GDE vs. POGRX
GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) and POGRX (PrimeCap Odyssey Growth Fund) are both funds - GDE is a Gold fund actively managed by WisdomTree, while POGRX is a Large Cap Growth Equities fund managed by PRIMECAP Odyssey Funds. Over the past 3 years, GDE returned 42.64%/yr vs 27.93%/yr for POGRX. A 0.61 correlation means they provide meaningful diversification when combined. GDE charges 0.20%/yr vs 0.65%/yr for POGRX.
Performance
GDE vs. POGRX - Performance Comparison
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Returns By Period
In the year-to-date period, GDE achieves a 3.16% return, which is significantly lower than POGRX's 25.42% return.
GDE
- 1D
- 0.67%
- 1M
- -6.40%
- YTD
- 3.16%
- 6M
- 4.00%
- 1Y
- 40.98%
- 3Y*
- 42.64%
- 5Y*
- —
- 10Y*
- —
POGRX
- 1D
- 4.38%
- 1M
- 6.57%
- YTD
- 25.42%
- 6M
- 26.23%
- 1Y
- 60.91%
- 3Y*
- 27.93%
- 5Y*
- 15.20%
- 10Y*
- 17.61%
GDE vs. POGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.16% | 73.76% | 44.79% | 33.85% | -8.58% |
POGRX PrimeCap Odyssey Growth Fund | 25.42% | 32.99% | 13.09% | 23.85% | -6.95% |
Correlation
The correlation between GDE and POGRX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.61 |
The correlation between GDE and POGRX has been stable across timeframes, ranging from 0.53 to 0.61 - a consistent structural relationship.
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Return for Risk
GDE vs. POGRX — Risk / Return Rank
GDE
POGRX
GDE vs. POGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and PrimeCap Odyssey Growth Fund (POGRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GDE | POGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.55 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 4.11 | -2.27 |
| Martin ratioReturn relative to average drawdown | 5.36 | 17.30 | -11.94 |
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Drawdowns
GDE vs. POGRX - Drawdown Comparison
The maximum GDE drawdown since its inception was -32.01%, smaller than the maximum POGRX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for GDE and POGRX.
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Drawdown Indicators
| GDE | POGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -51.63% | +19.62% |
Max Drawdown (1Y)Largest decline over 1 year | -22.66% | -14.40% | -8.26% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -22.13% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.29% | — |
Current DrawdownCurrent decline from peak | -16.53% | -0.99% | -15.54% |
Average DrawdownAverage peak-to-trough decline | -7.93% | -7.13% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 3.41% | +4.32% |
Volatility
GDE vs. POGRX - Volatility Comparison
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a higher volatility of 10.77% compared to PrimeCap Odyssey Growth Fund (POGRX) at 8.88%. This indicates that GDE's price experiences larger fluctuations and is considered to be riskier than POGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDE | POGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.77% | 8.88% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 25.97% | 16.09% | +9.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.88% | 19.19% | +10.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.09% | 19.82% | +7.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.09% | 20.57% | +6.52% |
GDE vs. POGRX - Expense Ratio Comparison
GDE has a 0.20% expense ratio, which is lower than POGRX's 0.65% expense ratio.
Dividends
GDE vs. POGRX - Dividend Comparison
GDE's dividend yield for the trailing twelve months is around 4.19%, less than POGRX's 19.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.19% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
POGRX PrimeCap Odyssey Growth Fund | 19.85% | 24.89% | 20.79% | 13.28% | 12.36% | 13.68% | 12.50% | 5.13% | 2.45% | 1.54% | 5.83% | 1.29% |
Frequently Asked Questions
GDE and POGRX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (10.77%) compared to POGRX (8.88%). In terms of maximum drawdown, GDE dropped -32.01% vs POGRX's -51.63%.
POGRX currently has the higher Sharpe Ratio (3.08 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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