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

Correlation

The correlation between VPL and VWO is 0.76, 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. 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.

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Key characteristics

Sharpe Ratio

VPL:

0.36

VWO:

0.57

Sortino Ratio

VPL:

0.68

VWO:

1.03

Omega Ratio

VPL:

1.09

VWO:

1.14

Calmar Ratio

VPL:

0.45

VWO:

0.62

Martin Ratio

VPL:

1.33

VWO:

2.02

Ulcer Index

VPL:

5.53%

VWO:

5.89%

Daily Std Dev

VPL:

19.13%

VWO:

18.58%

Max Drawdown

VPL:

-55.49%

VWO:

-67.68%

Current Drawdown

VPL:

-0.44%

VWO:

-3.42%

Returns By Period

In the year-to-date period, VPL achieves a 9.58% return, which is significantly higher than VWO's 8.49% return. Over the past 10 years, VPL has outperformed VWO with an annualized return of 4.78%, while VWO has yielded a comparatively lower 3.87% annualized return.


VPL

YTD

9.58%

1M

6.98%

6M

8.40%

1Y

6.38%

5Y*

8.55%

10Y*

4.78%

VWO

YTD

8.49%

1M

10.23%

6M

8.45%

1Y

9.75%

5Y*

8.70%

10Y*

3.87%

*Annualized

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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%.


Risk-Adjusted Performance

VPL vs. VWO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VPL
The Risk-Adjusted Performance Rank of VPL is 4040
Overall Rank
The Sharpe Ratio Rank of VPL is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VPL is 3838
Sortino Ratio Rank
The Omega Ratio Rank of VPL is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VPL is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VPL is 4040
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 5858
Overall Rank
The Sharpe Ratio Rank of VWO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VPL Sharpe Ratio is 0.36, which is lower than the VWO Sharpe Ratio of 0.57. 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.


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Dividends

VPL vs. VWO - Dividend Comparison

VPL's dividend yield for the trailing twelve months is around 3.06%, more than VWO's 2.97% yield.


TTM20242023202220212020201920182017201620152014
VPL
Vanguard FTSE Pacific ETF
3.06%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%2.69%
VWO
Vanguard FTSE Emerging Markets ETF
2.97%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%

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.


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Volatility

VPL vs. VWO - Volatility Comparison

The current volatility for Vanguard FTSE Pacific ETF (VPL) is 3.63%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.14%. 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.


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