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POAGX vs. VHT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

POAGX vs. VHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PrimeCap Odyssey Aggressive Growth Fund (POAGX) and Vanguard Health Care ETF (VHT). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.73%
1.49%
POAGX
VHT

Returns By Period

In the year-to-date period, POAGX achieves a 13.38% return, which is significantly higher than VHT's 7.00% return. Over the past 10 years, POAGX has underperformed VHT with an annualized return of 3.61%, while VHT has yielded a comparatively higher 9.35% annualized return.


POAGX

YTD

13.38%

1M

2.72%

6M

8.52%

1Y

17.08%

5Y (annualized)

1.31%

10Y (annualized)

3.61%

VHT

YTD

7.00%

1M

-4.35%

6M

1.15%

1Y

13.61%

5Y (annualized)

9.16%

10Y (annualized)

9.35%

Key characteristics


POAGXVHT
Sharpe Ratio0.971.26
Sortino Ratio1.381.78
Omega Ratio1.181.23
Calmar Ratio0.511.45
Martin Ratio3.885.17
Ulcer Index4.56%2.74%
Daily Std Dev18.26%11.24%
Max Drawdown-56.06%-39.12%
Current Drawdown-22.47%-7.51%

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POAGX vs. VHT - Expense Ratio Comparison

POAGX has a 0.65% expense ratio, which is higher than VHT's 0.10% expense ratio.


POAGX
PrimeCap Odyssey Aggressive Growth Fund
Expense ratio chart for POAGX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VHT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.7

The correlation between POAGX and VHT is 0.74, 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.

Risk-Adjusted Performance

POAGX vs. VHT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Aggressive Growth Fund (POAGX) and Vanguard Health Care ETF (VHT). 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.


Sharpe ratio
The chart of Sharpe ratio for POAGX, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.005.000.971.26
The chart of Sortino ratio for POAGX, currently valued at 1.38, compared to the broader market0.005.0010.001.381.78
The chart of Omega ratio for POAGX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.23
The chart of Calmar ratio for POAGX, currently valued at 0.51, compared to the broader market0.005.0010.0015.0020.0025.000.511.45
The chart of Martin ratio for POAGX, currently valued at 3.88, compared to the broader market0.0020.0040.0060.0080.00100.003.885.17
POAGX
VHT

The current POAGX Sharpe Ratio is 0.97, which is comparable to the VHT Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of POAGX and VHT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.97
1.26
POAGX
VHT

Dividends

POAGX vs. VHT - Dividend Comparison

POAGX's dividend yield for the trailing twelve months is around 0.02%, less than VHT's 1.45% yield.


TTM20232022202120202019201820172016201520142013
POAGX
PrimeCap Odyssey Aggressive Growth Fund
0.02%0.02%0.00%0.00%0.00%0.00%0.07%0.00%0.00%0.01%0.17%0.00%
VHT
Vanguard Health Care ETF
1.45%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%1.12%

Drawdowns

POAGX vs. VHT - Drawdown Comparison

The maximum POAGX drawdown since its inception was -56.06%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for POAGX and VHT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.47%
-7.51%
POAGX
VHT

Volatility

POAGX vs. VHT - Volatility Comparison

PrimeCap Odyssey Aggressive Growth Fund (POAGX) has a higher volatility of 6.02% compared to Vanguard Health Care ETF (VHT) at 4.11%. This indicates that POAGX's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.02%
4.11%
POAGX
VHT