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VPL vs. EMMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPL vs. EMMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Pacific ETF (VPL) and WisdomTree Emerging Markets Multifactor Fund (EMMF). The values are adjusted to include any dividend payments, if applicable.

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VPL vs. EMMF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VPL
Vanguard FTSE Pacific ETF
8.11%32.66%1.68%15.58%-15.20%1.10%16.65%18.16%-10.48%
EMMF
WisdomTree Emerging Markets Multifactor Fund
5.23%21.22%9.45%20.59%-13.47%5.97%9.25%2.30%-6.64%

Returns By Period

In the year-to-date period, VPL achieves a 8.11% return, which is significantly higher than EMMF's 5.23% return.


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%

EMMF

1D
3.29%
1M
-7.68%
YTD
5.23%
6M
9.36%
1Y
27.88%
3Y*
17.64%
5Y*
7.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VPL vs. EMMF - Expense Ratio Comparison

VPL has a 0.08% expense ratio, which is lower than EMMF's 0.48% expense ratio.


Return for Risk

VPL vs. EMMF — Risk / Return Rank

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

VPL
VPL Risk / Return Rank: 9191
Overall Rank
VPL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 9191
Sortino Ratio Rank
VPL Omega Ratio Rank: 9191
Omega Ratio Rank
VPL Calmar Ratio Rank: 9090
Calmar Ratio Rank
VPL Martin Ratio Rank: 9191
Martin Ratio Rank

EMMF
EMMF Risk / Return Rank: 8585
Overall Rank
EMMF Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EMMF Sortino Ratio Rank: 8585
Sortino Ratio Rank
EMMF Omega Ratio Rank: 8585
Omega Ratio Rank
EMMF Calmar Ratio Rank: 8686
Calmar Ratio Rank
EMMF Martin Ratio Rank: 8787
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.

VPL vs. EMMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) and WisdomTree Emerging Markets Multifactor Fund (EMMF). 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.


VPLEMMFDifference

Sharpe ratio

Return per unit of total volatility

1.95

1.66

+0.30

Sortino ratio

Return per unit of downside risk

2.58

2.25

+0.33

Omega ratio

Gain probability vs. loss probability

1.38

1.34

+0.05

Calmar ratio

Return relative to maximum drawdown

2.91

2.58

+0.33

Martin ratio

Return relative to average drawdown

11.94

10.52

+1.42

VPL vs. EMMF - Sharpe Ratio Comparison

The current VPL Sharpe Ratio is 1.95, which is comparable to the EMMF Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of VPL and EMMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VPLEMMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.66

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.53

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.39

-0.09

Correlation

The correlation between VPL and EMMF is 0.77, 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. EMMF - Dividend Comparison

VPL's dividend yield for the trailing twelve months is around 3.28%, more than EMMF's 2.25% yield.


TTM20252024202320222021202020192018201720162015
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%
EMMF
WisdomTree Emerging Markets Multifactor Fund
2.25%2.45%1.30%1.62%3.48%2.64%1.93%2.93%0.66%0.00%0.00%0.00%

Drawdowns

VPL vs. EMMF - Drawdown Comparison

The maximum VPL drawdown since its inception was -55.49%, which is greater than EMMF's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for VPL and EMMF.


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Drawdown Indicators


VPLEMMFDifference

Max Drawdown

Largest peak-to-trough decline

-55.49%

-32.57%

-22.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-10.62%

-2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

-25.20%

-5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-10.28%

-7.68%

-2.60%

Average Drawdown

Average peak-to-trough decline

-11.71%

-7.58%

-4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.61%

+0.64%

Volatility

VPL vs. EMMF - Volatility Comparison

Vanguard FTSE Pacific ETF (VPL) has a higher volatility of 10.59% compared to WisdomTree Emerging Markets Multifactor Fund (EMMF) at 9.11%. This indicates that VPL's price experiences larger fluctuations and is considered to be riskier than EMMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPLEMMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

9.11%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

12.48%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

20.49%

16.91%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

14.01%

+2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

16.45%

+0.65%