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POSKX vs. VPCCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POSKX vs. VPCCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PrimeCap Odyssey Stock Fund (POSKX) and Vanguard PRIMECAP Core Fund (VPCCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, POSKX achieves a 25.29% return, which is significantly lower than VPCCX's 32.08% return. Over the past 10 years, POSKX has underperformed VPCCX with an annualized return of 16.68%, while VPCCX has yielded a comparatively higher 17.53% annualized return.


POSKX

1D
1.81%
1M
4.82%
YTD
25.29%
6M
23.99%
1Y
52.59%
3Y*
24.45%
5Y*
16.90%
10Y*
16.68%

VPCCX

1D
2.15%
1M
6.98%
YTD
32.08%
6M
30.92%
1Y
64.43%
3Y*
28.50%
5Y*
17.51%
10Y*
17.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POSKX vs. VPCCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POSKX
PrimeCap Odyssey Stock Fund
25.29%25.73%12.77%21.18%-11.12%32.48%10.13%27.15%-7.19%25.99%
VPCCX
Vanguard PRIMECAP Core Fund
32.08%29.96%12.72%23.58%-12.43%24.30%12.04%27.70%-4.89%26.27%

Correlation

The correlation between POSKX and VPCCX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2004

0.99

The correlation between POSKX and VPCCX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

POSKX vs. VPCCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

POSKX
POSKX Risk / Return Rank: 9393
Overall Rank
POSKX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
POSKX Sortino Ratio Rank: 9191
Sortino Ratio Rank
POSKX Omega Ratio Rank: 8686
Omega Ratio Rank
POSKX Calmar Ratio Rank: 9595
Calmar Ratio Rank
POSKX Martin Ratio Rank: 9696
Martin Ratio Rank

VPCCX
VPCCX Risk / Return Rank: 9696
Overall Rank
VPCCX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VPCCX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VPCCX Omega Ratio Rank: 9191
Omega Ratio Rank
VPCCX Calmar Ratio Rank: 9797
Calmar Ratio Rank
VPCCX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

POSKX vs. VPCCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Stock Fund (POSKX) and Vanguard PRIMECAP Core Fund (VPCCX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


POSKXVPCCXDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.54

1.64

-0.10

Calmar ratioReturn relative to maximum drawdown

5.21

6.22

-1.01

Martin ratioReturn relative to average drawdown

21.60

27.85

-6.25

POSKX vs. VPCCX - Sharpe Ratio Comparison

The current POSKX Sharpe Ratio is 3.08, which is comparable to the VPCCX Sharpe Ratio of 3.64. The chart below compares the historical Sharpe Ratios of POSKX and VPCCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

POSKX vs. VPCCX - Drawdown Comparison

The maximum POSKX drawdown since its inception was -50.18%, which is greater than VPCCX's maximum drawdown of -47.53%. Use the drawdown chart below to compare losses from any high point for POSKX and VPCCX.


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Drawdown Indicators


POSKXVPCCXDifference

Max Drawdown

Largest peak-to-trough decline

-50.18%

-47.53%

-2.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-10.29%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-20.25%

-19.92%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-22.96%

-22.75%

-0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

-34.60%

-2.28%

Current Drawdown

Current decline from peak

-0.46%

-0.10%

-0.36%

Average Drawdown

Average peak-to-trough decline

-6.14%

-5.73%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.29%

+0.11%

Volatility

POSKX vs. VPCCX - Volatility Comparison

The current volatility for PrimeCap Odyssey Stock Fund (POSKX) is 6.92%, while Vanguard PRIMECAP Core Fund (VPCCX) has a volatility of 7.79%. This indicates that POSKX experiences smaller price fluctuations and is considered to be less risky than VPCCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POSKXVPCCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

7.79%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.87%

14.73%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

17.60%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

17.88%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

18.87%

+0.21%

POSKX vs. VPCCX - Expense Ratio Comparison

POSKX has a 0.65% expense ratio, which is higher than VPCCX's 0.37% expense ratio.


Dividends

POSKX vs. VPCCX - Dividend Comparison

POSKX's dividend yield for the trailing twelve months is around 21.90%, more than VPCCX's 13.06% yield.


PositionTTM20252024202320222021202020192018201720162015
POSKX
PrimeCap Odyssey Stock Fund
21.90%27.44%18.13%10.14%12.13%14.58%7.85%6.03%3.03%2.17%2.93%1.92%
VPCCX
Vanguard PRIMECAP Core Fund
13.06%17.25%7.17%5.73%8.40%6.89%7.89%6.99%9.45%4.10%5.52%4.96%

Frequently Asked Questions


With a correlation of 0.97, POSKX and VPCCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VPCCX has higher volatility (7.79%) compared to POSKX (6.92%). In terms of maximum drawdown, POSKX dropped -50.18% vs VPCCX's -47.53%.

VPCCX currently has the higher Sharpe Ratio (3.64 vs 3.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for POSKX and VPCCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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