WPLCX vs. VIHAX

Last updated Jul 15, 2026

WPLCX (WP Large Cap Income Plus Fund) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both Large Cap Value Equities funds. Over the past 10 years, WPLCX returned 8.22%/yr vs 10.88%/yr for VIHAX. A 0.69 correlation means they provide meaningful diversification when combined. WPLCX charges 2.33%/yr vs 0.16%/yr for VIHAX.

Performance

WPLCX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WP Large Cap Income Plus Fund (WPLCX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WPLCX achieves a 15.52% return, which is significantly higher than VIHAX's 13.53% return. Over the past 10 years, WPLCX has underperformed VIHAX with an annualized return of 8.22%, while VIHAX has yielded a comparatively higher 10.88% annualized return.

WPLCX

• 1D: -0.24%
• 1M: 5.34%
• 6M: 14.57%
• YTD: 15.52%
• 1Y: 26.18%
• 3Y*: 20.52%
• 5Y*: 6.27%
• 10Y*: 8.22%

VIHAX

• 1D: -0.33%
• 1M: 0.46%
• 6M: 11.33%
• YTD: 13.53%
• 1Y: 29.13%
• 3Y*: 20.95%
• 5Y*: 13.09%
• 10Y*: 10.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WPLCX vs. VIHAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WPLCX WP Large Cap Income Plus Fund	15.52%	16.54%	19.35%	25.92%	-35.46%	22.54%	-22.55%	52.10%	-16.58%	23.73%
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares	13.53%	38.01%	6.96%	16.81%	-6.88%	15.01%	-0.73%	20.03%	-12.38%	22.40%

Correlation

The correlation between WPLCX and VIHAX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (10Y) Calculated over the trailing 10-year period	0.68
Correlation (All Time) Calculated using the full available price history since Mar 7, 2016	0.69

Over the past year, the correlation between WPLCX and VIHAX has dropped to 0.48 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

Return for Risk

WPLCX vs. VIHAX — Risk / Return Rank

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

WPLCX

WPLCX Risk / Return Rank: 46
WPLCX Sharpe Ratio Rank: 48
WPLCX Sortino Ratio Rank: 55
WPLCX Omega Ratio Rank: 48
WPLCX Calmar Ratio Rank: 40
WPLCX Martin Ratio Rank: 38

VIHAX

VIHAX Risk / Return Rank: 85
VIHAX Sharpe Ratio Rank: 90
VIHAX Sortino Ratio Rank: 86
VIHAX Omega Ratio Rank: 84
VIHAX Calmar Ratio Rank: 83
VIHAX Martin Ratio Rank: 82

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WPLCX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WP Large Cap Income Plus Fund (WPLCX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WPLCX	VIHAX	Difference
Sharpe ratio: Return per unit of total volatility	1.52	2.41	-0.89
Sortino ratio: Return per unit of downside risk	2.32	3.35	-1.03
Omega ratio: Gain probability vs. loss probability	1.28	1.44	-0.16
Calmar ratio: Return relative to maximum drawdown	1.93	3.07	-1.15
Martin ratio: Return relative to average drawdown	6.58	11.59	-5.02

WPLCX vs. VIHAX - Sharpe Ratio Comparison

The current WPLCX Sharpe Ratio is 1.52, which is lower than the VIHAX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of WPLCX and VIHAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WPLCX vs. VIHAX - Drawdown Comparison

The maximum WPLCX drawdown since its inception was -66.21%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for WPLCX and VIHAX.

Drawdown Indicators

	WPLCX	VIHAX	Difference
Max Drawdown Largest peak-to-trough decline	-66.21%	-38.80%	-27.41%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	-9.53%	-4.15%
Max Drawdown (3Y) Largest decline over 3 years	-23.09%	-12.29%	-10.80%
Max Drawdown (5Y) Largest decline over 5 years	-43.93%	-23.92%	-20.01%
Max Drawdown (10Y) Largest decline over 10 years	-66.21%	-38.80%	-27.41%
Current Drawdown Current decline from peak	-1.27%	-0.33%	-0.94%
Average Drawdown Average peak-to-trough decline	-13.23%	-5.97%	-7.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.00%	2.52%	+1.48%

Volatility

WPLCX vs. VIHAX - Volatility Comparison

WP Large Cap Income Plus Fund (WPLCX) has a higher volatility of 4.36% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.49%. This indicates that WPLCX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WPLCX	VIHAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.36%	3.49%	+0.87%
Volatility (6M) Calculated over the trailing 6-month period	14.89%	10.20%	+4.69%
Volatility (1Y) Calculated over the trailing 1-year period	17.33%	12.17%	+5.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.97%	13.77%	+12.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.09%	15.54%	+16.55%

WPLCX vs. VIHAX - Expense Ratio Comparison

WPLCX has a 2.33% expense ratio, which is higher than VIHAX's 0.16% expense ratio.

Dividends

WPLCX vs. VIHAX - Dividend Comparison

WPLCX has not paid dividends to shareholders, while VIHAX's dividend yield for the trailing twelve months is around 3.57%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares	3.57%	3.69%	4.85%	4.58%	4.70%	4.30%	3.22%	5.63%	4.28%	3.16%	2.37%	0.00%
WPLCX WP Large Cap Income Plus Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.28%	0.74%	2.41%	0.11%	2.56%	0.18%	0.19%

Frequently Asked Questions

Can I hold both WPLCX and VIHAX in my portfolio?

WPLCX and VIHAX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WPLCX or VIHAX?

WPLCX has higher volatility (4.36%) compared to VIHAX (3.49%). In terms of maximum drawdown, WPLCX dropped -66.21% vs VIHAX's -38.80%.

Which has better risk-adjusted returns?

VIHAX currently has the higher Sharpe Ratio (2.41 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.