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POGRX vs. FNILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


POGRXFNILX
YTD Return10.15%21.25%
1Y Return23.68%33.42%
3Y Return (Ann)3.70%8.03%
5Y Return (Ann)11.38%15.12%
Sharpe Ratio1.042.83
Sortino Ratio1.643.74
Omega Ratio1.291.53
Calmar Ratio1.994.03
Martin Ratio3.9618.37
Ulcer Index6.42%1.89%
Daily Std Dev24.35%12.25%
Max Drawdown-51.63%-33.75%
Current Drawdown-2.55%-2.53%

Correlation

-0.50.00.51.00.9

The correlation between POGRX and FNILX is 0.92, 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.

Performance

POGRX vs. FNILX - Performance Comparison

In the year-to-date period, POGRX achieves a 10.15% return, which is significantly lower than FNILX's 21.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.25%
10.97%
POGRX
FNILX

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POGRX vs. FNILX - Expense Ratio Comparison

POGRX has a 0.65% expense ratio, which is higher than FNILX's 0.00% expense ratio.


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

Risk-Adjusted Performance

POGRX vs. FNILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Growth Fund (POGRX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.


POGRX
Sharpe ratio
The chart of Sharpe ratio for POGRX, currently valued at 1.04, compared to the broader market0.002.004.001.04
Sortino ratio
The chart of Sortino ratio for POGRX, currently valued at 1.64, compared to the broader market0.005.0010.001.64
Omega ratio
The chart of Omega ratio for POGRX, currently valued at 1.29, compared to the broader market1.002.003.004.001.29
Calmar ratio
The chart of Calmar ratio for POGRX, currently valued at 1.99, compared to the broader market0.005.0010.0015.0020.001.99
Martin ratio
The chart of Martin ratio for POGRX, currently valued at 3.96, compared to the broader market0.0020.0040.0060.0080.00100.003.96
FNILX
Sharpe ratio
The chart of Sharpe ratio for FNILX, currently valued at 2.83, compared to the broader market0.002.004.002.83
Sortino ratio
The chart of Sortino ratio for FNILX, currently valued at 3.74, compared to the broader market0.005.0010.003.74
Omega ratio
The chart of Omega ratio for FNILX, currently valued at 1.53, compared to the broader market1.002.003.004.001.53
Calmar ratio
The chart of Calmar ratio for FNILX, currently valued at 4.03, compared to the broader market0.005.0010.0015.0020.004.03
Martin ratio
The chart of Martin ratio for FNILX, currently valued at 18.37, compared to the broader market0.0020.0040.0060.0080.00100.0018.37

POGRX vs. FNILX - Sharpe Ratio Comparison

The current POGRX Sharpe Ratio is 1.04, which is lower than the FNILX Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of POGRX and FNILX, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.04
2.83
POGRX
FNILX

Dividends

POGRX vs. FNILX - Dividend Comparison

POGRX's dividend yield for the trailing twelve months is around 12.06%, more than FNILX's 1.11% yield.


TTM20232022202120202019201820172016201520142013
POGRX
PrimeCap Odyssey Growth Fund
12.06%13.28%12.36%13.68%12.50%5.13%2.45%1.54%3.49%1.29%3.10%2.26%
FNILX
Fidelity ZERO Large Cap Index Fund
1.11%1.34%1.53%0.95%1.20%1.17%0.53%0.00%0.00%0.00%0.00%0.00%

Drawdowns

POGRX vs. FNILX - Drawdown Comparison

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.55%
-2.53%
POGRX
FNILX

Volatility

POGRX vs. FNILX - Volatility Comparison

PrimeCap Odyssey Growth Fund (POGRX) has a higher volatility of 3.48% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 3.12%. This indicates that POGRX's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.48%
3.12%
POGRX
FNILX