FSS vs. VPMAX
Compare and contrast key facts about Federal Signal Corporation (FSS) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSS or VPMAX.
Key characteristics
| FSS | VPMAX | |
|---|---|---|
| YTD Return | 18.71% | 16.13% |
| 1Y Return | 31.89% | 23.52% |
| 3Y Return (Ann) | 24.61% | 7.80% |
| 5Y Return (Ann) | 23.47% | 13.54% |
| 10Y Return (Ann) | 20.75% | 13.06% |
| Sharpe Ratio | 1.12 | 1.42 |
| Sortino Ratio | 1.63 | 2.03 |
| Omega Ratio | 1.21 | 1.30 |
| Calmar Ratio | 1.74 | 1.92 |
| Martin Ratio | 4.72 | 6.52 |
| Ulcer Index | 6.76% | 3.63% |
| Daily Std Dev | 28.54% | 16.68% |
| Max Drawdown | -83.42% | -48.32% |
| Current Drawdown | -9.14% | -2.53% |
Correlation
The correlation between FSS and VPMAX is 0.58, 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.
Performance
FSS vs. VPMAX - Performance Comparison
In the year-to-date period, FSS achieves a 18.71% return, which is significantly higher than VPMAX's 16.13% return. Over the past 10 years, FSS has outperformed VPMAX with an annualized return of 20.75%, while VPMAX has yielded a comparatively lower 13.06% 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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Risk-Adjusted Performance
FSS vs. VPMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federal Signal Corporation (FSS) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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
FSS vs. VPMAX - Dividend Comparison
FSS's dividend yield for the trailing twelve months is around 0.64%, less than VPMAX's 1.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSS Federal Signal Corporation | 0.64% | 0.51% | 0.77% | 0.83% | 0.96% | 0.99% | 1.56% | 1.39% | 1.79% | 1.58% | 0.58% | 0.00% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 1.01% | 1.17% | 1.31% | 0.79% | 1.12% | 1.29% | 1.36% | 1.08% | 1.37% | 1.20% | 1.32% | 1.03% |
Drawdowns
FSS vs. VPMAX - Drawdown Comparison
The maximum FSS drawdown since its inception was -83.42%, which is greater than VPMAX's maximum drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for FSS and VPMAX. For additional features, visit the drawdowns tool.
Volatility
FSS vs. VPMAX - Volatility Comparison
Federal Signal Corporation (FSS) has a higher volatility of 11.86% compared to Vanguard PRIMECAP Fund Admiral Shares (VPMAX) at 3.98%. This indicates that FSS's price experiences larger fluctuations and is considered to be riskier than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.