FPACX vs. VGSTX
Compare and contrast key facts about FPA Crescent Fund (FPACX) and Vanguard STAR Fund (VGSTX).
FPACX is managed by FPA. It was launched on Jun 1, 1993. VGSTX is managed by Vanguard. It was launched on Mar 29, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FPACX or VGSTX.
Key characteristics
| FPACX | VGSTX | |
|---|---|---|
| YTD Return | 13.68% | 11.81% |
| 1Y Return | 18.30% | 22.21% |
| 3Y Return (Ann) | 2.28% | 1.66% |
| 5Y Return (Ann) | 5.89% | 8.17% |
| 10Y Return (Ann) | 3.23% | 7.68% |
| Sharpe Ratio | 2.03 | 2.52 |
| Sortino Ratio | 2.78 | 3.63 |
| Omega Ratio | 1.38 | 1.47 |
| Calmar Ratio | 1.78 | 1.53 |
| Martin Ratio | 12.49 | 16.33 |
| Ulcer Index | 1.47% | 1.38% |
| Daily Std Dev | 9.06% | 8.89% |
| Max Drawdown | -35.01% | -38.62% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FPACX and VGSTX is 0.81, 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.
Performance
FPACX vs. VGSTX - Performance Comparison
In the year-to-date period, FPACX achieves a 13.68% return, which is significantly higher than VGSTX's 11.81% return. Over the past 10 years, FPACX has underperformed VGSTX with an annualized return of 3.23%, while VGSTX has yielded a comparatively higher 7.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FPACX vs. VGSTX - Expense Ratio Comparison
FPACX has a 1.00% expense ratio, which is higher than VGSTX's 0.31% expense ratio.
Risk-Adjusted Performance
FPACX vs. VGSTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FPA Crescent Fund (FPACX) and Vanguard STAR Fund (VGSTX). 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.
Dividends
FPACX vs. VGSTX - Dividend Comparison
FPACX's dividend yield for the trailing twelve months is around 1.26%, less than VGSTX's 2.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPACX FPA Crescent Fund | 1.26% | 0.12% | 0.05% | 0.78% | 0.30% | 2.36% | 0.71% | 0.98% | 0.89% | 1.00% | 0.92% | 0.64% |
VGSTX Vanguard STAR Fund | 2.19% | 2.21% | 2.08% | 1.36% | 1.42% | 2.11% | 2.52% | 1.85% | 2.08% | 2.09% | 2.18% | 1.82% |
Drawdowns
FPACX vs. VGSTX - Drawdown Comparison
The maximum FPACX drawdown since its inception was -35.01%, smaller than the maximum VGSTX drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for FPACX and VGSTX. For additional features, visit the drawdowns tool.
Volatility
FPACX vs. VGSTX - Volatility Comparison
FPA Crescent Fund (FPACX) and Vanguard STAR Fund (VGSTX) have volatilities of 2.40% and 2.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.