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

Key characteristics


VPADXSWPPX
YTD Return2.92%6.62%
1Y Return13.08%25.68%
3Y Return (Ann)-0.45%8.15%
5Y Return (Ann)4.82%13.31%
10Y Return (Ann)5.06%12.43%
Sharpe Ratio1.012.11
Daily Std Dev13.16%11.78%
Max Drawdown-55.28%-55.06%
Current Drawdown-5.77%-3.55%

Correlation

-0.50.00.51.00.7

The correlation between VPADX and SWPPX is 0.69, 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. SWPPX - Performance Comparison

In the year-to-date period, VPADX achieves a 2.92% return, which is significantly lower than SWPPX's 6.62% return. Over the past 10 years, VPADX has underperformed SWPPX with an annualized return of 5.06%, while SWPPX has yielded a comparatively higher 12.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
222.11%
550.06%
VPADX
SWPPX

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Vanguard Pacific Stock Index Fund Admiral Shares

Schwab S&P 500 Index Fund

VPADX vs. SWPPX - Expense Ratio Comparison

VPADX has a 0.10% expense ratio, which is higher than SWPPX's 0.02% 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 SWPPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

VPADX vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Schwab S&P 500 Index Fund (SWPPX). 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
SWPPX
Sharpe ratio
The chart of Sharpe ratio for SWPPX, currently valued at 2.11, compared to the broader market-1.000.001.002.003.004.002.11
Sortino ratio
The chart of Sortino ratio for SWPPX, currently valued at 3.04, compared to the broader market-2.000.002.004.006.008.0010.003.04
Omega ratio
The chart of Omega ratio for SWPPX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for SWPPX, currently valued at 1.84, compared to the broader market0.002.004.006.008.0010.0012.001.84
Martin ratio
The chart of Martin ratio for SWPPX, currently valued at 8.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.61

VPADX vs. SWPPX - Sharpe Ratio Comparison

The current VPADX Sharpe Ratio is 1.01, which is lower than the SWPPX Sharpe Ratio of 2.11. The chart below compares the 12-month rolling Sharpe Ratio of VPADX and SWPPX.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.01
2.11
VPADX
SWPPX

Dividends

VPADX vs. SWPPX - Dividend Comparison

VPADX's dividend yield for the trailing twelve months is around 3.20%, more than SWPPX's 1.34% 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%
SWPPX
Schwab S&P 500 Index Fund
1.34%1.43%1.67%1.27%1.81%1.95%2.66%1.78%2.55%3.17%1.80%1.67%

Drawdowns

VPADX vs. SWPPX - Drawdown Comparison

The maximum VPADX drawdown since its inception was -55.28%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for VPADX and SWPPX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-5.77%
-3.55%
VPADX
SWPPX

Volatility

VPADX vs. SWPPX - Volatility Comparison

Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) has a higher volatility of 5.01% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.05%. This indicates that VPADX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
5.01%
4.05%
VPADX
SWPPX