PROVX vs. VTMGX
Compare and contrast key facts about Provident Trust Strategy Fund (PROVX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
PROVX is managed by Provident. It was launched on Dec 30, 1986. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
PROVX vs. VTMGX - Performance Comparison
Loading graphics...
PROVX vs. VTMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PROVX Provident Trust Strategy Fund | -7.57% | 13.10% | 19.73% | 17.59% | -22.62% | 31.96% | 19.47% | 25.71% | -1.31% | 29.40% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | -0.48% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, PROVX achieves a -7.57% return, which is significantly lower than VTMGX's -0.48% return. Over the past 10 years, PROVX has outperformed VTMGX with an annualized return of 11.45%, while VTMGX has yielded a comparatively lower 8.99% annualized return.
PROVX
- 1D
- 0.46%
- 1M
- -6.63%
- YTD
- -7.57%
- 6M
- -1.66%
- 1Y
- 8.59%
- 3Y*
- 14.04%
- 5Y*
- 6.85%
- 10Y*
- 11.45%
VTMGX
- 1D
- 0.05%
- 1M
- -11.62%
- YTD
- -0.48%
- 6M
- 5.23%
- 1Y
- 25.87%
- 3Y*
- 14.82%
- 5Y*
- 8.15%
- 10Y*
- 8.99%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PROVX vs. VTMGX - Expense Ratio Comparison
PROVX has a 0.93% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
PROVX vs. VTMGX — Risk / Return Rank
PROVX
VTMGX
PROVX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Provident Trust Strategy Fund (PROVX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.
| PROVX | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.51 | -0.82 |
Sortino ratioReturn per unit of downside risk | 1.14 | 2.01 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.30 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.63 | 2.01 | -1.38 |
Martin ratioReturn relative to average drawdown | 2.43 | 7.98 | -5.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PROVX | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.51 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.52 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.55 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.28 | +0.20 |
Correlation
The correlation between PROVX and VTMGX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PROVX vs. VTMGX - Dividend Comparison
PROVX's dividend yield for the trailing twelve months is around 18.17%, more than VTMGX's 3.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PROVX Provident Trust Strategy Fund | 18.17% | 16.80% | 6.94% | 4.61% | 19.17% | 0.35% | 9.04% | 4.40% | 5.80% | 1.54% | 1.92% | 7.73% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.01% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
PROVX vs. VTMGX - Drawdown Comparison
The maximum PROVX drawdown since its inception was -57.65%, roughly equal to the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for PROVX and VTMGX.
Loading graphics...
Drawdown Indicators
| PROVX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.65% | -60.58% | +2.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -11.67% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -27.48% | -29.71% | +2.23% |
Max Drawdown (10Y)Largest decline over 10 years | -27.48% | -35.68% | +8.20% |
Current DrawdownCurrent decline from peak | -12.13% | -11.62% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -13.23% | -14.74% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.94% | +0.29% |
Volatility
PROVX vs. VTMGX - Volatility Comparison
The current volatility for Provident Trust Strategy Fund (PROVX) is 3.30%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.09%. This indicates that PROVX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PROVX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 7.09% | -3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 10.91% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 16.47% | -2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 15.60% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 16.42% | -0.31% |