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FPACX vs. VFINX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FPACX and VFINX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

FPACX vs. VFINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FPA Crescent Fund (FPACX) and Vanguard 500 Index Fund Investor Shares (VFINX). The values are adjusted to include any dividend payments, if applicable.

900.00%1,000.00%1,100.00%1,200.00%1,300.00%December2025FebruaryMarchAprilMay
951.95%
1,225.21%
FPACX
VFINX

Key characteristics

Sharpe Ratio

FPACX:

0.98

VFINX:

0.74

Sortino Ratio

FPACX:

1.43

VFINX:

1.14

Omega Ratio

FPACX:

1.20

VFINX:

1.17

Calmar Ratio

FPACX:

1.03

VFINX:

0.76

Martin Ratio

FPACX:

4.28

VFINX:

3.03

Ulcer Index

FPACX:

2.64%

VFINX:

4.72%

Daily Std Dev

FPACX:

11.51%

VFINX:

19.41%

Max Drawdown

FPACX:

-31.59%

VFINX:

-55.25%

Current Drawdown

FPACX:

-3.18%

VFINX:

-7.24%

Returns By Period

In the year-to-date period, FPACX achieves a 1.39% return, which is significantly higher than VFINX's -2.96% return. Over the past 10 years, FPACX has underperformed VFINX with an annualized return of 7.78%, while VFINX has yielded a comparatively higher 12.50% annualized return.


FPACX

YTD

1.39%

1M

4.11%

6M

2.21%

1Y

9.91%

5Y*

14.21%

10Y*

7.78%

VFINX

YTD

-2.96%

1M

5.45%

6M

-0.14%

1Y

12.25%

5Y*

16.65%

10Y*

12.50%

*Annualized

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FPACX vs. VFINX - Expense Ratio Comparison

FPACX has a 1.00% expense ratio, which is higher than VFINX's 0.14% expense ratio.


Expense ratio chart for FPACX: current value is 1.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FPACX: 1.00%
Expense ratio chart for VFINX: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFINX: 0.14%

Risk-Adjusted Performance

FPACX vs. VFINX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FPACX
The Risk-Adjusted Performance Rank of FPACX is 7676
Overall Rank
The Sharpe Ratio Rank of FPACX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FPACX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of FPACX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FPACX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FPACX is 7979
Martin Ratio Rank

VFINX
The Risk-Adjusted Performance Rank of VFINX is 6565
Overall Rank
The Sharpe Ratio Rank of VFINX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VFINX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VFINX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VFINX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VFINX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FPACX vs. VFINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FPA Crescent Fund (FPACX) and Vanguard 500 Index Fund Investor Shares (VFINX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for FPACX, currently valued at 0.98, compared to the broader market-2.00-1.000.001.002.003.00
FPACX: 0.98
VFINX: 0.74
The chart of Sortino ratio for FPACX, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.00
FPACX: 1.43
VFINX: 1.14
The chart of Omega ratio for FPACX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.00
FPACX: 1.20
VFINX: 1.17
The chart of Calmar ratio for FPACX, currently valued at 1.03, compared to the broader market0.002.004.006.008.0010.00
FPACX: 1.03
VFINX: 0.76
The chart of Martin ratio for FPACX, currently valued at 4.28, compared to the broader market0.0010.0020.0030.0040.00
FPACX: 4.28
VFINX: 3.03

The current FPACX Sharpe Ratio is 0.98, which is higher than the VFINX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FPACX and VFINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.98
0.74
FPACX
VFINX

Dividends

FPACX vs. VFINX - Dividend Comparison

FPACX's dividend yield for the trailing twelve months is around 9.18%, more than VFINX's 1.23% yield.


TTM20242023202220212020201920182017201620152014
FPACX
FPA Crescent Fund
9.18%9.31%3.72%0.77%11.62%4.80%4.65%8.87%3.70%4.98%6.34%4.18%
VFINX
Vanguard 500 Index Fund Investor Shares
1.23%1.14%1.36%1.57%1.15%1.84%1.77%1.94%1.69%1.92%1.99%1.74%

Drawdowns

FPACX vs. VFINX - Drawdown Comparison

The maximum FPACX drawdown since its inception was -31.59%, smaller than the maximum VFINX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FPACX and VFINX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.18%
-7.24%
FPACX
VFINX

Volatility

FPACX vs. VFINX - Volatility Comparison

The current volatility for FPA Crescent Fund (FPACX) is 7.81%, while Vanguard 500 Index Fund Investor Shares (VFINX) has a volatility of 14.16%. This indicates that FPACX experiences smaller price fluctuations and is considered to be less risky than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
7.81%
14.16%
FPACX
VFINX