VPADX vs. SPY
Compare and contrast key facts about Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and SPDR S&P 500 ETF (SPY).
VPADX is managed by Vanguard. It was launched on Aug 13, 2001. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPADX or SPY.
Key characteristics
| VPADX | SPY | |
|---|---|---|
| YTD Return | 4.00% | 26.77% |
| 1Y Return | 14.43% | 37.43% |
| 3Y Return (Ann) | -0.14% | 10.15% |
| 5Y Return (Ann) | 4.32% | 15.86% |
| 10Y Return (Ann) | 4.94% | 13.33% |
| Sharpe Ratio | 0.91 | 3.06 |
| Sortino Ratio | 1.33 | 4.08 |
| Omega Ratio | 1.17 | 1.58 |
| Calmar Ratio | 0.84 | 4.44 |
| Martin Ratio | 4.52 | 20.11 |
| Ulcer Index | 3.11% | 1.85% |
| Daily Std Dev | 15.46% | 12.18% |
| Max Drawdown | -55.28% | -55.19% |
| Current Drawdown | -7.07% | -0.31% |
Correlation
The correlation between VPADX and SPY is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VPADX vs. SPY - Performance Comparison
In the year-to-date period, VPADX achieves a 4.00% return, which is significantly lower than SPY's 26.77% return. Over the past 10 years, VPADX has underperformed SPY with an annualized return of 4.94%, while SPY has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VPADX vs. SPY - Expense Ratio Comparison
VPADX has a 0.10% expense ratio, which is higher than SPY's 0.09% 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%.
Risk-Adjusted Performance
VPADX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
VPADX vs. SPY - Dividend Comparison
VPADX's dividend yield for the trailing twelve months is around 3.08%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPADX Vanguard Pacific Stock Index Fund Admiral Shares | 3.08% | 3.09% | 2.73% | 3.15% | 1.79% | 2.83% | 3.03% | 2.57% | 2.65% | 2.43% | 2.70% | 2.50% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VPADX vs. SPY - Drawdown Comparison
The maximum VPADX drawdown since its inception was -55.28%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VPADX and SPY. For additional features, visit the drawdowns tool.
Volatility
VPADX vs. SPY - Volatility Comparison
Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) has a higher volatility of 4.31% compared to SPDR S&P 500 ETF (SPY) at 3.88%. This indicates that VPADX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.