PSCNX vs. VOO
Compare and contrast key facts about Penn Capital Special Situations Small Cap Equity Fund (PSCNX) and Vanguard S&P 500 ETF (VOO).
PSCNX is managed by Penn Capital Management. It was launched on Dec 17, 2015. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
PSCNX vs. VOO - Performance Comparison
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PSCNX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSCNX Penn Capital Special Situations Small Cap Equity Fund | 3.54% | 12.07% | 8.04% | 14.14% | -17.98% | 32.82% | 27.62% | 30.69% | -16.22% | 15.97% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, PSCNX achieves a 3.54% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, PSCNX has underperformed VOO with an annualized return of 12.29%, while VOO has yielded a comparatively higher 14.14% annualized return.
PSCNX
- 1D
- 3.48%
- 1M
- -5.25%
- YTD
- 3.54%
- 6M
- 1.18%
- 1Y
- 25.88%
- 3Y*
- 11.58%
- 5Y*
- 4.91%
- 10Y*
- 12.29%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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PSCNX vs. VOO - Expense Ratio Comparison
PSCNX has a 1.71% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
PSCNX vs. VOO — Risk / Return Rank
PSCNX
VOO
PSCNX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Penn Capital Special Situations Small Cap Equity Fund (PSCNX) and Vanguard S&P 500 ETF (VOO). 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.
| PSCNX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.01 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.53 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.55 | 0.00 |
Martin ratioReturn relative to average drawdown | 5.91 | 7.31 | -1.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSCNX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.01 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.71 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.79 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.83 | -0.39 |
Correlation
The correlation between PSCNX and VOO is 0.79, 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
PSCNX vs. VOO - Dividend Comparison
PSCNX's dividend yield for the trailing twelve months is around 7.23%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCNX Penn Capital Special Situations Small Cap Equity Fund | 7.23% | 7.49% | 1.56% | 0.24% | 1.76% | 23.64% | 0.00% | 1.24% | 9.83% | 11.93% | 7.11% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
PSCNX vs. VOO - Drawdown Comparison
The maximum PSCNX drawdown since its inception was -50.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PSCNX and VOO.
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Drawdown Indicators
| PSCNX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.15% | -33.99% | -16.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.82% | -11.98% | -4.84% |
Max Drawdown (5Y)Largest decline over 5 years | -32.09% | -24.52% | -7.57% |
Max Drawdown (10Y)Largest decline over 10 years | -50.15% | -33.99% | -16.16% |
Current DrawdownCurrent decline from peak | -5.46% | -5.55% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -3.72% | -6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.42% | 2.55% | +1.87% |
Volatility
PSCNX vs. VOO - Volatility Comparison
Penn Capital Special Situations Small Cap Equity Fund (PSCNX) has a higher volatility of 8.09% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that PSCNX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSCNX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 5.34% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 16.52% | 9.47% | +7.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.49% | 18.11% | +8.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.53% | 16.82% | +8.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.88% | 17.99% | +7.89% |