Vanguard FTSE Pacific (VPL): Historical Returns

Data Source: from January 1970 to January 2024 (~54 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 27 2024, 01:59PM Eastern Time
Category: Stocks
Vanguard FTSE Pacific (VPL) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.15%
1 Day
Feb 27 2024, 01:59PM Eastern Time
3.75%
Current Month
February 2024

In the last 30 Years, the Vanguard FTSE Pacific (VPL) ETF obtained a 2.69% compound annual return, with a 17.11% standard deviation.

Table of contents
The first official book of
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Developed Asia Pacific
  • Country: Broad Developed Asia Pacific

The Vanguard FTSE Pacific (VPL) ETF is part of the following Lazy Portfolios:

Portfolio Name Author VPL Weight Currency
Family Taxable Portfolio Ted Aronson 15.00% USD
Gone Fishin' Portfolio Alexander Green 10.00% USD
Coward's Portfolio Bill Bernstein 5.00% USD
Sheltered Sam 100/0 Bill Bernstein 5.00% USD
Sheltered Sam 90/10 Bill Bernstein 4.50% USD
Sheltered Sam 80/20 Bill Bernstein 4.00% USD
Sheltered Sam 70/30 Bill Bernstein 3.50% USD
Sheltered Sam 60/40 Bill Bernstein 3.00% USD
Sheltered Sam 50/50 Bill Bernstein 2.50% USD
Sheltered Sam 40/60 Bill Bernstein 2.00% USD
Sheltered Sam 30/70 Bill Bernstein 1.50% USD
Sheltered Sam 20/80 Bill Bernstein 1.00% USD
Sheltered Sam 10/90 Bill Bernstein 0.50% USD

Investment Returns as of Jan 31, 2024

The Vanguard FTSE Pacific (VPL) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
VANGUARD FTSE PACIFIC (VPL) ETF
Consolidated returns as of 31 January 2024
Live Update: Feb 27 2024, 01:59PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~54Y)
Vanguard FTSE Pacific (VPL) ETF 0.15 3.75 -0.90 1.04 5.81 4.75 5.07 2.69 8.27
US Inflation Adjusted return -1.20 -0.61 2.62 0.56 2.22 0.15 4.14
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the Vanguard FTSE Pacific (VPL) ETF granted a 3.52% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard FTSE Pacific (VPL) ETF: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 2.21$, with a total return of 121.44% (2.69% annualized).

The Inflation Adjusted Capital now would be 1.05$, with a net total return of 4.61% (0.15% annualized).
An investment of 1$, since January 1970, now would be worth 73.65$, with a total return of 7265.03% (8.27% annualized).

The Inflation Adjusted Capital now would be 8.97$, with a net total return of 796.59% (4.14% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of Vanguard FTSE Pacific (VPL) ETF, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
VANGUARD FTSE PACIFIC (VPL) ETF
Advanced Metrics
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~54Y)
Investment Return (%) -0.90 12.14 1.04 5.81 -0.46 4.75 5.07 5.19 2.69 8.27
Infl. Adjusted Return (%) details -1.20 11.36 -0.61 2.62 -5.80 0.56 2.22 2.55 0.15 4.14
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 3.97
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -9.90 -28.15 -28.15 -28.15 -52.45 -53.17 -53.17
Start to Recovery (# months) details 5 32* 32* 32* 80 72 72
Start (yyyy mm) 2023 08 2021 06 2021 06 2021 06 2007 11 2000 01 2000 01
Start to Bottom (# months) 3 16 16 16 16 39 39
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2003 03 2003 03
Bottom to End (# months) 2 16 16 16 64 33 33
End (yyyy mm) 2023 12 - - - 2014 06 2005 12 2005 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-23.43
same as
deepest
-52.45 -52.45
Start to Recovery (# months) details 34 80 80
Start (yyyy mm) 2023 08 2021 06 2021 06 2018 02 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 16 16 26 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 16 8 64 64 64
End (yyyy mm) 2023 12 - - 2020 11 2014 06 2014 06 2014 06
Longest negative period (# months) details 9 36* 45 69 110 215 279
Period Start (yyyy mm) 2023 02 2021 02 2019 02 2018 02 2007 01 1994 07 1989 03
Period End (yyyy mm) 2023 10 2024 01 2022 10 2023 10 2016 02 2012 05 2012 05
Annualized Return (%) -7.46 -0.46 -0.22 -0.23 -0.06 -0.12 -0.05
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -10.75 -34.91 -34.91 -34.91 -53.23 -59.58 -66.58
Start to Recovery (# months) details 5 32* 32* 32* 117 280 377
Start (yyyy mm) 2023 08 2021 06 2021 06 2021 06 2007 11 1994 07 1990 01
Start to Bottom (# months) 3 16 16 16 16 105 159
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2003 03 2003 03
Bottom to End (# months) 2 16 16 16 101 175 218
End (yyyy mm) 2023 12 - - - 2017 07 2017 10 2021 05
Longest Drawdown Depth (%) -5.95
same as
deepest

same as
deepest
-26.18
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 6 34
Start (yyyy mm) 2023 02 2021 06 2021 06 2018 02 2007 11 1994 07 1990 01
Start to Bottom (# months) 1 16 16 26 16 105 159
Bottom (yyyy mm) 2023 02 2022 09 2022 09 2020 03 2009 02 2003 03 2003 03
Bottom to End (# months) 5 16 16 8 101 175 218
End (yyyy mm) 2023 07 - - 2020 11 2017 07 2017 10 2021 05
Longest negative period (# months) details 10 36* 58 104 201 357 441*
Period Start (yyyy mm) 2023 02 2021 02 2019 02 2014 02 2006 01 1994 02 1987 05
Period End (yyyy mm) 2023 11 2024 01 2023 11 2022 09 2022 09 2023 10 2024 01
Annualized Return (%) -1.85 -5.80 -0.28 -0.02 -0.08 -0.21 -0.10
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 13.76 16.07 16.54 14.51 16.22 17.11 18.77
Sharpe Ratio 0.05 -0.17 0.18 0.27 0.24 0.03 0.23
Sortino Ratio 0.08 -0.24 0.25 0.38 0.32 0.03 0.32
Ulcer Index 4.18 12.48 10.60 9.71 15.20 21.47 19.33
Ratio: Return / Standard Deviation 0.42 -0.03 0.29 0.35 0.32 0.16 0.44
Ratio: Return / Deepest Drawdown 0.59 -0.02 0.17 0.18 0.10 0.05 0.16
% Positive Months details 50% 47% 55% 57% 57% 54% 57%
Positive Months 6 17 33 69 138 197 372
Negative Months 6 19 27 51 102 163 277
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 5.07 9.88 10.03 28.34
Worst 10 Years Return (%) - Annualized 0.81 -2.52 -4.91
Best 10 Years Return (%) - Annualized 2.22 7.97 7.97 20.51
Worst 10 Years Return (%) - Annualized -0.93 -4.82 -7.29
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 71.19 32.68 20.76 10.03 6.89 2.69
Worst Rolling Return (%) - Annualized -44.49 -22.30 -9.12 -2.52 1.05
% Positive Periods 57% 67% 70% 87% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.07 20.28 12.09 6.37 3.45 2.67
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 0.12
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 66.80 28.71 17.34 7.97 4.38 0.15
Worst Rolling Return (%) - Annualized -44.67 -24.17 -11.31 -4.82 -1.08
% Positive Periods 53% 59% 53% 72% 72% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.07 20.28 12.09 6.37 3.45 2.67
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 0.12
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1970 - Jan 2024)
Best Rolling Return (%) - Annualized 115.25 66.21 44.99 28.34 20.30 13.92
Worst Rolling Return (%) - Annualized -44.49 -22.30 -10.23 -4.91 -2.11 1.55
% Positive Periods 66% 75% 78% 84% 96% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.07 20.28 12.09 6.37 2.92 2.05
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 111.53 61.41 40.51 20.51 13.24 8.40
Worst Rolling Return (%) - Annualized -44.95 -24.17 -12.38 -7.29 -4.81 -0.92
% Positive Periods 59% 65% 64% 70% 75% 88%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.07 20.28 12.09 6.37 2.92 2.05
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Jan 31, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of Vanguard FTSE Pacific (VPL) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

VANGUARD FTSE PACIFIC (VPL) ETF
Monthly correlations as of 31 January 2024
Swipe left to see all data
Correlation vs VPL
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.93
0.86
0.84
0.72
0.67
SPY
US Large Cap
0.93
0.85
0.83
0.71
0.66
IJR
US Small Cap
0.77
0.84
0.76
0.65
0.61
VNQ
US REITs
0.89
0.76
0.66
0.51
0.48
QQQ
US Technology
0.78
0.76
0.77
0.57
0.53
PFF
Preferred Stocks
0.68
0.76
0.68
0.43
0.41
EFA
EAFE Stocks
0.94
0.96
0.94
0.89
0.89
VT
World All Countries
0.97
0.92
0.91
0.83
0.82
EEM
Emerging Markets
0.96
0.87
0.86
0.76
0.72
VGK
Europe
0.88
0.92
0.87
0.74
0.71
FLLA
Latin America
0.92
0.70
0.61
0.63
0.59
BND
US Total Bond Market
0.87
0.57
0.43
0.16
0.17
TLT
Long Term Treasuries
0.86
0.22
0.11
-0.06
-0.04
BIL
US Cash
0.26
-0.02
-0.02
-0.09
-0.08
TIP
TIPS
0.80
0.57
0.49
0.21
0.21
LQD
Invest. Grade Bonds
0.90
0.71
0.60
0.32
0.31
HYG
High Yield Bonds
0.92
0.81
0.76
0.58
0.55
CWB
US Convertible Bonds
0.88
0.81
0.80
0.67
0.63
BNDX
International Bonds
0.79
0.54
0.39
0.20
0.19
EMB
Emerg. Market Bonds
0.96
0.81
0.73
0.54
0.51
GLD
Gold
0.41
0.28
0.17
0.22
0.21
DBC
Commodities
0.24
0.51
0.46
0.43
0.41

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

VANGUARD FTSE PACIFIC (VPL) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-53.17% Jan 2000 Mar 2003 39 Dec 2005 33 72 33.01
-52.45% Nov 2007 Feb 2009 16 Jun 2014 64 80 23.20
-48.39% May 1996 Aug 1998 28 Dec 1999 16 44 26.09
-28.15% Jun 2021 Sep 2022 16 in progress 16 32 13.21
-23.43% Feb 2018 Mar 2020 26 Nov 2020 8 34 10.64
-17.11% May 2015 Feb 2016 10 Jan 2017 11 21 8.24
-13.50% Jul 1994 Feb 1995 8 Apr 1996 14 22 6.37
-7.99% Aug 2014 Dec 2014 5 Apr 2015 4 9 4.24
-7.79% May 2006 Jul 2006 3 Dec 2006 5 8 5.23
-5.46% Mar 1994 Mar 1994 1 May 1994 2 3 2.76
-2.22% Jun 2007 Aug 2007 3 Sep 2007 1 4 1.01
-1.96% Feb 2006 Feb 2006 1 Mar 2006 1 2 1.13
-0.61% Apr 2007 Apr 2007 1 May 2007 1 2 0.35
-0.41% Jan 2021 Jan 2021 1 Feb 2021 1 2 0.24
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 39 9.3 Months 10.80%
 
DD = 0% 10.80%
 
0% < DD <= -5% 58 6.2 Months 16.07%
 
DD <= -5% 26.87%
 
-5% < DD <= -10% 58 6.2 Months 16.07%
 
DD <= -10% 42.94%
 
-10% < DD <= -15% 53 6.8 Months 14.68%
 
DD <= -15% 57.62%
 
-15% < DD <= -20% 32 11.3 Months 8.86%
 
DD <= -20% 66.48%
 
-20% < DD <= -25% 29 12.4 Months 8.03%
 
DD <= -25% 74.52%
 
-25% < DD <= -30% 32 11.3 Months 8.86%
 
DD <= -30% 83.38%
 
-30% < DD <= -35% 13 27.8 Months 3.60%
 
DD <= -35% 86.98%
 
-35% < DD <= -40% 13 27.8 Months 3.60%
 
DD <= -40% 90.58%
 
-40% < DD <= -45% 13 27.8 Months 3.60%
 
DD <= -45% 94.18%
 
-45% < DD <= -50% 13 27.8 Months 3.60%
 
DD <= -50% 97.78%
 
-50% < DD <= -55% 8 45.1 Months 2.22%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-59.58% Jul 1994 Mar 2003 105 Oct 2017 175 280 29.61
-34.91% Jun 2021 Sep 2022 16 in progress 16 32 20.51
-26.18% Feb 2018 Mar 2020 26 Nov 2020 8 34 12.62
-5.72% Mar 1994 Mar 1994 1 May 1994 2 3 2.92
-0.61% Jan 2021 Jan 2021 1 Feb 2021 1 2 0.35
-0.30% Apr 2021 Apr 2021 1 May 2021 1 2 0.17
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 13 27.8 Months 3.60%
 
DD = 0% 3.60%
 
0% < DD <= -5% 21 17.2 Months 5.82%
 
DD <= -5% 9.42%
 
-5% < DD <= -10% 39 9.3 Months 10.80%
 
DD <= -10% 20.22%
 
-10% < DD <= -15% 57 6.3 Months 15.79%
 
DD <= -15% 36.01%
 
-15% < DD <= -20% 46 7.8 Months 12.74%
 
DD <= -20% 48.75%
 
-20% < DD <= -25% 42 8.6 Months 11.63%
 
DD <= -25% 60.39%
 
-25% < DD <= -30% 31 11.6 Months 8.59%
 
DD <= -30% 68.98%
 
-30% < DD <= -35% 34 10.6 Months 9.42%
 
DD <= -35% 78.39%
 
-35% < DD <= -40% 30 12.0 Months 8.31%
 
DD <= -40% 86.70%
 
-40% < DD <= -45% 15 24.1 Months 4.16%
 
DD <= -45% 90.86%
 
-45% < DD <= -50% 12 30.1 Months 3.32%
 
DD <= -50% 94.18%
 
-50% < DD <= -55% 11 32.8 Months 3.05%
 
DD <= -55% 97.23%
 
-55% < DD <= -60% 10 36.1 Months 2.77%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-53.17% Jan 2000 Mar 2003 39 Dec 2005 33 72 33.01
-52.45% Nov 2007 Feb 2009 16 Jun 2014 64 80 23.20
-48.39% May 1996 Aug 1998 28 Dec 1999 16 44 26.09
-45.14% Jan 1973 Sep 1974 21 Sep 1977 36 57 20.09
-44.55% Jan 1990 Jul 1992 31 Apr 1996 45 76 24.23
-28.15% Jun 2021 Sep 2022 16 in progress 16 32 13.21
-27.87% Jan 1970 Jun 1970 6 Mar 1971 9 15 15.66
-26.87% Dec 1981 Jul 1982 8 Mar 1983 8 16 13.63
-23.43% Feb 2018 Mar 2020 26 Nov 2020 8 34 10.64
-17.11% May 2015 Feb 2016 10 Jan 2017 11 21 8.24
-11.62% Mar 1989 Jun 1989 4 Sep 1989 3 7 5.55
-11.16% Oct 1986 Oct 1986 1 Dec 1986 2 3 6.21
-10.87% Sep 1987 Oct 1987 2 Feb 1988 4 6 6.36
-10.83% Sep 1979 Oct 1979 2 Jun 1980 8 10 5.64
-10.53% May 1988 Aug 1988 4 Nov 1988 3 7 5.76
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 122 5.3 Months 18.77%
 
DD = 0% 18.77%
 
0% < DD <= -5% 109 6.0 Months 16.77%
 
DD <= -5% 35.54%
 
-5% < DD <= -10% 96 6.8 Months 14.77%
 
DD <= -10% 50.31%
 
-10% < DD <= -15% 87 7.5 Months 13.38%
 
DD <= -15% 63.69%
 
-15% < DD <= -20% 47 13.8 Months 7.23%
 
DD <= -20% 70.92%
 
-20% < DD <= -25% 50 13.0 Months 7.69%
 
DD <= -25% 78.62%
 
-25% < DD <= -30% 53 12.3 Months 8.15%
 
DD <= -30% 86.77%
 
-30% < DD <= -35% 20 32.5 Months 3.08%
 
DD <= -35% 89.85%
 
-35% < DD <= -40% 23 28.3 Months 3.54%
 
DD <= -40% 93.38%
 
-40% < DD <= -45% 21 31.0 Months 3.23%
 
DD <= -45% 96.62%
 
-45% < DD <= -50% 14 46.4 Months 2.15%
 
DD <= -50% 98.77%
 
-50% < DD <= -55% 8 81.3 Months 1.23%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-66.58% Jan 1990 Mar 2003 159 May 2021 218 377 37.66
-53.92% Jan 1973 Sep 1974 21 Nov 1980 74 95 28.14
-34.91% Jun 2021 Sep 2022 16 in progress 16 32 20.51
-31.81% Dec 1980 Jul 1982 20 Apr 1983 9 29 13.99
-29.92% Jan 1970 Jun 1970 6 Aug 1971 14 20 15.81
-13.40% Mar 1989 Jun 1989 4 Dec 1989 6 10 5.97
-11.88% May 1988 Aug 1988 4 Nov 1988 3 7 6.78
-11.42% Sep 1987 Oct 1987 2 Feb 1988 4 6 6.98
-11.32% Oct 1986 Oct 1986 1 Jan 1987 3 4 5.69
-9.10% Jun 1987 Jul 1987 2 Aug 1987 1 3 5.56
-6.53% Dec 1983 May 1984 6 Aug 1984 3 9 3.45
-3.27% Jul 1983 Jul 1983 1 Nov 1983 4 5 1.65
-2.96% Aug 1985 Sep 1985 2 Oct 1985 1 3 1.49
-2.10% Oct 1971 Oct 1971 1 Dec 1971 2 3 1.12
-0.95% May 1983 May 1983 1 Jun 1983 1 2 0.55
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 56 11.6 Months 8.62%
 
DD = 0% 8.62%
 
0% < DD <= -5% 56 11.6 Months 8.62%
 
DD <= -5% 17.23%
 
-5% < DD <= -10% 43 15.1 Months 6.62%
 
DD <= -10% 23.85%
 
-10% < DD <= -15% 31 21.0 Months 4.77%
 
DD <= -15% 28.62%
 
-15% < DD <= -20% 41 15.9 Months 6.31%
 
DD <= -20% 34.92%
 
-20% < DD <= -25% 67 9.7 Months 10.31%
 
DD <= -25% 45.23%
 
-25% < DD <= -30% 77 8.4 Months 11.85%
 
DD <= -30% 57.08%
 
-30% < DD <= -35% 83 7.8 Months 12.77%
 
DD <= -35% 69.85%
 
-35% < DD <= -40% 46 14.1 Months 7.08%
 
DD <= -40% 76.92%
 
-40% < DD <= -45% 48 13.5 Months 7.38%
 
DD <= -45% 84.31%
 
-45% < DD <= -50% 48 13.5 Months 7.38%
 
DD <= -50% 91.69%
 
-50% < DD <= -55% 21 31.0 Months 3.23%
 
DD <= -55% 94.92%
 
-55% < DD <= -60% 17 38.2 Months 2.62%
 
DD <= -60% 97.54%
 
-60% < DD <= -65% 12 54.2 Months 1.85%
 
DD <= -65% 99.38%
 
-65% < DD <= -70% 4 162.5 Months 0.62%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

VANGUARD FTSE PACIFIC (VPL) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -44.49 03/2008
02/2009
0.55$ -15.14 0.84$ 4.44 1.04$ 22.71 1.22$ 71.19 10/1998
09/1999
1.71$ 5.81 42.41%
2Y -27.85 03/2007
02/2009
0.52$ -12.38 0.76$ 3.56 1.07$ 17.92 1.39$ 36.19 03/2009
02/2011
1.85$ 1.05 38.28%
3Y -22.30 04/2000
03/2003
0.46$ -7.57 0.78$ 4.49 1.14$ 10.90 1.36$ 32.68 05/2003
04/2006
2.33$ -0.46 32.62%
5Y -9.12 10/1996
09/2001
0.61$ -3.50 0.83$ 2.73 1.14$ 9.56 1.57$ 20.76 11/2002
10/2007
2.56$ 4.75 29.57%
7Y -9.84 05/1996
04/2003
0.48$ -1.27 0.91$ 4.42 1.35$ 7.03 1.60$ 11.20 04/2003
03/2010
2.10$ 5.17 15.88%
10Y -2.52 09/1994
08/2004
0.77$ 0.52 1.05$ 4.44 1.54$ 6.57 1.89$ 10.03 05/2003
04/2013
2.60$ 5.07 12.03%
15Y -2.59 03/1994
02/2009
0.67$ 0.76 1.12$ 3.58 1.69$ 5.88 2.35$ 8.94 02/2003
01/2018
3.61$ 7.28 4.97%
20Y 1.05 05/1996
04/2016
1.23$ 1.66 1.39$ 3.61 2.03$ 5.98 3.19$ 6.89 04/2003
03/2023
3.79$ 5.19 0.00%
30Y 2.69 02/1994
01/2024
2.21$ 2.69 2.21$ 2.69 2.21$ 2.69 2.21$ 2.69 02/1994
01/2024
2.21$ 2.69 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -44.67 11/2007
10/2008
0.55$ -17.29 0.82$ 2.61 1.02$ 19.32 1.19$ 66.80 10/1998
09/1999
1.66$ 2.62 46.13%
2Y -29.30 03/2007
02/2009
0.49$ -13.63 0.74$ 1.49 1.03$ 15.24 1.32$ 33.34 03/2009
02/2011
1.77$ -3.51 47.77%
3Y -24.17 04/2000
03/2003
0.43$ -9.48 0.74$ 2.06 1.06$ 8.74 1.28$ 28.71 05/2003
04/2006
2.13$ -5.80 40.62%
5Y -11.31 10/1996
09/2001
0.54$ -5.74 0.74$ 0.49 1.02$ 7.71 1.44$ 17.34 11/2002
10/2007
2.22$ 0.56 46.84%
7Y -11.87 05/1996
04/2003
0.41$ -3.53 0.77$ 1.84 1.13$ 5.00 1.40$ 8.58 04/2003
03/2010
1.77$ 1.63 30.32%
10Y -4.82 09/1994
08/2004
0.60$ -1.95 0.82$ 2.04 1.22$ 4.40 1.53$ 7.97 03/2009
02/2019
2.15$ 2.22 27.80%
15Y -4.97 03/1994
02/2009
0.46$ -1.62 0.78$ 1.28 1.21$ 3.66 1.71$ 6.72 02/2003
01/2018
2.65$ 4.60 32.04%
20Y -1.08 05/1996
04/2016
0.80$ -0.61 0.88$ 1.41 1.32$ 3.69 2.06$ 4.38 10/2001
09/2021
2.35$ 2.55 27.27%
30Y 0.15 02/1994
01/2024
1.04$ 0.15 1.04$ 0.15 1.04$ 0.15 1.04$ 0.15 02/1994
01/2024
1.04$ 0.15 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -44.49 03/2008
02/2009
0.55$ -13.76 0.86$ 9.16 1.09$ 35.56 1.35$ 115.25 10/1985
09/1986
2.15$ 5.81 33.70%
2Y -27.85 03/2007
02/2009
0.52$ -8.63 0.83$ 8.27 1.17$ 24.87 1.55$ 86.65 05/1985
04/1987
3.48$ 1.05 30.03%
3Y -22.30 04/2000
03/2003
0.46$ -5.26 0.85$ 7.09 1.22$ 22.33 1.83$ 66.21 06/1984
05/1987
4.59$ -0.46 24.10%
5Y -10.23 09/1993
08/1998
0.58$ -2.22 0.89$ 6.41 1.36$ 18.64 2.35$ 44.99 09/1982
08/1987
6.40$ 4.75 21.53%
7Y -9.84 05/1996
04/2003
0.48$ 0.54 1.03$ 6.50 1.55$ 17.52 3.09$ 36.28 08/1982
07/1989
8.73$ 5.17 12.72%
10Y -4.91 05/1993
04/2003
0.60$ -0.09 0.99$ 6.05 1.79$ 17.92 5.19$ 28.34 06/1977
05/1987
12.12$ 5.07 15.47%
15Y -3.90 05/1988
04/2003
0.55$ 0.74 1.11$ 5.31 2.17$ 17.63 11.42$ 24.32 10/1974
09/1989
26.20$ 7.28 10.85%
20Y -2.11 03/1989
02/2009
0.65$ 1.80 1.42$ 6.25 3.36$ 14.57 15.18$ 20.30 07/1970
06/1990
40.28$ 5.19 3.66%
30Y 1.55 01/1989
12/2018
1.58$ 2.79 2.28$ 7.05 7.71$ 10.20 18.44$ 13.92 07/1970
06/2000
49.92$ 2.69 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -44.95 10/1973
09/1974
0.55$ -16.89 0.83$ 5.29 1.05$ 30.38 1.30$ 111.53 10/1985
09/1986
2.11$ 2.62 40.60%
2Y -29.30 03/2007
02/2009
0.49$ -12.81 0.76$ 3.80 1.07$ 19.80 1.43$ 81.87 05/1985
04/1987
3.30$ -3.51 39.14%
3Y -24.17 04/2000
03/2003
0.43$ -8.15 0.77$ 3.82 1.11$ 15.27 1.53$ 61.41 06/1984
05/1987
4.20$ -5.80 34.85%
5Y -12.38 09/1993
08/1998
0.51$ -4.94 0.77$ 2.79 1.14$ 11.11 1.69$ 40.51 09/1982
08/1987
5.47$ 0.56 35.42%
7Y -11.87 05/1996
04/2003
0.41$ -2.29 0.85$ 3.65 1.28$ 10.23 1.97$ 31.60 08/1982
07/1989
6.83$ 1.63 27.56%
10Y -7.29 10/1988
09/1998
0.46$ -2.75 0.75$ 3.03 1.34$ 13.01 3.39$ 20.51 06/1977
05/1987
6.45$ 2.22 29.06%
15Y -6.72 04/1988
03/2003
0.35$ -1.79 0.76$ 2.95 1.54$ 10.96 4.75$ 17.06 10/1974
09/1989
10.62$ 4.60 26.17%
20Y -4.81 03/1989
02/2009
0.37$ -0.61 0.88$ 3.44 1.96$ 8.72 5.32$ 13.24 07/1970
06/1990
12.03$ 2.55 24.15%
30Y -0.92 01/1989
12/2018
0.75$ 0.27 1.08$ 3.69 2.96$ 5.63 5.17$ 8.40 07/1970
06/2000
11.24$ 0.15 11.38%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Vanguard FTSE Pacific (VPL) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Vanguard FTSE Pacific (VPL) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.31
20%
-2.07
40%
-1.21
60%
0.33
80%
0.53
60%
0.65
60%
1.41
60%
-0.74
40%
-1.83
40%
0.27
40%
5.75
80%
3.23
80%
Best 8.3
2023
1.8
2021
3.3
2023
6.3
2020
6.1
2020
5.2
2019
5.3
2022
6.2
2020
4.5
2019
3.2
2019
13.2
2022
6.8
2020
Worst -4.9
2022
-7.4
2020
-11.2
2020
-6.9
2022
-5.0
2019
-8.2
2022
-1.4
2019
-4.1
2023
-10.3
2022
-3.1
2023
-4.5
2021
-1.9
2022
Monthly Seasonality over the period Feb 1970 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.07
50%
-0.56
50%
0.34
60%
0.66
80%
0.75
60%
0.29
60%
1.68
70%
-1.24
40%
-1.15
50%
0.55
50%
2.83
70%
0.80
50%
Best 8.3
2023
6.1
2015
7.7
2016
6.3
2020
6.1
2020
5.2
2019
5.8
2016
6.2
2020
4.5
2019
7.6
2015
13.2
2022
6.8
2020
Worst -6.0
2016
-7.4
2020
-11.2
2020
-6.9
2022
-5.0
2019
-8.2
2022
-1.4
2019
-7.7
2015
-10.3
2022
-9.9
2018
-4.5
2021
-6.1
2018
Monthly Seasonality over the period Feb 1970 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.80
51%
0.57
63%
1.44
61%
2.02
69%
-0.01
46%
0.39
56%
0.84
54%
0.16
48%
-0.25
55%
0.71
54%
1.34
70%
1.72
61%
Best 15.1
1987
11.0
1991
15.7
1986
15.8
1993
14.4
1990
9.9
1986
12.6
1989
13.6
1992
8.8
2013
24.1
1990
13.2
2022
11.2
2008
Worst -12.7
2009
-10.5
2009
-16.4
1990
-10.6
1970
-9.6
2010
-8.2
2022
-9.6
2000
-12.1
1998
-16.3
1990
-18.6
2008
-14.3
1993
-6.1
2018
Monthly Seasonality over the period Feb 1970 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Vanguard FTSE Pacific (VPL) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

VANGUARD FTSE PACIFIC (VPL) ETF
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
197 Positive Months (55%) - 163 Negative Months (45%)
372 Positive Months (57%) - 277 Negative Months (43%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2005, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.