Summary
VPL
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 27.25% 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: 15/10/2026

Current price: $110.27

Expense ratio: 0.07%

Assets under management
$13.5B
1.34% 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

-4.20%

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

-1.18%

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

4.56%

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

27.25%

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

53.53%

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

81.81%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.108%

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
15/10/2026 $108.81 $110.35 $108.54 $110.27 373,600
14/10/2026 $111.80 $112.24 $110.89 $111.12 321,000
13/10/2026 $113.03 $113.46 $112.79 $113.35 282,600
12/10/2026 $114.57 $114.57 $113.85 $113.92 227,900
09/10/2026 $115.06 $115.43 $114.80 $115.37 198,800
08/10/2026 $115.14 $115.24 $113.92 $114.56 451,700
07/10/2026 $116.01 $116.61 $115.41 $116.39 281,600
06/10/2026 $118.47 $118.68 $117.61 $117.63 223,000
05/10/2026 $118.00 $118.57 $117.73 $118.40 237,300
02/10/2026 $117.98 $118.54 $117.38 $118.11 200,100