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

Correlation

The correlation between VPADX and PID 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. PID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Invesco International Dividend Achievers™ ETF (PID). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VPADX:

0.41

PID:

0.71

Sortino Ratio

VPADX:

0.69

PID:

1.25

Omega Ratio

VPADX:

1.09

PID:

1.16

Calmar Ratio

VPADX:

0.46

PID:

1.01

Martin Ratio

VPADX:

1.32

PID:

3.04

Ulcer Index

VPADX:

5.67%

PID:

3.76%

Daily Std Dev

VPADX:

18.24%

PID:

13.87%

Max Drawdown

VPADX:

-55.28%

PID:

-66.34%

Current Drawdown

VPADX:

-0.94%

PID:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with VPADX having a 9.50% return and PID slightly lower at 9.14%. Over the past 10 years, VPADX has outperformed PID with an annualized return of 4.73%, while PID has yielded a comparatively lower 4.48% annualized return.


VPADX

YTD

9.50%

1M

10.40%

6M

5.16%

1Y

7.44%

5Y*

8.72%

10Y*

4.73%

PID

YTD

9.14%

1M

7.14%

6M

4.28%

1Y

9.75%

5Y*

15.86%

10Y*

4.48%

*Annualized

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VPADX vs. PID - Expense Ratio Comparison

VPADX has a 0.10% expense ratio, which is lower than PID's 0.56% expense ratio.


Risk-Adjusted Performance

VPADX vs. PID — Risk-Adjusted Performance Rank

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

VPADX
The Risk-Adjusted Performance Rank of VPADX is 4646
Overall Rank
The Sharpe Ratio Rank of VPADX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VPADX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VPADX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VPADX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of VPADX is 4444
Martin Ratio Rank

PID
The Risk-Adjusted Performance Rank of PID is 7373
Overall Rank
The Sharpe Ratio Rank of PID is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of PID is 7474
Sortino Ratio Rank
The Omega Ratio Rank of PID is 7070
Omega Ratio Rank
The Calmar Ratio Rank of PID is 8181
Calmar Ratio Rank
The Martin Ratio Rank of PID is 7272
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.

VPADX vs. PID - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Invesco International Dividend Achievers™ ETF (PID). 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 VPADX Sharpe Ratio is 0.41, which is lower than the PID Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of VPADX and PID, 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

VPADX vs. PID - Dividend Comparison

VPADX's dividend yield for the trailing twelve months is around 3.04%, less than PID's 3.54% yield.


TTM20242023202220212020201920182017201620152014
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
3.04%3.13%3.09%2.73%3.15%1.79%2.83%3.03%2.57%2.65%2.43%2.70%
PID
Invesco International Dividend Achievers™ ETF
3.54%3.88%3.31%3.29%3.29%3.17%4.00%3.86%3.46%3.91%4.48%3.92%

Drawdowns

VPADX vs. PID - Drawdown Comparison

The maximum VPADX drawdown since its inception was -55.28%, smaller than the maximum PID drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for VPADX and PID. For additional features, visit the drawdowns tool.


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Volatility

VPADX vs. PID - Volatility Comparison

Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Invesco International Dividend Achievers™ ETF (PID) have volatilities of 3.66% and 3.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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