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MNRGX vs. VPMCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MNRGX vs. VPMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manor Investment Funds Growth Fund (MNRGX) and Vanguard PRIMECAP Fund Investor Shares (VPMCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MNRGX achieves a 8.80% return, which is significantly lower than VPMCX's 25.64% return. Over the past 10 years, MNRGX has underperformed VPMCX with an annualized return of 14.45%, while VPMCX has yielded a comparatively higher 17.59% annualized return.


MNRGX

1D
-1.16%
1M
4.41%
YTD
8.80%
6M
8.00%
1Y
31.69%
3Y*
18.63%
5Y*
12.10%
10Y*
14.45%

VPMCX

1D
0.19%
1M
10.35%
YTD
25.64%
6M
27.62%
1Y
58.49%
3Y*
28.08%
5Y*
16.24%
10Y*
17.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MNRGX vs. VPMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MNRGX
Manor Investment Funds Growth Fund
8.80%15.41%18.27%22.77%-17.43%27.93%26.64%30.79%-6.01%24.44%
VPMCX
Vanguard PRIMECAP Fund Investor Shares
25.64%29.60%13.23%28.16%-15.22%21.64%17.16%27.78%-1.99%28.17%

Correlation

The correlation between MNRGX and VPMCX is 0.78, 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

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 2, 1999

0.90

The correlation between MNRGX and VPMCX shifts across timeframes, from 0.78 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MNRGX vs. VPMCX — Risk / Return Rank

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

MNRGX
MNRGX Risk / Return Rank: 4545
Overall Rank
MNRGX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MNRGX Sortino Ratio Rank: 5050
Sortino Ratio Rank
MNRGX Omega Ratio Rank: 4848
Omega Ratio Rank
MNRGX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MNRGX Martin Ratio Rank: 3737
Martin Ratio Rank

VPMCX
VPMCX Risk / Return Rank: 9494
Overall Rank
VPMCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VPMCX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VPMCX Omega Ratio Rank: 8989
Omega Ratio Rank
VPMCX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VPMCX Martin Ratio Rank: 9696
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.

MNRGX vs. VPMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manor Investment Funds Growth Fund (MNRGX) and Vanguard PRIMECAP Fund Investor Shares (VPMCX). 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.


MNRGXVPMCXDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-2.14

Omega ratioGain probability vs. loss probability

1.36

1.65

-0.29

Calmar ratioReturn relative to maximum drawdown

2.22

5.06

-2.84

Martin ratioReturn relative to average drawdown

7.91

23.33

-15.42

MNRGX vs. VPMCX - Sharpe Ratio Comparison

The current MNRGX Sharpe Ratio is 2.11, which is lower than the VPMCX Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of MNRGX and VPMCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MNRGXVPMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

3.71

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.89

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.92

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.81

-0.41

Drawdowns

MNRGX vs. VPMCX - Drawdown Comparison

The maximum MNRGX drawdown since its inception was -56.04%, which is greater than VPMCX's maximum drawdown of -50.45%. Use the drawdown chart below to compare losses from any high point for MNRGX and VPMCX.


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Drawdown Indicators


MNRGXVPMCXDifference

Max Drawdown

Largest peak-to-trough decline

-56.04%

-50.45%

-5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.52%

-11.73%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-29.23%

-20.56%

-8.67%

Max Drawdown (5Y)

Largest decline over 5 years

-29.23%

-25.25%

-3.98%

Max Drawdown (10Y)

Largest decline over 10 years

-30.57%

-32.65%

+2.08%

Current Drawdown

Current decline from peak

-1.62%

0.00%

-1.62%

Average Drawdown

Average peak-to-trough decline

-13.50%

-7.40%

-6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

2.54%

+1.53%

Volatility

MNRGX vs. VPMCX - Volatility Comparison

The current volatility for Manor Investment Funds Growth Fund (MNRGX) is 3.73%, while Vanguard PRIMECAP Fund Investor Shares (VPMCX) has a volatility of 6.13%. This indicates that MNRGX experiences smaller price fluctuations and is considered to be less risky than VPMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNRGXVPMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

6.13%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

12.83%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

16.02%

-0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

18.25%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

19.19%

+0.16%

MNRGX vs. VPMCX - Expense Ratio Comparison

MNRGX has a 0.99% expense ratio, which is higher than VPMCX's 0.38% expense ratio.


Dividends

MNRGX vs. VPMCX - Dividend Comparison

MNRGX's dividend yield for the trailing twelve months is around 7.86%, less than VPMCX's 13.02% yield.


PositionTTM20252024202320222021202020192018201720162015
MNRGX
Manor Investment Funds Growth Fund
7.86%8.56%0.00%2.98%5.34%4.81%11.66%3.00%9.20%0.03%0.06%3.46%
VPMCX
Vanguard PRIMECAP Fund Investor Shares
13.02%16.36%6.62%7.16%9.85%10.08%9.74%7.15%8.32%4.53%5.05%5.91%

Frequently Asked Questions


MNRGX and VPMCX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPMCX has higher volatility (6.13%) compared to MNRGX (3.73%). In terms of maximum drawdown, MNRGX dropped -56.04% vs VPMCX's -50.45%.

VPMCX currently has the higher Sharpe Ratio (3.71 vs 2.11), 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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