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VPKIX vs. VENAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPKIX vs. VENAX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with VPKIX having a 30.38% return and VENAX slightly higher at 30.74%. Over the past 10 years, VPKIX has outperformed VENAX with an annualized return of 10.86%, while VENAX has yielded a comparatively lower 9.50% annualized return.


VPKIX

1D
-0.22%
1M
9.82%
YTD
30.38%
6M
33.47%
1Y
54.12%
3Y*
23.38%
5Y*
10.61%
10Y*
10.86%

VENAX

1D
1.15%
1M
-3.23%
YTD
30.74%
6M
27.90%
1Y
43.96%
3Y*
17.52%
5Y*
20.23%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VPKIX vs. VENAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPKIX
Vanguard Pacific Stock Index Fund Institutional Shares
30.38%33.12%1.29%15.58%-15.20%1.47%16.54%17.61%-13.87%28.55%
VENAX
Vanguard Energy Index Fund Admiral Shares
30.74%7.29%6.57%0.05%62.94%55.57%-33.27%9.36%-19.90%-2.39%

Correlation

The correlation between VPKIX and VENAX is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2004

0.52

Over the past year, the correlation between VPKIX and VENAX has dropped to 0.03 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

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Return for Risk

VPKIX vs. VENAX — Risk / Return Rank

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

VPKIX
VPKIX Risk / Return Rank: 8282
Overall Rank
VPKIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VPKIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
VPKIX Omega Ratio Rank: 7979
Omega Ratio Rank
VPKIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VPKIX Martin Ratio Rank: 8282
Martin Ratio Rank

VENAX
VENAX Risk / Return Rank: 5858
Overall Rank
VENAX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VENAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
VENAX Omega Ratio Rank: 4545
Omega Ratio Rank
VENAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VENAX Martin Ratio Rank: 5757
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. VENAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX) and Vanguard Energy Index Fund Admiral Shares (VENAX). 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.


VPKIXVENAXDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.52

1.36

+0.15

Calmar ratioReturn relative to maximum drawdown

3.97

3.91

+0.06

Martin ratioReturn relative to average drawdown

15.35

11.54

+3.82

VPKIX vs. VENAX - Sharpe Ratio Comparison

The current VPKIX Sharpe Ratio is 2.88, which is comparable to the VENAX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of VPKIX and VENAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VPKIXVENAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.88

2.26

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.77

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.32

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.27

+0.01

Drawdowns

VPKIX vs. VENAX - Drawdown Comparison

The maximum VPKIX drawdown since its inception was -55.26%, smaller than the maximum VENAX drawdown of -74.42%. Use the drawdown chart below to compare losses from any high point for VPKIX and VENAX.


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Drawdown Indicators


VPKIXVENAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.26%

-74.42%

+19.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-11.79%

-1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-16.38%

-21.44%

+5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-31.12%

-26.59%

-4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.62%

-69.58%

+35.96%

Current Drawdown

Current decline from peak

-0.22%

-7.50%

+7.28%

Average Drawdown

Average peak-to-trough decline

-15.44%

-19.98%

+4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

3.99%

-0.53%

Volatility

VPKIX vs. VENAX - Volatility Comparison

The current volatility for Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX) is 6.42%, while Vanguard Energy Index Fund Admiral Shares (VENAX) has a volatility of 7.91%. This indicates that VPKIX experiences smaller price fluctuations and is considered to be less risky than VENAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPKIXVENAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

7.91%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

16.29%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.52%

20.40%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

26.43%

-9.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

30.24%

-13.99%

VPKIX vs. VENAX - Expense Ratio Comparison

VPKIX has a 0.08% expense ratio, which is lower than VENAX's 0.10% 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%.


Dividends

VPKIX vs. VENAX - Dividend Comparison

VPKIX's dividend yield for the trailing twelve months is around 2.72%, more than VENAX's 2.40% yield.


PositionTTM20252024202320222021202020192018201720162015
VENAX
Vanguard Energy Index Fund Admiral Shares
2.40%3.10%3.24%3.34%3.65%3.80%4.76%3.41%3.35%2.90%2.31%3.17%
VPKIX
Vanguard Pacific Stock Index Fund Institutional Shares
2.72%4.00%3.15%3.11%2.74%3.17%1.81%2.85%3.05%2.60%2.67%2.45%

Frequently Asked Questions


VPKIX and VENAX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VENAX has higher volatility (7.91%) compared to VPKIX (6.42%). In terms of maximum drawdown, VPKIX dropped -55.26% vs VENAX's -74.42%.

VPKIX currently has the higher Sharpe Ratio (2.88 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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