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

Correlation

The correlation between VPL and VWO is 0.79, 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. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Pacific ETF (VPL) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.96%
4.66%
VPL
VWO

Key characteristics

Sharpe Ratio

VPL:

0.51

VWO:

1.04

Sortino Ratio

VPL:

0.80

VWO:

1.54

Omega Ratio

VPL:

1.10

VWO:

1.19

Calmar Ratio

VPL:

0.64

VWO:

0.66

Martin Ratio

VPL:

2.06

VWO:

4.42

Ulcer Index

VPL:

3.69%

VWO:

3.52%

Daily Std Dev

VPL:

15.00%

VWO:

14.91%

Max Drawdown

VPL:

-55.49%

VWO:

-67.68%

Current Drawdown

VPL:

-7.37%

VWO:

-9.01%

Returns By Period

In the year-to-date period, VPL achieves a 3.67% return, which is significantly lower than VWO's 13.04% return. Over the past 10 years, VPL has outperformed VWO with an annualized return of 5.26%, while VWO has yielded a comparatively lower 4.35% annualized return.


VPL

YTD

3.67%

1M

0.86%

6M

0.96%

1Y

7.37%

5Y (annualized)

3.68%

10Y (annualized)

5.26%

VWO

YTD

13.04%

1M

2.17%

6M

4.66%

1Y

15.57%

5Y (annualized)

3.57%

10Y (annualized)

4.35%

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


VPL vs. VWO - Expense Ratio Comparison

Both VPL and VWO have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VPL
Vanguard FTSE Pacific ETF
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%
Expense ratio chart for VWO: 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. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) and Vanguard FTSE Emerging Markets ETF (VWO). 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 market0.002.004.000.511.04
The chart of Sortino ratio for VPL, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.0010.000.801.54
The chart of Omega ratio for VPL, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.19
The chart of Calmar ratio for VPL, currently valued at 0.64, compared to the broader market0.005.0010.0015.000.640.66
The chart of Martin ratio for VPL, currently valued at 2.06, compared to the broader market0.0020.0040.0060.0080.00100.002.064.42
VPL
VWO

The current VPL Sharpe Ratio is 0.51, which is lower than the VWO Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of VPL and VWO, 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
1.04
VPL
VWO

Dividends

VPL vs. VWO - Dividend Comparison

VPL's dividend yield for the trailing twelve months is around 1.35%, more than VWO's 0.74% 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%
VWO
Vanguard FTSE Emerging Markets ETF
0.74%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

VPL vs. VWO - Drawdown Comparison

The maximum VPL drawdown since its inception was -55.49%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for VPL and VWO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.37%
-9.01%
VPL
VWO

Volatility

VPL vs. VWO - Volatility Comparison

The current volatility for Vanguard FTSE Pacific ETF (VPL) is 3.24%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 3.57%. This indicates that VPL experiences smaller price fluctuations and is considered to be less risky than VWO 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%
3.57%
VPL
VWO
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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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