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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPL or EFV.
Key characteristics
| VPL | EFV | |
|---|---|---|
| YTD Return | 2.17% | 3.97% |
| 1Y Return | 11.12% | 12.90% |
| 3Y Return (Ann) | -0.63% | 5.80% |
| 5Y Return (Ann) | 4.93% | 5.87% |
| 10Y Return (Ann) | 4.98% | 3.07% |
| Sharpe Ratio | 0.81 | 1.04 |
| Daily Std Dev | 13.57% | 12.44% |
| Max Drawdown | -55.49% | -63.94% |
| Current Drawdown | -6.66% | -0.77% |
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.
Performance
VPL vs. EFV - Performance Comparison
In the year-to-date period, VPL achieves a 2.17% return, which is significantly lower than EFV's 3.97% return. Over the past 10 years, VPL has outperformed EFV with an annualized return of 4.98%, while EFV has yielded a comparatively lower 3.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
VPL vs. EFV - Risk-Adjusted Performance 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.
Dividends
VPL vs. EFV - Dividend Comparison
VPL's dividend yield for the trailing twelve months is around 3.25%, less than EFV's 4.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPL Vanguard FTSE Pacific ETF | 3.25% | 3.12% | 2.75% | 3.19% | 1.81% | 2.84% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% | 2.49% |
EFV iShares MSCI EAFE Value ETF | 4.20% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% | 4.87% | 3.19% |
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. For additional features, visit the drawdowns tool.
Volatility
VPL vs. EFV - Volatility Comparison
Vanguard FTSE Pacific ETF (VPL) has a higher volatility of 4.17% compared to iShares MSCI EAFE Value ETF (EFV) at 3.37%. 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.