GGEFX vs. VPMAX
GGEFX (Summitry Equity Fund) and VPMAX (Vanguard PRIMECAP Fund Admiral Shares) are both Large Cap Blend Equities funds. Over the past 10 years, GGEFX returned 12.00%/yr vs 18.17%/yr for VPMAX. Their correlation of 0.88 suggests significant overlap in exposure. GGEFX charges 1.25%/yr vs 0.27%/yr for VPMAX.
Performance
GGEFX vs. VPMAX - Performance Comparison
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Returns By Period
In the year-to-date period, GGEFX achieves a -1.23% return, which is significantly lower than VPMAX's 28.16% return. Over the past 10 years, GGEFX has underperformed VPMAX with an annualized return of 12.00%, while VPMAX has yielded a comparatively higher 18.17% annualized return.
GGEFX
- 1D
- 1.04%
- 1M
- -0.73%
- YTD
- -1.23%
- 6M
- -1.23%
- 1Y
- 8.05%
- 3Y*
- 15.08%
- 5Y*
- 9.35%
- 10Y*
- 12.00%
VPMAX
- 1D
- 2.63%
- 1M
- 6.82%
- YTD
- 28.16%
- 6M
- 27.34%
- 1Y
- 60.80%
- 3Y*
- 27.27%
- 5Y*
- 16.84%
- 10Y*
- 18.17%
GGEFX vs. VPMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGEFX Summitry Equity Fund | -1.23% | 11.26% | 25.39% | 30.93% | -20.46% | 25.28% | 15.38% | 29.92% | -7.63% | 12.55% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 28.16% | 29.70% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 27.88% | -1.93% | 28.28% |
Correlation
The correlation between GGEFX and VPMAX is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2010 | 0.88 |
The correlation between GGEFX and VPMAX shifts across timeframes, from 0.72 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GGEFX vs. VPMAX — Risk / Return Rank
GGEFX
VPMAX
GGEFX vs. VPMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Summitry Equity Fund (GGEFX) 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.
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.
| GGEFX | VPMAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -3.72 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.61 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 5.13 | -4.58 |
| Martin ratioReturn relative to average drawdown | 1.80 | 23.31 | -21.51 |
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Drawdowns
GGEFX vs. VPMAX - Drawdown Comparison
The maximum GGEFX drawdown since its inception was -37.49%, smaller than the maximum VPMAX drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for GGEFX and VPMAX.
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Drawdown Indicators
| GGEFX | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.49% | -48.32% | +10.83% |
Max Drawdown (1Y)Largest decline over 1 year | -13.97% | -11.72% | -2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -20.03% | -20.55% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -27.12% | -25.21% | -1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -37.49% | -32.65% | -4.84% |
Current DrawdownCurrent decline from peak | -5.52% | 0.00% | -5.52% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -6.57% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 2.57% | +1.70% |
Volatility
GGEFX vs. VPMAX - Volatility Comparison
The current volatility for Summitry Equity Fund (GGEFX) is 4.82%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 8.43%. This indicates that GGEFX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGEFX | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 8.43% | -3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 14.78% | -3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.75% | 17.53% | -2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 18.53% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.52% | 19.33% | +0.19% |
GGEFX vs. VPMAX - Expense Ratio Comparison
GGEFX has a 1.25% expense ratio, which is higher than VPMAX's 0.27% expense ratio.
Dividends
GGEFX vs. VPMAX - Dividend Comparison
GGEFX's dividend yield for the trailing twelve months is around 17.12%, more than VPMAX's 12.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGEFX Summitry Equity Fund | 17.12% | 16.91% | 9.19% | 8.39% | 16.43% | 6.82% | 0.00% | 5.18% | 8.33% | 8.20% | 7.93% | 12.92% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 12.84% | 16.46% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Frequently Asked Questions
GGEFX and VPMAX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VPMAX has higher volatility (8.43%) compared to GGEFX (4.82%). In terms of maximum drawdown, GGEFX dropped -37.49% vs VPMAX's -48.32%.
VPMAX currently has the higher Sharpe Ratio (3.43 vs 0.52), 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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