratio Rank of VPADX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VPADX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VPADX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VPADX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VPADX is 4343
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.


The current VEURX Sharpe Ratio is 0.78, which is higher than the VPADX Sharpe Ratio of 0.33. 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.


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Dividends

VEURX vs. VPADX - Dividend Comparison

VEURX's dividend yield for the trailing twelve months is around 2.75%, less than VPADX's 3.03% yield.


TTM20242023202220212020201920182017201620152014
VEURX
Vanguard European Stock Index Fund
2.75%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
3.03%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.


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Volatility

VEURX vs. VPADX - Volatility Comparison

Vanguard European Stock Index Fund (VEURX) has a higher volatility of 3.27% compared to Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) at 3.03%. This indicates that VEURX's price experiences larger fluctuations and is considered to be riskier than VPADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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