PortfoliosLab logoPortfoliosLab logo
VPKIX vs. INDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPKIX vs. INDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX) and ALPS/Kotak India ESG Fund (INDAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VPKIX vs. INDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPKIX
Vanguard Pacific Stock Index Fund Institutional Shares
4.37%33.12%1.29%15.58%-15.20%1.47%16.54%17.61%-13.87%28.55%
INDAX
ALPS/Kotak India ESG Fund
-17.72%2.03%10.94%16.77%-12.62%26.37%14.68%8.41%-12.51%39.77%

Returns By Period

In the year-to-date period, VPKIX achieves a 4.37% return, which is significantly higher than INDAX's -17.72% return. Over the past 10 years, VPKIX has outperformed INDAX with an annualized return of 8.81%, while INDAX has yielded a comparatively lower 6.97% annualized return.


VPKIX

1D
-0.50%
1M
-13.40%
YTD
4.37%
6M
9.98%
1Y
35.15%
3Y*
15.50%
5Y*
6.38%
10Y*
8.81%

INDAX

1D
-1.80%
1M
-13.54%
YTD
-17.72%
6M
-15.44%
1Y
-12.38%
3Y*
3.65%
5Y*
2.06%
10Y*
6.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VPKIX vs. INDAX - Expense Ratio Comparison

VPKIX has a 0.08% expense ratio, which is lower than INDAX's 1.33% expense ratio.


Return for Risk

VPKIX vs. INDAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VPKIX
VPKIX Risk / Return Rank: 8787
Overall Rank
VPKIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VPKIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
VPKIX Omega Ratio Rank: 8484
Omega Ratio Rank
VPKIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VPKIX Martin Ratio Rank: 8888
Martin Ratio Rank

INDAX
INDAX Risk / Return Rank: 11
Overall Rank
INDAX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
INDAX Sortino Ratio Rank: 00
Sortino Ratio Rank
INDAX Omega Ratio Rank: 11
Omega Ratio Rank
INDAX Calmar Ratio Rank: 11
Calmar Ratio Rank
INDAX Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VPKIX vs. INDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX) and ALPS/Kotak India ESG Fund (INDAX). 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.


VPKIXINDAXDifference

Sharpe ratio

Return per unit of total volatility

1.80

-0.83

+2.64

Sortino ratio

Return per unit of downside risk

2.34

-1.10

+3.44

Omega ratio

Gain probability vs. loss probability

1.35

0.87

+0.47

Calmar ratio

Return relative to maximum drawdown

2.35

-0.61

+2.96

Martin ratio

Return relative to average drawdown

9.57

-2.14

+11.71

VPKIX vs. INDAX - Sharpe Ratio Comparison

The current VPKIX Sharpe Ratio is 1.80, which is higher than the INDAX Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of VPKIX and INDAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VPKIXINDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

-0.83

+2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.14

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.42

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.34

-0.11

Correlation

The correlation between VPKIX and INDAX is 0.46, 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.


Dividends

VPKIX vs. INDAX - Dividend Comparison

VPKIX's dividend yield for the trailing twelve months is around 3.39%, less than INDAX's 6.83% yield.


TTM20252024202320222021202020192018201720162015
VPKIX
Vanguard Pacific Stock Index Fund Institutional Shares
3.39%4.00%3.15%3.11%2.74%3.17%1.81%2.85%3.05%2.60%2.67%2.45%
INDAX
ALPS/Kotak India ESG Fund
6.83%5.62%16.14%4.43%1.65%5.48%0.00%1.30%6.55%2.79%1.32%15.14%

Drawdowns

VPKIX vs. INDAX - Drawdown Comparison

The maximum VPKIX drawdown since its inception was -55.26%, which is greater than INDAX's maximum drawdown of -43.98%. Use the drawdown chart below to compare losses from any high point for VPKIX and INDAX.


Loading graphics...

Drawdown Indicators


VPKIXINDAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.26%

-43.98%

-11.28%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-20.85%

+7.45%

Max Drawdown (5Y)

Largest decline over 5 years

-31.12%

-23.49%

-7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-33.62%

-43.98%

+10.36%

Current Drawdown

Current decline from peak

-13.40%

-23.49%

+10.09%

Average Drawdown

Average peak-to-trough decline

-15.52%

-10.67%

-4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

5.92%

-2.63%

Volatility

VPKIX vs. INDAX - Volatility Comparison

Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX) has a higher volatility of 8.79% compared to ALPS/Kotak India ESG Fund (INDAX) at 6.24%. This indicates that VPKIX's price experiences larger fluctuations and is considered to be riskier than INDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VPKIXINDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.79%

6.24%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.71%

10.28%

+3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

14.65%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

14.97%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

16.75%

-0.68%