VPKIX vs. VPL

The year-to-date returns for both stocks are quite close, with VPKIX having a 11.94% return and VPL slightly lower at 11.80%. Both investments have delivered pretty close results over the past 10 years, with VPKIX having a 5.20% annualized return and VPL not far ahead at 5.21%.

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Both VPKIX and VPL have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

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

The current VPKIX Sharpe Ratio is 0.60, which is comparable to the VPL Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VPKIX and VPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VPKIX's dividend yield for the trailing twelve months is around 3.00%, which matches VPL's 3.00% yield.

The maximum VPKIX drawdown since its inception was -55.26%, roughly equal to the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for VPKIX and VPL.

The current volatility for Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX) is 3.24%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 3.61%. This indicates that VPKIX experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.