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

Correlation

The correlation between VPADX and VFIAX 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.


-0.50.00.51.00.7

Performance

VPADX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.96%
10.01%
VPADX
VFIAX

Key characteristics

Sharpe Ratio

VPADX:

0.12

VFIAX:

2.17

Sortino Ratio

VPADX:

0.27

VFIAX:

2.89

Omega Ratio

VPADX:

1.03

VFIAX:

1.41

Calmar Ratio

VPADX:

0.16

VFIAX:

3.21

Martin Ratio

VPADX:

0.46

VFIAX:

14.16

Ulcer Index

VPADX:

3.97%

VFIAX:

1.92%

Daily Std Dev

VPADX:

15.55%

VFIAX:

12.52%

Max Drawdown

VPADX:

-55.28%

VFIAX:

-55.20%

Current Drawdown

VPADX:

-10.84%

VFIAX:

-2.16%

Returns By Period

In the year-to-date period, VPADX achieves a -0.21% return, which is significantly lower than VFIAX's 26.50% return. Over the past 10 years, VPADX has underperformed VFIAX with an annualized return of 4.79%, while VFIAX has yielded a comparatively higher 13.06% annualized return.


VPADX

YTD

-0.21%

1M

-3.98%

6M

-1.96%

1Y

1.77%

5Y*

2.97%

10Y*

4.79%

VFIAX

YTD

26.50%

1M

-0.13%

6M

10.01%

1Y

26.93%

5Y*

14.84%

10Y*

13.06%

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. VFIAX - Expense Ratio Comparison

VPADX has a 0.10% expense ratio, which is higher than VFIAX's 0.04% 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 VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VPADX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for VPADX, currently valued at 0.12, compared to the broader market-1.000.001.002.003.004.000.122.17
The chart of Sortino ratio for VPADX, currently valued at 0.27, compared to the broader market-2.000.002.004.006.008.0010.000.272.89
The chart of Omega ratio for VPADX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.003.501.031.41
The chart of Calmar ratio for VPADX, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.0014.000.163.21
The chart of Martin ratio for VPADX, currently valued at 0.46, compared to the broader market0.0020.0040.0060.000.4614.16
VPADX
VFIAX

The current VPADX Sharpe Ratio is 0.12, which is lower than the VFIAX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VPADX and VFIAX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.12
2.17
VPADX
VFIAX

Dividends

VPADX vs. VFIAX - Dividend Comparison

VPADX's dividend yield for the trailing twelve months is around 1.39%, more than VFIAX's 0.90% yield.


TTM20232022202120202019201820172016201520142013
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
1.39%3.09%2.73%3.15%1.79%2.83%3.03%2.57%2.65%2.43%2.70%2.50%
VFIAX
Vanguard 500 Index Fund Admiral Shares
0.90%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VPADX vs. VFIAX - Drawdown Comparison

The maximum VPADX drawdown since its inception was -55.28%, roughly equal to the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VPADX and VFIAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.84%
-2.16%
VPADX
VFIAX

Volatility

VPADX vs. VFIAX - Volatility Comparison

Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 3.89% and 3.77%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.89%
3.77%
VPADX
VFIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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