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.
Performance
VPL vs. VEUSX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VPL having a 2.79% return and VEUSX slightly lower at 2.70%. Both investments have delivered pretty close results over the past 10 years, with VPL having a 4.85% annualized return and VEUSX not far ahead at 4.98%.
VPL
2.79%
-4.66%
-1.86%
10.46%
3.85%
4.85%
VEUSX
2.70%
-6.03%
-5.94%
11.15%
5.95%
4.98%
Key characteristics
| VPL | VEUSX | |
|---|---|---|
| Sharpe Ratio | 0.69 | 0.85 |
| Sortino Ratio | 1.04 | 1.23 |
| Omega Ratio | 1.13 | 1.15 |
| Calmar Ratio | 0.69 | 1.11 |
| Martin Ratio | 3.23 | 3.89 |
| Ulcer Index | 3.23% | 2.78% |
| Daily Std Dev | 15.03% | 12.79% |
| Max Drawdown | -55.49% | -63.28% |
| Current Drawdown | -8.16% | -9.76% |
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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%.
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.
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 3.14%, which matches VEUSX's 3.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPL Vanguard FTSE Pacific ETF | 3.14% | 3.12% | 2.75% | 3.19% | 1.81% | 2.85% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% | 2.49% |
VEUSX Vanguard European Stock Index Fund Admiral Shares | 3.11% | 3.13% | 3.23% | 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) and Vanguard European Stock Index Fund Admiral Shares (VEUSX) have volatilities of 4.02% and 4.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.