LGPIX vs. POGRX
LGPIX (ProFunds Large Cap Growth ProFund) and POGRX (PrimeCap Odyssey Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, LGPIX returned 1.80%/yr vs 18.57%/yr for POGRX. Their correlation of 0.88 suggests significant overlap in exposure. LGPIX charges 1.59%/yr vs 0.65%/yr for POGRX.
Performance
LGPIX vs. POGRX - Performance Comparison
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Returns By Period
In the year-to-date period, LGPIX achieves a 10.35% return, which is significantly lower than POGRX's 31.65% return. Over the past 10 years, LGPIX has underperformed POGRX with an annualized return of 1.80%, while POGRX has yielded a comparatively higher 18.57% annualized return.
LGPIX
- 1D
- -0.85%
- 1M
- 0.13%
- YTD
- 10.35%
- 6M
- 9.00%
- 1Y
- 28.02%
- 3Y*
- -21.42%
- 5Y*
- -13.31%
- 10Y*
- 1.80%
POGRX
- 1D
- 1.47%
- 1M
- 9.32%
- YTD
- 31.65%
- 6M
- 29.92%
- 1Y
- 68.68%
- 3Y*
- 30.35%
- 5Y*
- 16.55%
- 10Y*
- 18.57%
LGPIX vs. POGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGPIX ProFunds Large Cap Growth ProFund | 10.35% | 20.25% | -66.25% | 27.54% | -30.72% | 38.06% | 30.61% | 28.72% | -1.75% | 23.39% |
POGRX PrimeCap Odyssey Growth Fund | 31.65% | 32.99% | 13.09% | 23.85% | -14.61% | 18.81% | 17.05% | 23.98% | -4.56% | 32.07% |
Correlation
The correlation between LGPIX and POGRX is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2004 | 0.88 |
The correlation between LGPIX and POGRX shifts across timeframes, from 0.77 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LGPIX vs. POGRX — Risk / Return Rank
LGPIX
POGRX
LGPIX vs. POGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Large Cap Growth ProFund (LGPIX) 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.
| LGPIX | POGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.63 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 4.87 | -2.79 |
| Martin ratioReturn relative to average drawdown | 8.12 | 20.53 | -12.41 |
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Drawdowns
LGPIX vs. POGRX - Drawdown Comparison
The maximum LGPIX drawdown since its inception was -78.62%, which is greater than POGRX's maximum drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for LGPIX and POGRX.
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Drawdown Indicators
| LGPIX | POGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.62% | -51.63% | -26.99% |
Max Drawdown (1Y)Largest decline over 1 year | -14.29% | -14.40% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -78.62% | -22.13% | -56.49% |
Max Drawdown (5Y)Largest decline over 5 years | -78.62% | -26.85% | -51.77% |
Max Drawdown (10Y)Largest decline over 10 years | -78.62% | -35.29% | -43.33% |
Current DrawdownCurrent decline from peak | -65.14% | 0.00% | -65.14% |
Average DrawdownAverage peak-to-trough decline | -12.27% | -7.12% | -5.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 3.41% | +0.24% |
Volatility
LGPIX vs. POGRX - Volatility Comparison
The current volatility for ProFunds Large Cap Growth ProFund (LGPIX) is 6.85%, while PrimeCap Odyssey Growth Fund (POGRX) has a volatility of 8.78%. This indicates that LGPIX experiences smaller price fluctuations and is considered to be less risky 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
| LGPIX | POGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 8.78% | -1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 13.73% | 16.41% | -2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 19.53% | -2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.08% | 19.90% | +20.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.41% | 20.61% | +10.80% |
LGPIX vs. POGRX - Expense Ratio Comparison
LGPIX has a 1.59% expense ratio, which is higher than POGRX's 0.65% expense ratio.
Dividends
LGPIX vs. POGRX - Dividend Comparison
LGPIX's dividend yield for the trailing twelve months is around 1.37%, less than POGRX's 18.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGPIX ProFunds Large Cap Growth ProFund | 1.37% | 1.51% | 1.14% | 1.55% | 1.98% | 6.65% | 3.33% | 4.40% | 1.84% | 0.00% | 1.39% | 0.06% |
POGRX PrimeCap Odyssey Growth Fund | 18.91% | 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
LGPIX and POGRX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
POGRX has higher volatility (8.78%) compared to LGPIX (6.85%). In terms of maximum drawdown, LGPIX dropped -78.62% vs POGRX's -51.63%.
POGRX currently has the higher Sharpe Ratio (3.60 vs 1.75), 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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