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VPL vs. FLIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPL vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Pacific ETF (VPL) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

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VPL vs. FLIN - 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%-10.88%
FLIN
Franklin FTSE India ETF
-13.92%2.40%10.33%20.58%-7.96%24.96%14.50%4.77%-6.70%

Returns By Period

In the year-to-date period, VPL achieves a 8.11% return, which is significantly higher than FLIN's -13.92% 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%

FLIN

1D
2.72%
1M
-10.87%
YTD
-13.92%
6M
-10.56%
1Y
-9.31%
3Y*
7.23%
5Y*
4.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VPL vs. FLIN - Expense Ratio Comparison

VPL has a 0.08% expense ratio, which is lower than FLIN's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VPL vs. FLIN — 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

FLIN
FLIN Risk / Return Rank: 33
Overall Rank
FLIN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 33
Sortino Ratio Rank
FLIN Omega Ratio Rank: 33
Omega Ratio Rank
FLIN Calmar Ratio Rank: 55
Calmar Ratio Rank
FLIN Martin Ratio Rank: 11
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. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) and Franklin FTSE India ETF (FLIN). 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.


VPLFLINDifference

Sharpe ratio

Return per unit of total volatility

1.95

-0.59

+2.55

Sortino ratio

Return per unit of downside risk

2.58

-0.76

+3.34

Omega ratio

Gain probability vs. loss probability

1.38

0.91

+0.47

Calmar ratio

Return relative to maximum drawdown

2.91

-0.48

+3.39

Martin ratio

Return relative to average drawdown

11.94

-1.61

+13.55

VPL vs. FLIN - Sharpe Ratio Comparison

The current VPL Sharpe Ratio is 1.95, which is higher than the FLIN Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of VPL and FLIN, 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


VPLFLINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

-0.59

+2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.29

+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

0.25

+0.05

Correlation

The correlation between VPL and FLIN is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VPL vs. FLIN - Dividend Comparison

VPL's dividend yield for the trailing twelve months is around 3.28%, more than FLIN's 0.65% 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%
FLIN
Franklin FTSE India ETF
0.65%0.56%1.58%0.73%0.73%2.26%0.68%0.90%0.92%0.00%0.00%0.00%

Drawdowns

VPL vs. FLIN - Drawdown Comparison

The maximum VPL drawdown since its inception was -55.49%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for VPL and FLIN.


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Drawdown Indicators


VPLFLINDifference

Max Drawdown

Largest peak-to-trough decline

-55.49%

-41.90%

-13.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-18.79%

+5.46%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

-22.85%

-8.24%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-10.28%

-20.75%

+10.47%

Average Drawdown

Average peak-to-trough decline

-11.71%

-7.82%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

5.55%

-2.30%

Volatility

VPL vs. FLIN - Volatility Comparison

Vanguard FTSE Pacific ETF (VPL) has a higher volatility of 10.59% compared to Franklin FTSE India ETF (FLIN) at 7.10%. This indicates that VPL's price experiences larger fluctuations and is considered to be riskier than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPLFLINDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

7.10%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

11.13%

+3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

20.49%

15.78%

+4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

15.71%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

20.49%

-3.39%