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

Correlation

The correlation between VPADX and VYMI is 0.73, 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. VYMI - 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 International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VPADX:

0.41

VYMI:

0.89

Sortino Ratio

VPADX:

0.69

VYMI:

1.42

Omega Ratio

VPADX:

1.09

VYMI:

1.20

Calmar Ratio

VPADX:

0.46

VYMI:

1.23

Martin Ratio

VPADX:

1.32

VYMI:

4.27

Ulcer Index

VPADX:

5.67%

VYMI:

3.69%

Daily Std Dev

VPADX:

18.24%

VYMI:

16.26%

Max Drawdown

VPADX:

-55.28%

VYMI:

-40.00%

Current Drawdown

VPADX:

-0.94%

VYMI:

0.00%

Returns By Period

In the year-to-date period, VPADX achieves a 9.50% return, which is significantly lower than VYMI's 14.33% return.


VPADX

YTD

9.50%

1M

10.40%

6M

5.16%

1Y

7.44%

5Y*

8.72%

10Y*

4.73%

VYMI

YTD

14.33%

1M

8.57%

6M

11.30%

1Y

14.38%

5Y*

15.81%

10Y*

N/A

*Annualized

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VPADX vs. VYMI - Expense Ratio Comparison

VPADX has a 0.10% expense ratio, which is lower than VYMI's 0.22% expense ratio. Despite the difference, 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. VYMI — 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

VYMI
The Risk-Adjusted Performance Rank of VYMI is 8181
Overall Rank
The Sharpe Ratio Rank of VYMI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 8181
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. VYMI - 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 International High Dividend Yield ETF (VYMI). 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 VYMI Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of VPADX and VYMI, 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. VYMI - Dividend Comparison

VPADX's dividend yield for the trailing twelve months is around 3.04%, less than VYMI's 4.25% 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%
VYMI
Vanguard International High Dividend Yield ETF
4.25%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%

Drawdowns

VPADX vs. VYMI - Drawdown Comparison

The maximum VPADX drawdown since its inception was -55.28%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for VPADX and VYMI. For additional features, visit the drawdowns tool.


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Volatility

VPADX vs. VYMI - Volatility Comparison

Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Vanguard International High Dividend Yield ETF (VYMI) 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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