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

Performance

POGRX vs. VUG - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.30%
15.17%
POGRX
VUG

Returns By Period

In the year-to-date period, POGRX achieves a 13.66% return, which is significantly lower than VUG's 30.43% return. Over the past 10 years, POGRX has underperformed VUG with an annualized return of 11.64%, while VUG has yielded a comparatively higher 15.50% annualized return.


POGRX

YTD

13.66%

1M

1.78%

6M

7.30%

1Y

22.64%

5Y (annualized)

11.74%

10Y (annualized)

11.64%

VUG

YTD

30.43%

1M

2.58%

6M

15.17%

1Y

35.89%

5Y (annualized)

19.11%

10Y (annualized)

15.50%

Key characteristics


POGRXVUG
Sharpe Ratio0.952.17
Sortino Ratio1.522.83
Omega Ratio1.271.40
Calmar Ratio1.822.82
Martin Ratio3.6011.11
Ulcer Index6.45%3.29%
Daily Std Dev24.41%16.83%
Max Drawdown-51.63%-50.68%
Current Drawdown-2.95%-1.19%

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POGRX vs. VUG - Expense Ratio Comparison

POGRX has a 0.65% expense ratio, which is higher than VUG's 0.04% 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 VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.9

The correlation between POGRX and VUG is 0.89, 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. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Growth Fund (POGRX) and Vanguard Growth ETF (VUG). 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-1.000.001.002.003.004.005.000.952.17
The chart of Sortino ratio for POGRX, currently valued at 1.52, compared to the broader market0.005.0010.001.522.83
The chart of Omega ratio for POGRX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.40
The chart of Calmar ratio for POGRX, currently valued at 1.82, compared to the broader market0.005.0010.0015.0020.001.822.82
The chart of Martin ratio for POGRX, currently valued at 3.60, compared to the broader market0.0020.0040.0060.0080.00100.003.6011.11
POGRX
VUG

The current POGRX Sharpe Ratio is 0.95, which is lower than the VUG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of POGRX and VUG, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.95
2.17
POGRX
VUG

Dividends

POGRX vs. VUG - Dividend Comparison

POGRX's dividend yield for the trailing twelve months is around 0.46%, less than VUG's 0.49% 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%
VUG
Vanguard Growth ETF
0.49%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

POGRX vs. VUG - Drawdown Comparison

The maximum POGRX drawdown since its inception was -51.63%, roughly equal to the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for POGRX and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.95%
-1.19%
POGRX
VUG

Volatility

POGRX vs. VUG - Volatility Comparison

The current volatility for PrimeCap Odyssey Growth Fund (POGRX) is 4.92%, while Vanguard Growth ETF (VUG) has a volatility of 5.29%. This indicates that POGRX experiences smaller price fluctuations and is considered to be less risky than VUG 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%
5.29%
POGRX
VUG