VPL vs. VXUS
Compare and contrast key facts about Vanguard FTSE Pacific ETF (VPL) and Vanguard Total International Stock ETF (VXUS).
VPL and VXUS 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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both VPL and VXUS 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 VXUS.
Performance
VPL vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, VPL achieves a 2.79% return, which is significantly lower than VXUS's 5.91% return. Both investments have delivered pretty close results over the past 10 years, with VPL having a 4.85% annualized return and VXUS not far behind at 4.79%.
VPL
2.79%
-4.66%
-1.86%
10.46%
3.85%
4.85%
VXUS
5.91%
-4.79%
-1.70%
13.39%
5.25%
4.79%
Key characteristics
| VPL | VXUS | |
|---|---|---|
| Sharpe Ratio | 0.69 | 1.01 |
| Sortino Ratio | 1.04 | 1.47 |
| Omega Ratio | 1.13 | 1.18 |
| Calmar Ratio | 0.69 | 1.07 |
| Martin Ratio | 3.23 | 5.43 |
| Ulcer Index | 3.23% | 2.38% |
| Daily Std Dev | 15.03% | 12.73% |
| Max Drawdown | -55.49% | -35.97% |
| Current Drawdown | -8.16% | -7.59% |
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VPL vs. VXUS - Expense Ratio Comparison
VPL has a 0.08% expense ratio, which is higher than VXUS's 0.07% 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 VXUS is 0.91, 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. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) and Vanguard Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
VPL's dividend yield for the trailing twelve months is around 3.14%, more than VXUS's 3.02% 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% |
VXUS Vanguard Total International Stock ETF | 3.02% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
VPL vs. VXUS - Drawdown Comparison
The maximum VPL drawdown since its inception was -55.49%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VPL and VXUS. For additional features, visit the drawdowns tool.
Volatility
VPL vs. VXUS - Volatility Comparison
Vanguard FTSE Pacific ETF (VPL) and Vanguard Total International Stock ETF (VXUS) have volatilities of 4.02% and 3.90%, 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.