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VPL vs. VEUSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VPLVEUSX
YTD Return0.40%0.50%
1Y Return8.81%6.46%
3Y Return (Ann)-2.13%2.28%
5Y Return (Ann)4.42%6.33%
10Y Return (Ann)4.78%4.14%
Sharpe Ratio0.660.47
Daily Std Dev13.55%12.82%
Max Drawdown-55.49%-63.28%
Current Drawdown-8.28%-4.65%

Correlation

-0.50.00.51.00.8

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 0.40% return, which is significantly lower than VEUSX's 0.50% return. Over the past 10 years, VPL has outperformed VEUSX with an annualized return of 4.78%, while VEUSX has yielded a comparatively lower 4.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.41%
14.45%
VPL
VEUSX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard FTSE Pacific ETF

Vanguard European Stock Index Fund Admiral Shares

VPL vs. VEUSX - Expense Ratio Comparison

VPL has a 0.08% expense ratio, which is lower than VEUSX's 0.10% expense ratio.

VEUSX
Vanguard European Stock Index Fund Admiral Shares
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.08%

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.


VPL
Sharpe ratio
The chart of Sharpe ratio for VPL, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.005.000.66
Sortino ratio
The chart of Sortino ratio for VPL, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.001.01
Omega ratio
The chart of Omega ratio for VPL, currently valued at 1.12, compared to the broader market1.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for VPL, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.0012.000.43
Martin ratio
The chart of Martin ratio for VPL, currently valued at 2.23, compared to the broader market0.0020.0040.0060.0080.002.23
VEUSX
Sharpe ratio
The chart of Sharpe ratio for VEUSX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.005.000.47
Sortino ratio
The chart of Sortino ratio for VEUSX, currently valued at 0.77, compared to the broader market-2.000.002.004.006.008.000.77
Omega ratio
The chart of Omega ratio for VEUSX, currently valued at 1.09, compared to the broader market1.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for VEUSX, currently valued at 0.38, compared to the broader market0.002.004.006.008.0010.0012.000.38
Martin ratio
The chart of Martin ratio for VEUSX, currently valued at 1.36, compared to the broader market0.0020.0040.0060.0080.001.36

VPL vs. VEUSX - Sharpe Ratio Comparison

The current VPL Sharpe Ratio is 0.66, which is higher than the VEUSX Sharpe Ratio of 0.47. The chart below compares the 12-month rolling Sharpe Ratio of VPL and VEUSX.


Rolling 12-month Sharpe Ratio0.400.600.801.001.201.401.60NovemberDecember2024FebruaryMarchApril
0.66
0.47
VPL
VEUSX

Dividends

VPL vs. VEUSX - Dividend Comparison

VPL's dividend yield for the trailing twelve months is around 3.31%, less than VEUSX's 3.37% yield.


TTM20232022202120202019201820172016201520142013
VPL
Vanguard FTSE Pacific ETF
3.31%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
3.37%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.28%
-4.65%
VPL
VEUSX

Volatility

VPL vs. VEUSX - Volatility Comparison

Vanguard FTSE Pacific ETF (VPL) has a higher volatility of 3.93% compared to Vanguard European Stock Index Fund Admiral Shares (VEUSX) at 2.92%. 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.


2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.93%
2.92%
VPL
VEUSX