POSKX vs. XVV

Last updated Apr 2, 2026

Compare and contrast key facts about PrimeCap Odyssey Stock Fund (POSKX) and iShares ESG Screened S&P 500 ETF (XVV).

POSKX is managed by PRIMECAP Odyssey Funds. It was launched on Nov 1, 2004. XVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Sustainablility Screened Index. It was launched on Sep 22, 2020.

Performance

POSKX vs. XVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PrimeCap Odyssey Stock Fund (POSKX) and iShares ESG Screened S&P 500 ETF (XVV). The values are adjusted to include any dividend payments, if applicable.

POSKX vs. XVV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
POSKX PrimeCap Odyssey Stock Fund	1.27%	25.73%	12.77%	21.18%	-11.12%	32.48%	21.54%
XVV iShares ESG Screened S&P 500 ETF	-5.44%	17.53%	25.87%	29.78%	-21.46%	29.19%	16.13%

Returns By Period

In the year-to-date period, POSKX achieves a 1.27% return, which is significantly higher than XVV's -5.44% return.

POSKX

• 1D: 3.29%
• 1M: -5.41%
• YTD: 1.27%
• 6M: 7.42%
• 1Y: 31.27%
• 3Y*: 18.84%
• 5Y*: 12.41%
• 10Y*: 14.21%

XVV

• 1D: 1.00%
• 1M: -4.61%
• YTD: -5.44%
• 6M: -3.43%
• 1Y: 17.03%
• 3Y*: 18.50%
• 5Y*: 11.47%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

POSKX vs. XVV - Expense Ratio Comparison

POSKX has a 0.65% expense ratio, which is higher than XVV's 0.08% expense ratio.

POSKX

PrimeCap Odyssey Stock Fund

XVV

iShares ESG Screened S&P 500 ETF

Return for Risk

POSKX vs. XVV — Risk / Return Rank

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

POSKX

POSKX Risk / Return Rank: 83
POSKX Sharpe Ratio Rank: 80
POSKX Sortino Ratio Rank: 81
POSKX Omega Ratio Rank: 77
POSKX Calmar Ratio Rank: 87
POSKX Martin Ratio Rank: 89

XVV

XVV Risk / Return Rank: 52
XVV Sharpe Ratio Rank: 47
XVV Sortino Ratio Rank: 50
XVV Omega Ratio Rank: 53
XVV Calmar Ratio Rank: 52
XVV Martin Ratio Rank: 58

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. XVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Stock Fund (POSKX) and iShares ESG Screened S&P 500 ETF (XVV). 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.

	POSKX	XVV	Difference
Sharpe ratio Return per unit of total volatility	1.50	0.90	+0.60
Sortino ratio Return per unit of downside risk	2.12	1.40	+0.72
Omega ratio Gain probability vs. loss probability	1.31	1.21	+0.10
Calmar ratio Return relative to maximum drawdown	2.33	1.40	+0.93
Martin ratio Return relative to average drawdown	10.01	6.00	+4.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

POSKX vs. XVV - Sharpe Ratio Comparison

The current POSKX Sharpe Ratio is 1.50, which is higher than the XVV Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of POSKX and XVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	POSKX	XVV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	0.90	+0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.65	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.85	-0.23

Correlation

The correlation between POSKX and XVV is 0.88, 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. XVV - Dividend Comparison

POSKX's dividend yield for the trailing twelve months is around 27.09%, more than XVV's 1.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
POSKX PrimeCap Odyssey Stock Fund	27.09%	27.44%	18.13%	10.14%	12.13%	14.58%	7.85%	6.03%	3.03%	2.17%	2.93%	1.92%
XVV iShares ESG Screened S&P 500 ETF	1.02%	0.94%	1.05%	1.25%	1.57%	0.81%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

POSKX vs. XVV - Drawdown Comparison

The maximum POSKX drawdown since its inception was -50.18%, which is greater than XVV's maximum drawdown of -27.20%. Use the drawdown chart below to compare losses from any high point for POSKX and XVV.

Drawdown Indicators

	POSKX	XVV	Difference
Max Drawdown Largest peak-to-trough decline	-50.18%	-27.20%	-22.98%
Max Drawdown (1Y) Largest decline over 1 year	-13.30%	-12.41%	-0.89%
Max Drawdown (5Y) Largest decline over 5 years	-22.96%	-27.20%	+4.24%
Max Drawdown (10Y) Largest decline over 10 years	-36.88%	—	—
Current Drawdown Current decline from peak	-7.03%	-7.05%	+0.02%
Average Drawdown Average peak-to-trough decline	-6.19%	-6.02%	-0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	2.90%	+0.20%

Volatility

POSKX vs. XVV - Volatility Comparison

PrimeCap Odyssey Stock Fund (POSKX) has a higher volatility of 6.79% compared to iShares ESG Screened S&P 500 ETF (XVV) at 5.73%. This indicates that POSKX's price experiences larger fluctuations and is considered to be riskier than XVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	POSKX	XVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.79%	5.73%	+1.06%
Volatility (6M) Calculated over the trailing 6-month period	12.03%	10.09%	+1.94%
Volatility (1Y) Calculated over the trailing 1-year period	20.58%	19.06%	+1.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.66%	17.60%	+0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.88%	17.47%	+1.41%