PortfoliosLab logoPortfoliosLab logo
VPADX vs. ETGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPADX vs. ETGIX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VPADX achieves a 30.38% return, which is significantly higher than ETGIX's -13.00% return. Over the past 10 years, VPADX has outperformed ETGIX with an annualized return of 10.84%, while ETGIX has yielded a comparatively lower 7.13% annualized return.


VPADX

1D
-0.18%
1M
9.83%
YTD
30.38%
6M
33.51%
1Y
54.13%
3Y*
23.36%
5Y*
10.60%
10Y*
10.84%

ETGIX

1D
-0.10%
1M
-1.10%
YTD
-13.00%
6M
-12.25%
1Y
-14.36%
3Y*
5.51%
5Y*
1.99%
10Y*
7.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VPADX vs. ETGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
30.38%33.15%1.24%15.55%-15.24%1.46%16.56%17.57%-13.92%28.62%
ETGIX
Eaton Vance Greater India Fund
-13.00%-2.06%17.55%20.60%-19.86%25.74%17.64%10.52%-12.14%44.79%

Correlation

The correlation between VPADX and ETGIX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.40

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

0.47

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

0.47

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2001

0.44

The correlation between VPADX and ETGIX shifts across timeframes, from 0.33 (1 year) to 0.47 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

VPADX vs. ETGIX — Risk / Return Rank

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

VPADX
VPADX Risk / Return Rank: 8282
Overall Rank
VPADX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VPADX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VPADX Omega Ratio Rank: 7979
Omega Ratio Rank
VPADX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VPADX Martin Ratio Rank: 8181
Martin Ratio Rank

ETGIX
ETGIX Risk / Return Rank: 00
Overall Rank
ETGIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
ETGIX Sortino Ratio Rank: 00
Sortino Ratio Rank
ETGIX Omega Ratio Rank: 00
Omega Ratio Rank
ETGIX Calmar Ratio Rank: 11
Calmar Ratio Rank
ETGIX Martin Ratio Rank: 00
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.

VPADX vs. ETGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Eaton Vance Greater India Fund (ETGIX). 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.


VPADXETGIXDifference

Sharpe ratio

Return per unit of total volatility

2.88

-1.09

+3.97

Sortino ratio

Return per unit of downside risk

3.69

-1.54

+5.24

Omega ratio

Gain probability vs. loss probability

1.52

0.83

+0.69

Calmar ratio

Return relative to maximum drawdown

3.96

-0.69

+4.65

Martin ratio

Return relative to average drawdown

15.37

-1.60

+16.97

VPADX vs. ETGIX - Sharpe Ratio Comparison

The current VPADX Sharpe Ratio is 2.88, which is higher than the ETGIX Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of VPADX and ETGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VPADXETGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.88

-1.09

+3.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.13

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.41

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.26

+0.12

Drawdowns

VPADX vs. ETGIX - Drawdown Comparison

The maximum VPADX drawdown since its inception was -55.28%, smaller than the maximum ETGIX drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for VPADX and ETGIX.


Loading charts...

Drawdown Indicators


VPADXETGIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.28%

-73.62%

+18.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-22.03%

+8.62%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

-27.22%

+10.85%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-29.84%

-1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

-42.71%

+9.04%

Current Drawdown

Current decline from peak

-0.18%

-22.84%

+22.66%

Average Drawdown

Average peak-to-trough decline

-11.75%

-26.86%

+15.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

9.50%

-6.05%

Volatility

VPADX vs. ETGIX - Volatility Comparison

Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) has a higher volatility of 6.40% compared to Eaton Vance Greater India Fund (ETGIX) at 4.72%. This indicates that VPADX's price experiences larger fluctuations and is considered to be riskier than ETGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VPADXETGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

4.72%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

15.11%

12.09%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.48%

13.99%

+4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

15.10%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

17.64%

-1.40%

VPADX vs. ETGIX - Expense Ratio Comparison

VPADX has a 0.10% expense ratio, which is lower than ETGIX's 1.57% expense ratio.


Dividends

VPADX vs. ETGIX - Dividend Comparison

VPADX's dividend yield for the trailing twelve months is around 2.71%, less than ETGIX's 16.63% yield.


PositionTTM20252024202320222021202020192018201720162015
ETGIX
Eaton Vance Greater India Fund
16.63%14.47%4.07%4.85%21.62%8.60%0.24%2.79%1.17%3.32%0.56%0.79%
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
2.71%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


VPADX and ETGIX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPADX has higher volatility (6.40%) compared to ETGIX (4.72%). In terms of maximum drawdown, VPADX dropped -55.28% vs ETGIX's -73.62%.

VPADX currently has the higher Sharpe Ratio (2.88 vs -1.09), 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 VPADX and ETGIX

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

Open Portfolio Optimizer