PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
POSKX vs. VWIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between POSKX and VWIGX is 0.80, 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.


-0.50.00.51.00.8

Performance

POSKX vs. VWIGX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
5.82%
-2.99%
POSKX
VWIGX

Key characteristics

Sharpe Ratio

POSKX:

1.28

VWIGX:

0.36

Sortino Ratio

POSKX:

1.79

VWIGX:

0.56

Omega Ratio

POSKX:

1.24

VWIGX:

1.09

Calmar Ratio

POSKX:

1.53

VWIGX:

0.16

Martin Ratio

POSKX:

5.78

VWIGX:

1.41

Ulcer Index

POSKX:

2.94%

VWIGX:

4.84%

Daily Std Dev

POSKX:

13.31%

VWIGX:

19.19%

Max Drawdown

POSKX:

-50.61%

VWIGX:

-65.63%

Current Drawdown

POSKX:

-0.93%

VWIGX:

-38.69%

Returns By Period

In the year-to-date period, POSKX achieves a 4.70% return, which is significantly lower than VWIGX's 5.26% return. Over the past 10 years, POSKX has outperformed VWIGX with an annualized return of 10.78%, while VWIGX has yielded a comparatively lower 5.76% annualized return.


POSKX

YTD

4.70%

1M

4.61%

6M

5.82%

1Y

16.44%

5Y*

12.67%

10Y*

10.78%

VWIGX

YTD

5.26%

1M

4.86%

6M

-2.99%

1Y

7.27%

5Y*

1.93%

10Y*

5.76%

*Annualized

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. VWIGX - Expense Ratio Comparison

POSKX has a 0.65% expense ratio, which is higher than VWIGX's 0.43% expense ratio.


POSKX
PrimeCap Odyssey Stock Fund
Expense ratio chart for POSKX: 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 VWIGX: 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

POSKX vs. VWIGX — Risk-Adjusted Performance Rank

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

POSKX
The Risk-Adjusted Performance Rank of POSKX is 6868
Overall Rank
The Sharpe Ratio Rank of POSKX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of POSKX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of POSKX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of POSKX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of POSKX is 6767
Martin Ratio Rank

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 1616
Overall Rank
The Sharpe Ratio Rank of VWIGX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

POSKX vs. VWIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Stock Fund (POSKX) and Vanguard International Growth Fund Investor Shares (VWIGX). 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 POSKX, currently valued at 1.28, compared to the broader market-1.000.001.002.003.004.001.280.36
The chart of Sortino ratio for POSKX, currently valued at 1.79, compared to the broader market0.002.004.006.008.0010.0012.001.790.56
The chart of Omega ratio for POSKX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.09
The chart of Calmar ratio for POSKX, currently valued at 1.53, compared to the broader market0.005.0010.0015.0020.001.530.16
The chart of Martin ratio for POSKX, currently valued at 5.78, compared to the broader market0.0020.0040.0060.0080.005.781.41
POSKX
VWIGX

The current POSKX Sharpe Ratio is 1.28, which is higher than the VWIGX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of POSKX and VWIGX, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.28
0.36
POSKX
VWIGX

Dividends

POSKX vs. VWIGX - Dividend Comparison

POSKX's dividend yield for the trailing twelve months is around 1.05%, more than VWIGX's 0.79% yield.


TTM20242023202220212020201920182017201620152014
POSKX
PrimeCap Odyssey Stock Fund
1.05%1.10%1.21%1.29%0.70%1.37%1.36%1.19%0.96%1.18%1.03%1.31%
VWIGX
Vanguard International Growth Fund Investor Shares
0.79%0.83%1.01%1.37%0.93%0.21%1.20%1.62%0.84%2.53%1.39%2.29%

Drawdowns

POSKX vs. VWIGX - Drawdown Comparison

The maximum POSKX drawdown since its inception was -50.61%, smaller than the maximum VWIGX drawdown of -65.63%. Use the drawdown chart below to compare losses from any high point for POSKX and VWIGX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.93%
-38.69%
POSKX
VWIGX

Volatility

POSKX vs. VWIGX - Volatility Comparison

The current volatility for PrimeCap Odyssey Stock Fund (POSKX) is 3.00%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 4.35%. This indicates that POSKX experiences smaller price fluctuations and is considered to be less risky than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
3.00%
4.35%
POSKX
VWIGX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab