PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VPADX vs. FPADX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VPADXFPADX
YTD Return5.42%11.44%
1Y Return15.63%19.25%
3Y Return (Ann)0.32%-2.22%
5Y Return (Ann)4.52%3.64%
10Y Return (Ann)5.08%3.39%
Sharpe Ratio1.081.42
Sortino Ratio1.552.03
Omega Ratio1.201.25
Calmar Ratio0.990.68
Martin Ratio5.397.24
Ulcer Index3.08%2.75%
Daily Std Dev15.42%14.07%
Max Drawdown-55.28%-39.16%
Current Drawdown-5.81%-15.58%

Correlation

-0.50.00.51.00.8

The correlation between VPADX and FPADX is 0.76, 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. FPADX - Performance Comparison

In the year-to-date period, VPADX achieves a 5.42% return, which is significantly lower than FPADX's 11.44% return. Over the past 10 years, VPADX has outperformed FPADX with an annualized return of 5.08%, while FPADX has yielded a comparatively lower 3.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.24%
4.77%
VPADX
FPADX

Compare stocks, funds, or ETFs

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


VPADX vs. FPADX - Expense Ratio Comparison

VPADX has a 0.10% expense ratio, which is higher than FPADX's 0.08% 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%.


VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
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%
Expense ratio chart for FPADX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VPADX vs. FPADX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Fidelity Emerging Markets Index Fund (FPADX). 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 1.08, compared to the broader market0.002.004.001.08
Sortino ratio
The chart of Sortino ratio for VPADX, currently valued at 1.55, compared to the broader market0.005.0010.001.55
Omega ratio
The chart of Omega ratio for VPADX, currently valued at 1.20, compared to the broader market1.002.003.004.001.20
Calmar ratio
The chart of Calmar ratio for VPADX, currently valued at 0.99, compared to the broader market0.005.0010.0015.0020.000.99
Martin ratio
The chart of Martin ratio for VPADX, currently valued at 5.39, compared to the broader market0.0020.0040.0060.0080.00100.005.39
FPADX
Sharpe ratio
The chart of Sharpe ratio for FPADX, currently valued at 1.42, compared to the broader market0.002.004.001.42
Sortino ratio
The chart of Sortino ratio for FPADX, currently valued at 2.03, compared to the broader market0.005.0010.002.03
Omega ratio
The chart of Omega ratio for FPADX, currently valued at 1.25, compared to the broader market1.002.003.004.001.25
Calmar ratio
The chart of Calmar ratio for FPADX, currently valued at 0.68, compared to the broader market0.005.0010.0015.0020.000.68
Martin ratio
The chart of Martin ratio for FPADX, currently valued at 7.24, compared to the broader market0.0020.0040.0060.0080.00100.007.24

VPADX vs. FPADX - Sharpe Ratio Comparison

The current VPADX Sharpe Ratio is 1.08, which is comparable to the FPADX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of VPADX and FPADX, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.08
1.42
VPADX
FPADX

Dividends

VPADX vs. FPADX - Dividend Comparison

VPADX's dividend yield for the trailing twelve months is around 3.04%, more than FPADX's 2.40% yield.


TTM20232022202120202019201820172016201520142013
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
3.04%3.09%2.73%3.15%1.79%2.83%3.03%2.57%2.65%2.43%2.70%2.50%
FPADX
Fidelity Emerging Markets Index Fund
2.40%2.68%2.47%2.14%1.50%2.59%2.20%1.76%1.69%2.47%2.03%2.15%

Drawdowns

VPADX vs. FPADX - Drawdown Comparison

The maximum VPADX drawdown since its inception was -55.28%, which is greater than FPADX's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for VPADX and FPADX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.81%
-15.58%
VPADX
FPADX

Volatility

VPADX vs. FPADX - Volatility Comparison

The current volatility for Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) is 4.15%, while Fidelity Emerging Markets Index Fund (FPADX) has a volatility of 4.55%. This indicates that VPADX experiences smaller price fluctuations and is considered to be less risky than FPADX based on this measure. 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%JuneJulyAugustSeptemberOctoberNovember
4.15%
4.55%
VPADX
FPADX