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VPKIX vs. VFIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPKIX vs. VFIAX - 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 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VPKIX achieves a 30.38% return, which is significantly higher than VFIAX's 11.69% return. Over the past 10 years, VPKIX has underperformed VFIAX with an annualized return of 10.86%, while VFIAX has yielded a comparatively higher 15.63% 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%

VFIAX

1D
0.13%
1M
5.80%
YTD
11.69%
6M
11.73%
1Y
28.95%
3Y*
22.72%
5Y*
14.24%
10Y*
15.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VPKIX vs. VFIAX - 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%
VFIAX
Vanguard 500 Index Fund Admiral Shares
11.69%17.83%24.97%26.24%-18.16%28.65%18.32%31.46%-4.45%21.78%

Correlation

The correlation between VPKIX and VFIAX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.71

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

0.72

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

0.74

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2000

0.68

The correlation between VPKIX and VFIAX has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.

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Return for Risk

VPKIX vs. VFIAX — 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

VFIAX
VFIAX Risk / Return Rank: 7373
Overall Rank
VFIAX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VFIAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VFIAX Omega Ratio Rank: 6767
Omega Ratio Rank
VFIAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VFIAX Martin Ratio Rank: 8383
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. VFIAX - 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 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.


VPKIXVFIAXDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.52

1.46

+0.06

Calmar ratioReturn relative to maximum drawdown

3.97

3.35

+0.62

Martin ratioReturn relative to average drawdown

15.35

15.66

-0.31

VPKIX vs. VFIAX - Sharpe Ratio Comparison

The current VPKIX Sharpe Ratio is 2.88, which is comparable to the VFIAX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of VPKIX and VFIAX, 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


VPKIXVFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.88

2.52

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.85

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.87

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.47

-0.19

Drawdowns

VPKIX vs. VFIAX - Drawdown Comparison

The maximum VPKIX drawdown since its inception was -55.26%, roughly equal to the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VPKIX and VFIAX.


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Drawdown Indicators


VPKIXVFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.26%

-55.20%

-0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-8.90%

-4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-16.38%

-18.75%

+2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-31.12%

-24.53%

-6.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.62%

-33.83%

+0.21%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-15.44%

-9.40%

-6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

1.90%

+1.56%

Volatility

VPKIX vs. VFIAX - Volatility Comparison

Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX) has a higher volatility of 6.42% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 2.82%. This indicates that VPKIX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPKIXVFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

2.82%

+3.60%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

8.98%

+6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.52%

11.86%

+6.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

16.90%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

18.07%

-1.82%

VPKIX vs. VFIAX - Expense Ratio Comparison

VPKIX has a 0.08% 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%.


Dividends

VPKIX vs. VFIAX - Dividend Comparison

VPKIX's dividend yield for the trailing twelve months is around 2.72%, more than VFIAX's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.01%1.12%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%
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 VFIAX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPKIX has higher volatility (6.42%) compared to VFIAX (2.82%). In terms of maximum drawdown, VPKIX dropped -55.26% vs VFIAX's -55.20%.

VPKIX currently has the higher Sharpe Ratio (2.88 vs 2.52), 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.

Portfolio Optimizer

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