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

Key characteristics


POGRXVHCOX
YTD Return10.15%12.66%
1Y Return23.68%24.27%
3Y Return (Ann)3.70%4.13%
5Y Return (Ann)11.38%12.91%
10Y Return (Ann)11.57%12.36%
Sharpe Ratio1.041.81
Sortino Ratio1.642.48
Omega Ratio1.291.33
Calmar Ratio1.992.07
Martin Ratio3.968.51
Ulcer Index6.42%3.01%
Daily Std Dev24.35%14.12%
Max Drawdown-51.63%-54.30%
Current Drawdown-2.55%-3.75%

Correlation

-0.50.00.51.01.0

The correlation between POGRX and VHCOX 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.

Performance

POGRX vs. VHCOX - Performance Comparison

In the year-to-date period, POGRX achieves a 10.15% return, which is significantly lower than VHCOX's 12.66% return. Over the past 10 years, POGRX has underperformed VHCOX with an annualized return of 11.57%, while VHCOX has yielded a comparatively higher 12.36% 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%
4.62%
POGRX
VHCOX

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POGRX vs. VHCOX - Expense Ratio Comparison

POGRX has a 0.65% expense ratio, which is higher than VHCOX's 0.43% 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 VHCOX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%

Risk-Adjusted Performance

POGRX vs. VHCOX - 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 Investor Shares (VHCOX). 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
VHCOX
Sharpe ratio
The chart of Sharpe ratio for VHCOX, currently valued at 1.81, compared to the broader market0.002.004.001.81
Sortino ratio
The chart of Sortino ratio for VHCOX, currently valued at 2.48, compared to the broader market0.005.0010.002.48
Omega ratio
The chart of Omega ratio for VHCOX, currently valued at 1.33, compared to the broader market1.002.003.004.001.33
Calmar ratio
The chart of Calmar ratio for VHCOX, currently valued at 2.07, compared to the broader market0.005.0010.0015.0020.002.07
Martin ratio
The chart of Martin ratio for VHCOX, currently valued at 8.51, compared to the broader market0.0020.0040.0060.0080.00100.008.51

POGRX vs. VHCOX - Sharpe Ratio Comparison

The current POGRX Sharpe Ratio is 1.04, which is lower than the VHCOX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of POGRX and VHCOX, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.04
1.81
POGRX
VHCOX

Dividends

POGRX vs. VHCOX - Dividend Comparison

POGRX's dividend yield for the trailing twelve months is around 12.06%, more than VHCOX's 2.07% 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%
VHCOX
Vanguard Capital Opportunity Fund Investor Shares
2.07%2.33%9.26%10.44%9.10%6.41%12.11%4.55%5.66%5.30%4.14%3.76%

Drawdowns

POGRX vs. VHCOX - Drawdown Comparison

The maximum POGRX drawdown since its inception was -51.63%, roughly equal to the maximum VHCOX drawdown of -54.30%. Use the drawdown chart below to compare losses from any high point for POGRX and VHCOX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.55%
-3.75%
POGRX
VHCOX

Volatility

POGRX vs. VHCOX - Volatility Comparison

PrimeCap Odyssey Growth Fund (POGRX) and Vanguard Capital Opportunity Fund Investor Shares (VHCOX) have volatilities of 3.48% and 3.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%
3.46%
POGRX
VHCOX