POSKX vs. SPY
Compare and contrast key facts about PrimeCap Odyssey Stock Fund (POSKX) and SPDR S&P 500 ETF (SPY).
POSKX is managed by PRIMECAP Odyssey Funds. It was launched on Nov 1, 2004. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: POSKX or SPY.
Performance
POSKX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, POSKX achieves a 15.02% return, which is significantly lower than SPY's 26.08% return. Over the past 10 years, POSKX has underperformed SPY with an annualized return of 11.33%, while SPY has yielded a comparatively higher 13.10% annualized return.
POSKX
15.02%
0.52%
5.19%
22.71%
12.15%
11.33%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| POSKX | SPY | |
|---|---|---|
| Sharpe Ratio | 1.15 | 2.70 |
| Sortino Ratio | 1.74 | 3.60 |
| Omega Ratio | 1.30 | 1.50 |
| Calmar Ratio | 2.09 | 3.90 |
| Martin Ratio | 5.45 | 17.52 |
| Ulcer Index | 4.28% | 1.87% |
| Daily Std Dev | 20.24% | 12.14% |
| Max Drawdown | -50.18% | -55.19% |
| Current Drawdown | -2.21% | -0.85% |
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POSKX vs. SPY - Expense Ratio Comparison
POSKX has a 0.65% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between POSKX and SPY is 0.93, 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
POSKX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Stock Fund (POSKX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
POSKX vs. SPY - Dividend Comparison
POSKX's dividend yield for the trailing twelve months is around 1.05%, less than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POSKX PrimeCap Odyssey Stock Fund | 1.05% | 1.21% | 1.29% | 0.70% | 1.37% | 1.36% | 1.19% | 0.96% | 1.18% | 1.03% | 1.31% | 1.14% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
POSKX vs. SPY - Drawdown Comparison
The maximum POSKX drawdown since its inception was -50.18%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for POSKX and SPY. For additional features, visit the drawdowns tool.
Volatility
POSKX vs. SPY - Volatility Comparison
PrimeCap Odyssey Stock Fund (POSKX) and SPDR S&P 500 ETF (SPY) have volatilities of 3.89% and 3.98%, 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.