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IICAX vs. VPCCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IICAX vs. VPCCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Asset Management Fund Large Cap Equity Fund (IICAX) and Vanguard PRIMECAP Core Fund (VPCCX). The values are adjusted to include any dividend payments, if applicable.

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IICAX vs. VPCCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IICAX
Asset Management Fund Large Cap Equity Fund
-0.37%12.59%18.66%21.70%-12.87%33.00%11.90%26.48%-6.25%-0.30%
VPCCX
Vanguard PRIMECAP Core Fund
2.89%29.96%12.72%23.58%-12.43%24.30%12.04%27.70%-4.89%26.27%

Returns By Period

In the year-to-date period, IICAX achieves a -0.37% return, which is significantly lower than VPCCX's 2.89% return. Over the past 10 years, IICAX has underperformed VPCCX with an annualized return of 10.51%, while VPCCX has yielded a comparatively higher 14.64% annualized return.


IICAX

1D
0.35%
1M
-3.67%
YTD
-0.37%
6M
1.11%
1Y
15.60%
3Y*
15.99%
5Y*
11.69%
10Y*
10.51%

VPCCX

1D
1.68%
1M
-2.33%
YTD
2.89%
6M
10.32%
1Y
35.05%
3Y*
21.17%
5Y*
12.31%
10Y*
14.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IICAX vs. VPCCX - Expense Ratio Comparison

IICAX has a 1.71% expense ratio, which is higher than VPCCX's 0.46% expense ratio.


Return for Risk

IICAX vs. VPCCX — Risk / Return Rank

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

IICAX
IICAX Risk / Return Rank: 4141
Overall Rank
IICAX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IICAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
IICAX Omega Ratio Rank: 4646
Omega Ratio Rank
IICAX Calmar Ratio Rank: 3333
Calmar Ratio Rank
IICAX Martin Ratio Rank: 4242
Martin Ratio Rank

VPCCX
VPCCX Risk / Return Rank: 8686
Overall Rank
VPCCX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VPCCX Sortino Ratio Rank: 8585
Sortino Ratio Rank
VPCCX Omega Ratio Rank: 8383
Omega Ratio Rank
VPCCX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VPCCX Martin Ratio Rank: 9292
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.

IICAX vs. VPCCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Asset Management Fund Large Cap Equity Fund (IICAX) and Vanguard PRIMECAP Core Fund (VPCCX). 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.


IICAXVPCCXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.75

-0.79

Sortino ratio

Return per unit of downside risk

1.50

2.41

-0.91

Omega ratio

Gain probability vs. loss probability

1.23

1.35

-0.13

Calmar ratio

Return relative to maximum drawdown

1.23

2.66

-1.43

Martin ratio

Return relative to average drawdown

5.46

11.73

-6.27

IICAX vs. VPCCX - Sharpe Ratio Comparison

The current IICAX Sharpe Ratio is 0.96, which is lower than the VPCCX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of IICAX and VPCCX, 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


IICAXVPCCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.75

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.71

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.79

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.64

-0.62

Correlation

The correlation between IICAX and VPCCX is 0.88, 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.


Dividends

IICAX vs. VPCCX - Dividend Comparison

IICAX's dividend yield for the trailing twelve months is around 11.29%, less than VPCCX's 16.77% yield.


TTM20252024202320222021202020192018201720162015
IICAX
Asset Management Fund Large Cap Equity Fund
11.29%11.22%6.32%9.33%9.58%5.38%3.83%5.15%13.41%0.85%30.91%8.23%
VPCCX
Vanguard PRIMECAP Core Fund
16.77%17.25%7.17%5.73%8.40%6.89%7.89%6.99%9.45%4.10%5.52%4.96%

Drawdowns

IICAX vs. VPCCX - Drawdown Comparison

The maximum IICAX drawdown since its inception was -96.26%, which is greater than VPCCX's maximum drawdown of -47.53%. Use the drawdown chart below to compare losses from any high point for IICAX and VPCCX.


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Drawdown Indicators


IICAXVPCCXDifference

Max Drawdown

Largest peak-to-trough decline

-96.26%

-47.53%

-48.73%

Max Drawdown (1Y)

Largest decline over 1 year

-7.25%

-10.29%

+3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-22.79%

-22.75%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-39.01%

-34.60%

-4.41%

Current Drawdown

Current decline from peak

-70.19%

-5.72%

-64.47%

Average Drawdown

Average peak-to-trough decline

-68.17%

-5.78%

-62.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

3.04%

-0.39%

Volatility

IICAX vs. VPCCX - Volatility Comparison

The current volatility for Asset Management Fund Large Cap Equity Fund (IICAX) is 4.42%, while Vanguard PRIMECAP Core Fund (VPCCX) has a volatility of 7.00%. This indicates that IICAX experiences smaller price fluctuations and is considered to be less risky than VPCCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IICAXVPCCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

7.00%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

12.42%

-4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

20.78%

-3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

17.38%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

18.62%

+3.28%