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

Performance

POGRX vs. POAGX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.45%
7.73%
POGRX
POAGX

Returns By Period

The year-to-date returns for both stocks are quite close, with POGRX having a 13.66% return and POAGX slightly lower at 13.38%. Over the past 10 years, POGRX has outperformed POAGX with an annualized return of 11.64%, while POAGX has yielded a comparatively lower 3.61% annualized return.


POGRX

YTD

13.66%

1M

1.78%

6M

7.30%

1Y

22.64%

5Y (annualized)

11.74%

10Y (annualized)

11.64%

POAGX

YTD

13.38%

1M

2.72%

6M

8.52%

1Y

17.08%

5Y (annualized)

1.31%

10Y (annualized)

3.61%

Key characteristics


POGRXPOAGX
Sharpe Ratio0.950.97
Sortino Ratio1.521.38
Omega Ratio1.271.18
Calmar Ratio1.820.51
Martin Ratio3.603.88
Ulcer Index6.45%4.56%
Daily Std Dev24.41%18.26%
Max Drawdown-51.63%-56.06%
Current Drawdown-2.95%-22.47%

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POGRX vs. POAGX - Expense Ratio Comparison

Both POGRX and POAGX have an expense ratio of 0.65%.


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 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%

Correlation

-0.50.00.51.01.0

The correlation between POGRX and POAGX is 0.96, 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

POGRX vs. POAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Growth Fund (POGRX) and PrimeCap Odyssey Aggressive Growth Fund (POAGX). 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 POGRX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.005.000.950.97
The chart of Sortino ratio for POGRX, currently valued at 1.52, compared to the broader market0.005.0010.001.521.38
The chart of Omega ratio for POGRX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.18
The chart of Calmar ratio for POGRX, currently valued at 1.82, compared to the broader market0.005.0010.0015.0020.0025.001.820.51
The chart of Martin ratio for POGRX, currently valued at 3.60, compared to the broader market0.0020.0040.0060.0080.00100.003.603.88
POGRX
POAGX

The current POGRX Sharpe Ratio is 0.95, which is comparable to the POAGX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of POGRX and POAGX, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.95
0.97
POGRX
POAGX

Dividends

POGRX vs. POAGX - Dividend Comparison

POGRX's dividend yield for the trailing twelve months is around 0.46%, more than POAGX's 0.02% yield.


TTM20232022202120202019201820172016201520142013
POGRX
PrimeCap Odyssey Growth Fund
0.46%0.53%0.62%0.12%0.41%0.50%0.35%0.30%0.48%0.36%0.63%0.33%
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%

Drawdowns

POGRX vs. POAGX - Drawdown Comparison

The maximum POGRX drawdown since its inception was -51.63%, smaller than the maximum POAGX drawdown of -56.06%. Use the drawdown chart below to compare losses from any high point for POGRX and POAGX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.95%
-22.47%
POGRX
POAGX

Volatility

POGRX vs. POAGX - Volatility Comparison

The current volatility for PrimeCap Odyssey Growth Fund (POGRX) is 4.92%, while PrimeCap Odyssey Aggressive Growth Fund (POAGX) has a volatility of 6.02%. This indicates that POGRX experiences smaller price fluctuations and is considered to be less risky than POAGX 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%9.00%JuneJulyAugustSeptemberOctoberNovember
4.92%
6.02%
POGRX
POAGX