VPL vs. VOO
Compare and contrast key facts about Vanguard FTSE Pacific ETF (VPL) and Vanguard S&P 500 ETF (VOO).
VPL and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both VPL and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPL or VOO.
Performance
VPL vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VPL achieves a 2.79% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, VPL has underperformed VOO with an annualized return of 4.85%, while VOO has yielded a comparatively higher 13.12% annualized return.
VPL
2.79%
-4.66%
-1.86%
10.46%
3.85%
4.85%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| VPL | VOO | |
|---|---|---|
| Sharpe Ratio | 0.69 | 2.64 |
| Sortino Ratio | 1.04 | 3.53 |
| Omega Ratio | 1.13 | 1.49 |
| Calmar Ratio | 0.69 | 3.81 |
| Martin Ratio | 3.23 | 17.34 |
| Ulcer Index | 3.23% | 1.86% |
| Daily Std Dev | 15.03% | 12.20% |
| Max Drawdown | -55.49% | -33.99% |
| Current Drawdown | -8.16% | -2.16% |
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VPL vs. VOO - Expense Ratio Comparison
VPL has a 0.08% expense ratio, which is higher than VOO's 0.03% expense ratio. However, 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 VOO is 0.77, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
VPL's dividend yield for the trailing twelve months is around 3.14%, more than VOO's 1.26% 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VPL vs. VOO - Drawdown Comparison
The maximum VPL drawdown since its inception was -55.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VPL and VOO. For additional features, visit the drawdowns tool.
Volatility
VPL vs. VOO - Volatility Comparison
Vanguard FTSE Pacific ETF (VPL) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.02% and 4.09%, 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.