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

Key characteristics


VPADXVMVFX
YTD Return2.92%5.82%
1Y Return13.08%11.61%
3Y Return (Ann)-0.45%5.02%
5Y Return (Ann)4.82%5.03%
10Y Return (Ann)5.06%7.60%
Sharpe Ratio1.011.29
Daily Std Dev13.16%8.78%
Max Drawdown-55.28%-33.09%
Current Drawdown-5.77%-2.68%

Correlation

-0.50.00.51.00.7

The correlation between VPADX and VMVFX is 0.74, 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

VPADX vs. VMVFX - Performance Comparison

In the year-to-date period, VPADX achieves a 2.92% return, which is significantly lower than VMVFX's 5.82% return. Over the past 10 years, VPADX has underperformed VMVFX with an annualized return of 5.06%, while VMVFX has yielded a comparatively higher 7.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
64.65%
121.56%
VPADX
VMVFX

Compare stocks, funds, or ETFs

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


Vanguard Pacific Stock Index Fund Admiral Shares

Vanguard Global Minimum Volatility Fund Investor Shares

VPADX vs. VMVFX - Expense Ratio Comparison

VPADX has a 0.10% expense ratio, which is lower than VMVFX's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VMVFX
Vanguard Global Minimum Volatility Fund Investor Shares
Expense ratio chart for VMVFX: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%
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

VPADX vs. VMVFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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.


VPADX
Sharpe ratio
The chart of Sharpe ratio for VPADX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.001.01
Sortino ratio
The chart of Sortino ratio for VPADX, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.0010.001.48
Omega ratio
The chart of Omega ratio for VPADX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for VPADX, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.000.64
Martin ratio
The chart of Martin ratio for VPADX, currently valued at 3.27, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.27
VMVFX
Sharpe ratio
The chart of Sharpe ratio for VMVFX, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.001.29
Sortino ratio
The chart of Sortino ratio for VMVFX, currently valued at 1.88, compared to the broader market-2.000.002.004.006.008.0010.001.88
Omega ratio
The chart of Omega ratio for VMVFX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for VMVFX, currently valued at 2.22, compared to the broader market0.002.004.006.008.0010.0012.002.22
Martin ratio
The chart of Martin ratio for VMVFX, currently valued at 5.99, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.99

VPADX vs. VMVFX - Sharpe Ratio Comparison

The current VPADX Sharpe Ratio is 1.01, which roughly equals the VMVFX Sharpe Ratio of 1.29. The chart below compares the 12-month rolling Sharpe Ratio of VPADX and VMVFX.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
1.01
1.29
VPADX
VMVFX

Dividends

VPADX vs. VMVFX - Dividend Comparison

VPADX's dividend yield for the trailing twelve months is around 3.20%, more than VMVFX's 2.88% yield.


TTM20232022202120202019201820172016201520142013
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
3.20%3.09%2.73%3.15%1.79%2.83%3.03%2.57%2.65%2.43%2.70%2.50%
VMVFX
Vanguard Global Minimum Volatility Fund Investor Shares
2.88%3.05%4.96%3.42%2.02%5.12%7.27%2.30%2.71%3.22%6.19%0.23%

Drawdowns

VPADX vs. VMVFX - Drawdown Comparison

The maximum VPADX drawdown since its inception was -55.28%, which is greater than VMVFX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for VPADX and VMVFX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-5.77%
-2.68%
VPADX
VMVFX

Volatility

VPADX vs. VMVFX - Volatility Comparison

Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) has a higher volatility of 5.01% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.05%. This indicates that VPADX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
5.01%
2.05%
VPADX
VMVFX