VPL’s worst drop since 2005 was 56%
Vanguard FTSE Pacific ETF (VPL) fell 56% from Oct 2007 to Mar 2009. It took 6.0 years from that peak to close at a new high, in Oct 2013. Over the same years the S&P 500 fell as much as 55%.
That drop ranks 85th deepest among the 203 ETFs PortfolioAutopsy tracks.
Drawdown from the last high, 2005 to now
How VPL held up in each crash
| Crash | Years | VPL | S&P 500 |
|---|---|---|---|
| Dot-com bust | 2000–02 | not trading yet | −47.5% |
| Financial crisis | 2007–09 | −55.5% | −55.2% |
| COVID crash | 2020 | −31.5% | −33.7% |
| 2022 rate shock | 2022 | −27.2% | −24.5% |
Each number is the deepest fall from a high inside that window, using daily prices with dividends reinvested.
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What was VPL’s maximum drawdown?
VPL’s deepest fall since 2005 was 55.5%, from its high on October 31, 2007 to its low on March 9, 2009. The figure uses daily prices with dividends reinvested.
How long did VPL take to recover?
6.0 years. VPL first closed above its Oct 2007 high again on October 17, 2013.
Was VPL riskier than the S&P 500?
Over the same years, VPL’s worst drop was 55.5% against 55.2% for the S&P 500 (SPY), and its worst 12 months were −49.9% against −47.4%.
Compare with
Daily adjusted closes from Yahoo Finance, March 11, 2005 through October 13, 2026, dividends reinvested. Historical facts, not a forecast and not investment advice.