Vulnerability to poverty is an important social indicator of well-being. However, comparisons of vulnerability indices over time and space lack robustness as long as they are based on single measures or use specific poverty lines. We demonstrate that a distributional analysis, based on the theory of stochastic orders, can help. Using data from six rural provinces of Thailand and Vietnam, we calculate various indices for vulnerability in the sample provinces, establish cumulative distribution functions for income and consumption and show how the latter can be used for ethically robust vulnerability comparisons.