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POGRX vs. BSPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POGRX vs. BSPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PrimeCap Odyssey Growth Fund (POGRX) and iShares S&P 500 Index Fund Institutional Class (BSPIX). The values are adjusted to include any dividend payments, if applicable.

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POGRX vs. BSPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POGRX
PrimeCap Odyssey Growth Fund
-8.17%32.99%13.09%23.85%-14.61%18.81%17.05%23.98%-4.56%32.07%
BSPIX
iShares S&P 500 Index Fund Institutional Class
-7.08%17.75%24.85%26.17%-18.20%28.55%18.35%31.35%-4.87%21.20%

Returns By Period

In the year-to-date period, POGRX achieves a -8.17% return, which is significantly lower than BSPIX's -7.08% return. Both investments have delivered pretty close results over the past 10 years, with POGRX having a 13.80% annualized return and BSPIX not far behind at 13.55%.


POGRX

1D
-1.43%
1M
-10.73%
YTD
-8.17%
6M
-0.34%
1Y
26.71%
3Y*
17.28%
5Y*
9.28%
10Y*
13.80%

BSPIX

1D
-0.39%
1M
-7.69%
YTD
-7.08%
6M
-4.66%
1Y
14.32%
3Y*
17.05%
5Y*
11.30%
10Y*
13.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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POGRX vs. BSPIX - Expense Ratio Comparison

POGRX has a 0.65% expense ratio, which is higher than BSPIX's 0.10% expense ratio.


Return for Risk

POGRX vs. BSPIX — Risk / Return Rank

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

POGRX
POGRX Risk / Return Rank: 7070
Overall Rank
POGRX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
POGRX Sortino Ratio Rank: 7171
Sortino Ratio Rank
POGRX Omega Ratio Rank: 6969
Omega Ratio Rank
POGRX Calmar Ratio Rank: 7373
Calmar Ratio Rank
POGRX Martin Ratio Rank: 6969
Martin Ratio Rank

BSPIX
BSPIX Risk / Return Rank: 4343
Overall Rank
BSPIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BSPIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
BSPIX Omega Ratio Rank: 4646
Omega Ratio Rank
BSPIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
BSPIX Martin Ratio Rank: 5151
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.

POGRX vs. BSPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Growth Fund (POGRX) and iShares S&P 500 Index Fund Institutional Class (BSPIX). 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.


POGRXBSPIXDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.83

+0.38

Sortino ratio

Return per unit of downside risk

1.74

1.29

+0.45

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.06

Calmar ratio

Return relative to maximum drawdown

1.67

1.05

+0.62

Martin ratio

Return relative to average drawdown

6.52

5.09

+1.43

POGRX vs. BSPIX - Sharpe Ratio Comparison

The current POGRX Sharpe Ratio is 1.21, which is higher than the BSPIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of POGRX and BSPIX, 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


POGRXBSPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.83

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.67

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.76

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.72

-0.14

Correlation

The correlation between POGRX and BSPIX is 0.89, 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

POGRX vs. BSPIX - Dividend Comparison

POGRX's dividend yield for the trailing twelve months is around 27.11%, more than BSPIX's 1.53% yield.


TTM20252024202320222021202020192018201720162015
POGRX
PrimeCap Odyssey Growth Fund
27.11%24.89%20.79%13.28%12.36%13.68%12.50%5.13%2.45%1.54%5.83%1.29%
BSPIX
iShares S&P 500 Index Fund Institutional Class
1.53%1.66%1.35%1.44%1.94%1.76%1.60%1.92%1.94%1.57%2.30%2.42%

Drawdowns

POGRX vs. BSPIX - Drawdown Comparison

The maximum POGRX drawdown since its inception was -51.63%, which is greater than BSPIX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for POGRX and BSPIX.


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Drawdown Indicators


POGRXBSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.63%

-33.75%

-17.88%

Max Drawdown (1Y)

Largest decline over 1 year

-14.40%

-12.11%

-2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-26.85%

-24.55%

-2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-35.29%

-33.75%

-1.54%

Current Drawdown

Current decline from peak

-14.40%

-8.91%

-5.49%

Average Drawdown

Average peak-to-trough decline

-7.17%

-3.98%

-3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

2.49%

+1.20%

Volatility

POGRX vs. BSPIX - Volatility Comparison

PrimeCap Odyssey Growth Fund (POGRX) has a higher volatility of 6.38% compared to iShares S&P 500 Index Fund Institutional Class (BSPIX) at 4.24%. This indicates that POGRX's price experiences larger fluctuations and is considered to be riskier than BSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POGRXBSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

4.24%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

9.08%

+4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

21.91%

18.06%

+3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

16.84%

+2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.29%

17.99%

+2.30%