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

Performance

POGRX vs. VHCAX - Performance Comparison

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

600.00%650.00%700.00%750.00%800.00%JuneJulyAugustSeptemberOctoberNovember
705.71%
779.43%
POGRX
VHCAX

Returns By Period

In the year-to-date period, POGRX achieves a 15.57% return, which is significantly lower than VHCAX's 17.16% return. Over the past 10 years, POGRX has underperformed VHCAX with an annualized return of 11.72%, while VHCAX has yielded a comparatively higher 12.51% annualized return.


POGRX

YTD

15.57%

1M

4.04%

6M

8.23%

1Y

23.90%

5Y (annualized)

11.67%

10Y (annualized)

11.72%

VHCAX

YTD

17.16%

1M

2.35%

6M

6.46%

1Y

23.99%

5Y (annualized)

13.04%

10Y (annualized)

12.51%

Key characteristics


POGRXVHCAX
Sharpe Ratio0.981.63
Sortino Ratio1.562.29
Omega Ratio1.271.30
Calmar Ratio1.871.94
Martin Ratio3.707.74
Ulcer Index6.45%3.10%
Daily Std Dev24.42%14.76%
Max Drawdown-51.63%-54.27%
Current Drawdown-1.32%-1.56%

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POGRX vs. VHCAX - Expense Ratio Comparison

POGRX has a 0.65% expense ratio, which is higher than VHCAX's 0.36% 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 VHCAX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Correlation

The correlation between POGRX and VHCAX is 0.97, 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.


-0.50.00.51.01.0

Risk-Adjusted Performance

POGRX vs. VHCAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Growth Fund (POGRX) and Vanguard Capital Opportunity Fund Admiral Shares (VHCAX). 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 0.98, compared to the broader market-1.000.001.002.003.004.005.000.981.63
The chart of Sortino ratio for POGRX, currently valued at 1.56, compared to the broader market0.005.0010.001.562.29
The chart of Omega ratio for POGRX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.30
The chart of Calmar ratio for POGRX, currently valued at 1.87, compared to the broader market0.005.0010.0015.0020.001.871.94
The chart of Martin ratio for POGRX, currently valued at 3.70, compared to the broader market0.0020.0040.0060.0080.00100.003.707.74
POGRX
VHCAX

The current POGRX Sharpe Ratio is 0.98, which is lower than the VHCAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of POGRX and VHCAX, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.98
1.63
POGRX
VHCAX

Dividends

POGRX vs. VHCAX - Dividend Comparison

POGRX's dividend yield for the trailing twelve months is around 0.45%, less than VHCAX's 0.65% yield.


TTM20232022202120202019201820172016201520142013
POGRX
PrimeCap Odyssey Growth Fund
0.45%0.53%0.62%0.12%0.41%0.50%0.35%0.30%0.48%0.36%0.63%0.33%
VHCAX
Vanguard Capital Opportunity Fund Admiral Shares
0.65%0.76%0.88%0.45%0.52%0.81%0.94%0.67%0.77%0.67%0.67%0.24%

Drawdowns

POGRX vs. VHCAX - Drawdown Comparison

The maximum POGRX drawdown since its inception was -51.63%, roughly equal to the maximum VHCAX drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for POGRX and VHCAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.32%
-1.56%
POGRX
VHCAX

Volatility

POGRX vs. VHCAX - Volatility Comparison

PrimeCap Odyssey Growth Fund (POGRX) has a higher volatility of 5.02% compared to Vanguard Capital Opportunity Fund Admiral Shares (VHCAX) at 4.75%. This indicates that POGRX's price experiences larger fluctuations and is considered to be riskier than VHCAX 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
5.02%
4.75%
POGRX
VHCAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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