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

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.


-0.50.00.51.00.8

Performance

VPL vs. VEUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Pacific ETF (VPL) and Vanguard European Stock Index Fund Admiral Shares (VEUSX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.96%
-1.92%
VPL
VEUSX

Key characteristics

Sharpe Ratio

VPL:

0.51

VEUSX:

0.55

Sortino Ratio

VPL:

0.80

VEUSX:

0.84

Omega Ratio

VPL:

1.10

VEUSX:

1.10

Calmar Ratio

VPL:

0.64

VEUSX:

0.70

Martin Ratio

VPL:

2.06

VEUSX:

1.91

Ulcer Index

VPL:

3.69%

VEUSX:

3.66%

Daily Std Dev

VPL:

15.00%

VEUSX:

12.63%

Max Drawdown

VPL:

-55.49%

VEUSX:

-63.28%

Current Drawdown

VPL:

-7.37%

VEUSX:

-8.13%

Returns By Period

In the year-to-date period, VPL achieves a 3.67% return, which is significantly lower than VEUSX's 4.55% return. Both investments have delivered pretty close results over the past 10 years, with VPL having a 5.26% annualized return and VEUSX not far ahead at 5.37%.


VPL

YTD

3.67%

1M

0.86%

6M

0.96%

1Y

7.37%

5Y (annualized)

3.68%

10Y (annualized)

5.26%

VEUSX

YTD

4.55%

1M

1.80%

6M

-1.93%

1Y

6.75%

5Y (annualized)

5.70%

10Y (annualized)

5.37%

Compare stocks, funds, or ETFs

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


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%.


VEUSX
Vanguard European Stock Index Fund Admiral Shares
Expense ratio chart for VEUSX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VPL: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.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.


Sharpe ratio
The chart of Sharpe ratio for VPL, currently valued at 0.51, compared to the broader market0.002.004.000.510.55
The chart of Sortino ratio for VPL, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.0010.000.800.84
The chart of Omega ratio for VPL, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.10
The chart of Calmar ratio for VPL, currently valued at 0.64, compared to the broader market0.005.0010.0015.000.640.70
The chart of Martin ratio for VPL, currently valued at 2.06, compared to the broader market0.0020.0040.0060.0080.00100.002.061.91
VPL
VEUSX

The current VPL Sharpe Ratio is 0.51, which is comparable to the VEUSX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of VPL and VEUSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.51
0.55
VPL
VEUSX

Dividends

VPL vs. VEUSX - Dividend Comparison

VPL's dividend yield for the trailing twelve months is around 1.35%, less than VEUSX's 2.37% yield.


TTM20232022202120202019201820172016201520142013
VPL
Vanguard FTSE Pacific ETF
1.35%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
2.37%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.37%
-8.13%
VPL
VEUSX

Volatility

VPL vs. VEUSX - Volatility Comparison

Vanguard FTSE Pacific ETF (VPL) has a higher volatility of 3.24% compared to Vanguard European Stock Index Fund Admiral Shares (VEUSX) at 2.43%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.24%
2.43%
VPL
VEUSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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