VPL vs. VEUSX
Compare and contrast key facts about Vanguard FTSE Pacific ETF (VPL) and Vanguard European Stock Index Fund Admiral Shares (VEUSX).
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. VEUSX is managed by Vanguard. It was launched on Aug 13, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPL or VEUSX.
Key characteristics
| VPL | VEUSX | |
|---|---|---|
| YTD Return | 2.17% | 3.79% |
| 1Y Return | 11.12% | 8.70% |
| 3Y Return (Ann) | -0.63% | 3.67% |
| 5Y Return (Ann) | 4.93% | 7.08% |
| 10Y Return (Ann) | 4.98% | 4.24% |
| Sharpe Ratio | 0.81 | 0.71 |
| Daily Std Dev | 13.57% | 12.81% |
| Max Drawdown | -55.49% | -63.28% |
| Current Drawdown | -6.66% | -1.53% |
Correlation
The correlation between VPL and VEUSX is 0.78, 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. VEUSX - Performance Comparison
In the year-to-date period, VPL achieves a 2.17% return, which is significantly lower than VEUSX's 3.79% return. Over the past 10 years, VPL has outperformed VEUSX with an annualized return of 4.98%, while VEUSX has yielded a comparatively lower 4.24% 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. VEUSX - Expense Ratio Comparison
VPL has a 0.08% expense ratio, which is lower than VEUSX's 0.10% 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%.
Risk-Adjusted Performance
VPL vs. VEUSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) and Vanguard European Stock Index Fund Admiral Shares (VEUSX). 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. VEUSX - Dividend Comparison
VPL's dividend yield for the trailing twelve months is around 3.25%, which matches VEUSX's 3.27% 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% |
VEUSX Vanguard European Stock Index Fund Admiral Shares | 3.27% | 3.13% | 3.22% | 3.02% | 2.08% | 3.26% | 3.92% | 2.70% | 3.52% | 3.24% | 4.62% | 2.78% |
Drawdowns
VPL vs. VEUSX - Drawdown Comparison
The maximum VPL drawdown since its inception was -55.49%, smaller than the maximum VEUSX drawdown of -63.28%. Use the drawdown chart below to compare losses from any high point for VPL and VEUSX. For additional features, visit the drawdowns tool.
Volatility
VPL vs. VEUSX - Volatility Comparison
Vanguard FTSE Pacific ETF (VPL) has a higher volatility of 4.17% compared to Vanguard European Stock Index Fund Admiral Shares (VEUSX) at 3.35%. This indicates that VPL's price experiences larger fluctuations and is considered to be riskier than VEUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.