Summary
VPL
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 47.62% Volatility 20.65% Sharpe 1.80
Official loaded data — not a live quote.

VANGUARD PACIFIC STOCK INDEX FUND ETF SHARES

Symbol: VPL

Exchange: NYSE

Sector: Technology

Category: Focused Region

Inception date: 04/03/2005

Latest date: 11/06/2026

Current price: $114.29

Expense ratio: 0.07%

Assets under management
$13.8B
3.36% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.12%

Ann. -59.19% (Sharpe / Sortino numerator)

Volatility

36.11%

Sharpe ratio

-1.740

VaR 95%

-3.90%

CVaR 95%: -4.40%
Max drawdown: -8.39%
Sortino ratio: -2.697
Calmar ratio: -7.05

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.50%

Ann. 32.82% (Sharpe / Sortino numerator)

Volatility

26.06%

Sharpe ratio

1.120

VaR 95%

-3.04%

CVaR 95%: -3.76%
Max drawdown: -13.33%
Sortino ratio: 1.462
Calmar ratio: 2.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

27.25%

Ann. 31.03% (Sharpe / Sortino numerator)

Volatility

21.19%

Sharpe ratio

1.293

VaR 95%

-1.90%

CVaR 95%: -3.30%
Max drawdown: -13.33%
Sortino ratio: 1.613
Calmar ratio: 2.33

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

47.62%

Ann. 40.82% (Sharpe / Sortino numerator)

Volatility

20.65%

Sharpe ratio

1.801

VaR 95%

-1.56%

CVaR 95%: -3.16%
Max drawdown: -13.33%
Sortino ratio: 2.221
Calmar ratio: 3.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

65.81%

Ann. 18.57% (Sharpe / Sortino numerator)

Volatility

18.39%

Sharpe ratio

0.812

VaR 95%

-1.68%

CVaR 95%: -2.75%
Max drawdown: -16.35%
Sortino ratio: 1.074
Calmar ratio: 1.14

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

78.02%

Ann. 17.21% (Sharpe / Sortino numerator)

Volatility

16.86%

Sharpe ratio

0.805

VaR 95%

-1.50%

CVaR 95%: -2.43%
Max drawdown: -16.35%
Sortino ratio: 1.101
Calmar ratio: 1.05

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.164%

Best day

5.363%

08/04/2026
Worst day

-6.097%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $110.57 $114.39 $110.25 $114.29 961,500
10/06/2026 $110.29 $111.59 $108.92 $108.97 774,500
09/06/2026 $113.28 $113.65 $108.84 $111.17 548,900
08/06/2026 $112.05 $112.35 $111.30 $111.60 489,300
05/06/2026 $113.41 $113.43 $109.33 $109.51 574,700
04/06/2026 $115.85 $116.90 $115.31 $116.62 323,100
03/06/2026 $118.22 $118.34 $117.15 $117.78 470,100
02/06/2026 $116.95 $118.14 $116.78 $118.11 584,700
01/06/2026 $116.78 $118.11 $116.10 $117.64 545,100
29/05/2026 $116.17 $116.72 $115.78 $116.14 430,700