VPL vs. EFV
Compare and contrast key facts about Vanguard FTSE Pacific ETF (VPL) and iShares MSCI EAFE Value ETF (EFV).
VPL and EFV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VPL is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific Index. It was launched on Mar 4, 2005. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005. Both VPL and EFV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VPL vs. EFV - Performance Comparison
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VPL vs. EFV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VPL Vanguard FTSE Pacific ETF | 8.11% | 32.66% | 1.68% | 15.58% | -15.20% | 1.10% | 16.65% | 18.16% | -14.40% | 28.85% |
EFV iShares MSCI EAFE Value ETF | 4.12% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
Returns By Period
In the year-to-date period, VPL achieves a 8.11% return, which is significantly higher than EFV's 4.12% return. Both investments have delivered pretty close results over the past 10 years, with VPL having a 9.19% annualized return and EFV not far ahead at 9.63%.
VPL
- 1D
- 3.52%
- 1M
- -10.28%
- YTD
- 8.11%
- 6M
- 14.30%
- 1Y
- 39.82%
- 3Y*
- 16.85%
- 5Y*
- 6.86%
- 10Y*
- 9.19%
EFV
- 1D
- 2.75%
- 1M
- -6.78%
- YTD
- 4.12%
- 6M
- 12.10%
- 1Y
- 31.82%
- 3Y*
- 20.57%
- 5Y*
- 12.40%
- 10Y*
- 9.63%
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VPL vs. EFV - Expense Ratio Comparison
VPL has a 0.08% expense ratio, which is lower than EFV's 0.39% expense ratio.
Return for Risk
VPL vs. EFV — Risk / Return Rank
VPL
EFV
VPL vs. EFV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) and iShares MSCI EAFE Value ETF (EFV). 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.
| VPL | EFV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 1.89 | +0.07 |
Sortino ratioReturn per unit of downside risk | 2.58 | 2.54 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.71 | +0.20 |
Martin ratioReturn relative to average drawdown | 11.94 | 10.58 | +1.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VPL | EFV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.89 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.79 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.54 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.26 | +0.04 |
Correlation
The correlation between VPL and EFV is 0.87, 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.
Dividends
VPL vs. EFV - Dividend Comparison
VPL's dividend yield for the trailing twelve months is around 3.28%, less than EFV's 4.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPL Vanguard FTSE Pacific ETF | 3.28% | 4.01% | 3.15% | 3.12% | 2.75% | 3.19% | 1.81% | 2.84% | 3.06% | 2.57% | 2.65% | 2.43% |
EFV iShares MSCI EAFE Value ETF | 4.00% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
Drawdowns
VPL vs. EFV - Drawdown Comparison
The maximum VPL drawdown since its inception was -55.49%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for VPL and EFV.
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Drawdown Indicators
| VPL | EFV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.49% | -63.94% | +8.45% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -11.29% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -31.09% | -25.84% | -5.25% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -43.16% | +9.26% |
Current DrawdownCurrent decline from peak | -10.28% | -6.99% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -14.93% | +3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.90% | +0.35% |
Volatility
VPL vs. EFV - Volatility Comparison
Vanguard FTSE Pacific ETF (VPL) has a higher volatility of 10.59% compared to iShares MSCI EAFE Value ETF (EFV) at 7.24%. This indicates that VPL's price experiences larger fluctuations and is considered to be riskier than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VPL | EFV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.59% | 7.24% | +3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.73% | 10.47% | +4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.49% | 16.95% | +3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 15.85% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 17.87% | -0.77% |