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POGRX vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POGRX vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PrimeCap Odyssey Growth Fund (POGRX) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, POGRX achieves a 25.42% return, which is significantly higher than GDE's 3.16% return.


POGRX

1D
4.38%
1M
6.57%
YTD
25.42%
6M
26.23%
1Y
60.91%
3Y*
27.93%
5Y*
15.20%
10Y*
17.61%

GDE

1D
0.67%
1M
-6.40%
YTD
3.16%
6M
4.00%
1Y
40.98%
3Y*
42.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

POGRX vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
POGRX
PrimeCap Odyssey Growth Fund
25.42%32.99%13.09%23.85%-6.95%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.16%73.76%44.79%33.85%-8.58%

Correlation

The correlation between POGRX and GDE is 0.53, 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

0.53

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

0.56

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

0.61

The correlation between POGRX and GDE has been stable across timeframes, ranging from 0.53 to 0.61 - a consistent structural relationship.

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Return for Risk

POGRX vs. GDE — Risk / Return Rank

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

POGRX
POGRX Risk / Return Rank: 9292
Overall Rank
POGRX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
POGRX Sortino Ratio Rank: 9191
Sortino Ratio Rank
POGRX Omega Ratio Rank: 8888
Omega Ratio Rank
POGRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
POGRX Martin Ratio Rank: 9494
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 4242
Overall Rank
GDE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 3939
Sortino Ratio Rank
GDE Omega Ratio Rank: 4646
Omega Ratio Rank
GDE Calmar Ratio Rank: 4141
Calmar Ratio Rank
GDE Martin Ratio Rank: 3838
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. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Growth Fund (POGRX) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.


POGRXGDEDifference
Sharpe ratioReturn per unit of total volatility

+1.69

Sortino ratioReturn per unit of downside risk

+2.24

Omega ratioGain probability vs. loss probability

1.55

1.26

+0.29

Calmar ratioReturn relative to maximum drawdown

4.11

1.83

+2.27

Martin ratioReturn relative to average drawdown

17.30

5.36

+11.94

POGRX vs. GDE - Sharpe Ratio Comparison

The current POGRX Sharpe Ratio is 3.08, which is higher than the GDE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of POGRX and GDE, 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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Drawdowns

POGRX vs. GDE - Drawdown Comparison

The maximum POGRX drawdown since its inception was -51.63%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for POGRX and GDE.


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Drawdown Indicators


POGRXGDEDifference

Max Drawdown

Largest peak-to-trough decline

-51.63%

-32.01%

-19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.40%

-22.66%

+8.26%

Max Drawdown (3Y)

Largest decline over 3 years

-22.13%

-22.66%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-26.85%

Max Drawdown (10Y)

Largest decline over 10 years

-35.29%

Current Drawdown

Current decline from peak

-0.99%

-16.53%

+15.54%

Average Drawdown

Average peak-to-trough decline

-7.13%

-7.93%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

7.73%

-4.32%

Volatility

POGRX vs. GDE - Volatility Comparison

The current volatility for PrimeCap Odyssey Growth Fund (POGRX) is 8.88%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 10.77%. This indicates that POGRX experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POGRXGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

10.77%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

25.97%

-9.88%

Volatility (1Y)

Calculated over the trailing 1-year period

19.19%

29.88%

-10.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.82%

27.09%

-7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.57%

27.09%

-6.52%

POGRX vs. GDE - Expense Ratio Comparison

POGRX has a 0.65% expense ratio, which is higher than GDE's 0.20% expense ratio.


Dividends

POGRX vs. GDE - Dividend Comparison

POGRX's dividend yield for the trailing twelve months is around 19.85%, more than GDE's 4.19% yield.


PositionTTM20252024202320222021202020192018201720162015
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.19%4.32%7.14%2.22%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
POGRX
PrimeCap Odyssey Growth Fund
19.85%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


POGRX and GDE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDE has higher volatility (10.77%) compared to POGRX (8.88%). In terms of maximum drawdown, POGRX dropped -51.63% vs GDE's -32.01%.

POGRX currently has the higher Sharpe Ratio (3.08 vs 1.39), 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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