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FPACX vs. VHT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPACX vs. VHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FPA Crescent Fund (FPACX) and Vanguard Health Care ETF (VHT). The values are adjusted to include any dividend payments, if applicable.

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FPACX vs. VHT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPACX
FPA Crescent Fund
-3.27%17.69%12.42%20.30%-9.20%15.09%12.14%20.03%-7.42%10.38%
VHT
Vanguard Health Care ETF
-5.04%15.46%2.66%2.52%-5.60%20.57%18.29%21.87%5.58%23.26%

Returns By Period

In the year-to-date period, FPACX achieves a -3.27% return, which is significantly higher than VHT's -5.04% return. Both investments have delivered pretty close results over the past 10 years, with FPACX having a 9.35% annualized return and VHT not far ahead at 9.72%.


FPACX

1D
0.19%
1M
-6.57%
YTD
-3.27%
6M
-0.26%
1Y
14.07%
3Y*
13.33%
5Y*
7.95%
10Y*
9.35%

VHT

1D
2.24%
1M
-7.50%
YTD
-5.04%
6M
5.91%
1Y
4.70%
3Y*
6.16%
5Y*
5.09%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPACX vs. VHT - Expense Ratio Comparison

FPACX has a 1.00% expense ratio, which is higher than VHT's 0.10% expense ratio.


Return for Risk

FPACX vs. VHT — Risk / Return Rank

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

FPACX
FPACX Risk / Return Rank: 7272
Overall Rank
FPACX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FPACX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FPACX Omega Ratio Rank: 7272
Omega Ratio Rank
FPACX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FPACX Martin Ratio Rank: 6565
Martin Ratio Rank

VHT
VHT Risk / Return Rank: 2121
Overall Rank
VHT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VHT Sortino Ratio Rank: 2020
Sortino Ratio Rank
VHT Omega Ratio Rank: 1919
Omega Ratio Rank
VHT Calmar Ratio Rank: 2525
Calmar Ratio Rank
VHT Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FPACX vs. VHT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FPA Crescent Fund (FPACX) and Vanguard Health Care ETF (VHT). 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.


FPACXVHTDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.27

+1.00

Sortino ratio

Return per unit of downside risk

1.84

0.49

+1.35

Omega ratio

Gain probability vs. loss probability

1.27

1.06

+0.21

Calmar ratio

Return relative to maximum drawdown

1.71

0.51

+1.20

Martin ratio

Return relative to average drawdown

6.19

1.09

+5.10

FPACX vs. VHT - Sharpe Ratio Comparison

The current FPACX Sharpe Ratio is 1.27, which is higher than the VHT Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of FPACX and VHT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FPACXVHTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.27

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.34

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.58

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.56

+0.30

Correlation

The correlation between FPACX and VHT is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FPACX vs. VHT - Dividend Comparison

FPACX's dividend yield for the trailing twelve months is around 9.92%, more than VHT's 1.73% yield.


TTM20252024202320222021202020192018201720162015
FPACX
FPA Crescent Fund
9.92%9.60%7.95%3.72%0.77%11.62%4.80%4.65%8.87%3.70%4.98%6.34%
VHT
Vanguard Health Care ETF
1.73%1.61%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%

Drawdowns

FPACX vs. VHT - Drawdown Comparison

The maximum FPACX drawdown since its inception was -31.60%, smaller than the maximum VHT drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for FPACX and VHT.


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Drawdown Indicators


FPACXVHTDifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-39.12%

+7.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.37%

-10.40%

+3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-18.47%

-17.71%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-29.46%

-28.85%

-0.61%

Current Drawdown

Current decline from peak

-7.19%

-8.05%

+0.86%

Average Drawdown

Average peak-to-trough decline

-3.89%

-5.98%

+2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

4.96%

-2.92%

Volatility

FPACX vs. VHT - Volatility Comparison

The current volatility for FPA Crescent Fund (FPACX) is 3.28%, while Vanguard Health Care ETF (VHT) has a volatility of 5.10%. This indicates that FPACX experiences smaller price fluctuations and is considered to be less risky than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPACXVHTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

5.10%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

6.37%

10.28%

-3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

17.61%

-6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.86%

14.85%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.17%

16.94%

-3.77%