VPADX vs. VPL
Compare and contrast key facts about Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Vanguard FTSE Pacific ETF (VPL).
VPADX is managed by Vanguard. It was launched on Aug 13, 2001. VPL is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPADX or VPL.
Key characteristics
| VPADX | VPL | |
|---|---|---|
| YTD Return | 2.83% | 2.94% |
| 1Y Return | 10.59% | 10.16% |
| 3Y Return (Ann) | -0.52% | -0.58% |
| 5Y Return (Ann) | 3.90% | 3.89% |
| 10Y Return (Ann) | 4.81% | 4.80% |
| Sharpe Ratio | 0.85 | 0.84 |
| Sortino Ratio | 1.25 | 1.24 |
| Omega Ratio | 1.16 | 1.16 |
| Calmar Ratio | 0.88 | 0.85 |
| Martin Ratio | 4.16 | 4.07 |
| Ulcer Index | 3.16% | 3.14% |
| Daily Std Dev | 15.50% | 15.22% |
| Max Drawdown | -55.28% | -55.49% |
| Current Drawdown | -8.13% | -8.02% |
Correlation
The correlation between VPADX and VPL is 0.96, 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. VPL - Performance Comparison
The year-to-date returns for both investments are quite close, with VPADX having a 2.83% return and VPL slightly higher at 2.94%. Both investments have delivered pretty close results over the past 10 years, with VPADX having a 4.81% annualized return and VPL not far behind at 4.80%. 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. VPL - Expense Ratio Comparison
VPADX has a 0.10% expense ratio, which is higher than VPL'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%.
Risk-Adjusted Performance
VPADX vs. VPL - 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 FTSE Pacific ETF (VPL). 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. VPL - Dividend Comparison
VPADX's dividend yield for the trailing twelve months is around 3.11%, which matches VPL's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPADX Vanguard Pacific Stock Index Fund Admiral Shares | 3.11% | 3.09% | 2.73% | 3.15% | 1.79% | 2.83% | 3.03% | 2.57% | 2.65% | 2.43% | 2.70% | 2.50% |
VPL Vanguard FTSE Pacific ETF | 3.14% | 3.12% | 2.75% | 3.19% | 1.81% | 2.85% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% | 2.49% |
Drawdowns
VPADX vs. VPL - Drawdown Comparison
The maximum VPADX drawdown since its inception was -55.28%, roughly equal to the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for VPADX and VPL. For additional features, visit the drawdowns tool.
Volatility
VPADX vs. VPL - Volatility Comparison
Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Vanguard FTSE Pacific ETF (VPL) have volatilities of 4.02% and 4.10%, 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.