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

Key characteristics


POGRXPRWAX
YTD Return10.15%21.83%
1Y Return23.68%32.31%
3Y Return (Ann)3.70%6.77%
5Y Return (Ann)11.38%18.32%
10Y Return (Ann)11.57%16.09%
Sharpe Ratio1.042.62
Sortino Ratio1.643.53
Omega Ratio1.291.48
Calmar Ratio1.993.25
Martin Ratio3.9615.80
Ulcer Index6.42%2.10%
Daily Std Dev24.35%12.67%
Max Drawdown-51.63%-57.72%
Current Drawdown-2.55%-2.75%

Correlation

-0.50.00.51.00.9

The correlation between POGRX and PRWAX is 0.91, 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. PRWAX - Performance Comparison

In the year-to-date period, POGRX achieves a 10.15% return, which is significantly lower than PRWAX's 21.83% return. Over the past 10 years, POGRX has underperformed PRWAX with an annualized return of 11.57%, while PRWAX has yielded a comparatively higher 16.09% annualized 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%
8.27%
POGRX
PRWAX

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POGRX vs. PRWAX - Expense Ratio Comparison

POGRX has a 0.65% expense ratio, which is lower than PRWAX's 0.76% expense ratio.


PRWAX
T. Rowe Price All-Cap Opportunities Fund
Expense ratio chart for PRWAX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
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%

Risk-Adjusted Performance

POGRX vs. PRWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Growth Fund (POGRX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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
PRWAX
Sharpe ratio
The chart of Sharpe ratio for PRWAX, currently valued at 2.62, compared to the broader market0.002.004.002.62
Sortino ratio
The chart of Sortino ratio for PRWAX, currently valued at 3.53, compared to the broader market0.005.0010.003.53
Omega ratio
The chart of Omega ratio for PRWAX, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for PRWAX, currently valued at 3.25, compared to the broader market0.005.0010.0015.0020.003.25
Martin ratio
The chart of Martin ratio for PRWAX, currently valued at 15.80, compared to the broader market0.0020.0040.0060.0080.00100.0015.80

POGRX vs. PRWAX - Sharpe Ratio Comparison

The current POGRX Sharpe Ratio is 1.04, which is lower than the PRWAX Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of POGRX and PRWAX, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.04
2.62
POGRX
PRWAX

Dividends

POGRX vs. PRWAX - Dividend Comparison

POGRX's dividend yield for the trailing twelve months is around 12.06%, more than PRWAX's 4.18% 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%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
4.18%5.10%3.11%20.51%15.44%7.01%12.58%12.30%6.19%8.84%14.73%11.52%

Drawdowns

POGRX vs. PRWAX - Drawdown Comparison

The maximum POGRX drawdown since its inception was -51.63%, smaller than the maximum PRWAX drawdown of -57.72%. Use the drawdown chart below to compare losses from any high point for POGRX and PRWAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.55%
-2.75%
POGRX
PRWAX

Volatility

POGRX vs. PRWAX - Volatility Comparison

PrimeCap Odyssey Growth Fund (POGRX) has a higher volatility of 3.48% compared to T. Rowe Price All-Cap Opportunities Fund (PRWAX) at 3.17%. This indicates that POGRX's price experiences larger fluctuations and is considered to be riskier than PRWAX 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%
3.17%
POGRX
PRWAX