PortfoliosLab logoPortfoliosLab logo
POSKX vs. VPCCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

POSKX vs. VPCCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POSKX
PrimeCap Odyssey Stock Fund
-1.96%25.73%12.77%21.18%-11.12%32.48%10.13%27.15%-7.19%25.99%
VPCCX
Vanguard PRIMECAP Core Fund
-2.11%29.96%12.72%23.58%-12.43%24.30%12.04%27.70%-4.89%26.27%

Returns By Period

In the year-to-date period, POSKX achieves a -1.96% return, which is significantly higher than VPCCX's -2.11% return. Both investments have delivered pretty close results over the past 10 years, with POSKX having a 13.84% annualized return and VPCCX not far ahead at 14.07%.


POSKX

1D
-0.97%
1M
-9.01%
YTD
-1.96%
6M
5.91%
1Y
26.50%
3Y*
17.57%
5Y*
11.90%
10Y*
13.84%

VPCCX

1D
-1.39%
1M
-9.44%
YTD
-2.11%
6M
7.22%
1Y
29.08%
3Y*
19.17%
5Y*
11.42%
10Y*
14.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


POSKX vs. VPCCX - Expense Ratio Comparison

POSKX has a 0.65% expense ratio, which is higher than VPCCX's 0.46% expense ratio.


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: 7777
Overall Rank
POSKX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
POSKX Sortino Ratio Rank: 7777
Sortino Ratio Rank
POSKX Omega Ratio Rank: 7373
Omega Ratio Rank
POSKX Calmar Ratio Rank: 7979
Calmar Ratio Rank
POSKX Martin Ratio Rank: 8181
Martin Ratio Rank

VPCCX
VPCCX Risk / Return Rank: 8282
Overall Rank
VPCCX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VPCCX Sortino Ratio Rank: 8181
Sortino Ratio Rank
VPCCX Omega Ratio Rank: 7878
Omega Ratio Rank
VPCCX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VPCCX Martin Ratio Rank: 8686
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.


POSKXVPCCXDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.45

-0.12

Sortino ratio

Return per unit of downside risk

1.90

2.04

-0.14

Omega ratio

Gain probability vs. loss probability

1.27

1.30

-0.02

Calmar ratio

Return relative to maximum drawdown

1.84

2.02

-0.17

Martin ratio

Return relative to average drawdown

8.00

9.07

-1.07

POSKX vs. VPCCX - Sharpe Ratio Comparison

The current POSKX Sharpe Ratio is 1.32, which is comparable to the VPCCX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of POSKX and VPCCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


POSKXVPCCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.45

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.66

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.76

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.62

-0.01

Correlation

The correlation between POSKX and VPCCX is 0.99, 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.


Dividends

POSKX vs. VPCCX - Dividend Comparison

POSKX's dividend yield for the trailing twelve months is around 27.99%, more than VPCCX's 17.62% yield.


TTM20252024202320222021202020192018201720162015
POSKX
PrimeCap Odyssey Stock Fund
27.99%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
17.62%17.25%7.17%5.73%8.40%6.89%7.89%6.99%9.45%4.10%5.52%4.96%

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.


Loading graphics...

Drawdown Indicators


POSKXVPCCXDifference

Max Drawdown

Largest peak-to-trough decline

-50.18%

-47.53%

-2.65%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-13.41%

+0.11%

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

-9.99%

-10.29%

+0.30%

Average Drawdown

Average peak-to-trough decline

-6.19%

-5.78%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.98%

+0.08%

Volatility

POSKX vs. VPCCX - Volatility Comparison

PrimeCap Odyssey Stock Fund (POSKX) and Vanguard PRIMECAP Core Fund (VPCCX) have volatilities of 5.71% and 5.88%, 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.


Loading graphics...

Volatility by Period


POSKXVPCCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

5.88%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

11.90%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

20.38%

20.51%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

17.30%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.86%

18.58%

+0.28%