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VEURX vs. VPADX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, VEURX achieves a 5.78% return, which is significantly lower than VPADX's 26.15% return. Over the past 10 years, VEURX has underperformed VPADX with an annualized return of 10.09%, while VPADX has yielded a comparatively higher 10.79% annualized return.


VEURX

1D
-0.24%
1M
-1.57%
YTD
5.78%
6M
5.59%
1Y
17.63%
3Y*
16.38%
5Y*
8.30%
10Y*
10.09%

VPADX

1D
0.91%
1M
-0.77%
YTD
26.15%
6M
26.21%
1Y
46.63%
3Y*
22.26%
5Y*
9.88%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEURX vs. VPADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEURX
Vanguard European Stock Index Fund
5.78%35.20%1.88%19.83%-16.16%16.14%6.29%24.02%-14.88%26.81%
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
26.15%33.15%1.24%15.55%-15.24%1.46%16.56%17.57%-13.92%28.62%

Correlation

The correlation between VEURX and VPADX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2001

0.70

The correlation between VEURX and VPADX has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.

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Return for Risk

VEURX vs. VPADX — Risk / Return Rank

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

VEURX
VEURX Risk / Return Rank: 2323
Overall Rank
VEURX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VEURX Sortino Ratio Rank: 2222
Sortino Ratio Rank
VEURX Omega Ratio Rank: 2222
Omega Ratio Rank
VEURX Calmar Ratio Rank: 2222
Calmar Ratio Rank
VEURX Martin Ratio Rank: 2626
Martin Ratio Rank

VPADX
VPADX Risk / Return Rank: 7777
Overall Rank
VPADX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VPADX Sortino Ratio Rank: 6464
Sortino Ratio Rank
VPADX Omega Ratio Rank: 7777
Omega Ratio Rank
VPADX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VPADX Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEURX vs. VPADX - Risk-Adjusted Trends 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.

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.


VEURXVPADXDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.20

1.41

-0.21

Calmar ratioReturn relative to maximum drawdown

1.43

3.47

-2.04

Martin ratioReturn relative to average drawdown

5.26

12.86

-7.60

VEURX vs. VPADX - Sharpe Ratio Comparison

The current VEURX Sharpe Ratio is 1.10, which is lower than the VPADX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of VEURX and VPADX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


VEURXVPADXDifference

Max Drawdown

Largest peak-to-trough decline

-63.33%

-55.28%

-8.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-13.41%

+1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-13.97%

-16.37%

+2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-32.81%

-31.17%

-1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-37.03%

-33.67%

-3.36%

Current Drawdown

Current decline from peak

-2.33%

-4.93%

+2.60%

Average Drawdown

Average peak-to-trough decline

-12.65%

-11.73%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.61%

-0.36%

Volatility

VEURX vs. VPADX - Volatility Comparison

The current volatility for Vanguard European Stock Index Fund (VEURX) is 4.85%, while Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) has a volatility of 11.80%. This indicates that VEURX experiences smaller price fluctuations and is considered to be less risky than VPADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEURXVPADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

11.80%

-6.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

18.62%

-5.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

21.26%

-5.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

17.11%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

16.49%

+1.37%

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%.


Dividends

VEURX vs. VPADX - Dividend Comparison

VEURX's dividend yield for the trailing twelve months is around 2.79%, more than VPADX's 2.64% yield.


PositionTTM20252024202320222021202020192018201720162015
VEURX
Vanguard European Stock Index Fund
2.79%2.70%3.44%3.00%3.07%2.90%1.97%3.14%3.77%2.55%3.35%3.09%
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
2.64%3.99%3.13%3.09%2.73%3.15%1.79%2.83%3.03%2.57%2.65%2.43%

Frequently Asked Questions


VEURX and VPADX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPADX has higher volatility (11.80%) compared to VEURX (4.85%). In terms of maximum drawdown, VEURX dropped -63.33% vs VPADX's -55.28%.

VPADX currently has the higher Sharpe Ratio (2.20 vs 1.10), 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.

Portfolio Optimizer

Find the right allocation for VEURX and VPADX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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