SLASX vs. POGRX

Last updated Aug 1, 2026

SLASX (Selected American Shares Fund) and POGRX (PRIMECAP Odyssey Growth Fund) are both Large Cap Blend Equities funds. Over the past 10 years, SLASX returned 13.32%/yr vs 16.41%/yr for POGRX. Their correlation of 0.86 means they have usually moved in the same direction. SLASX charges 0.98%/yr vs 0.66%/yr for POGRX.

Performance

SLASX vs. POGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Selected American Shares Fund (SLASX) and PRIMECAP Odyssey Growth Fund (POGRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SLASX achieves a 13.18% return, which is significantly lower than POGRX's 22.85% return. Over the past 10 years, SLASX has underperformed POGRX with an annualized return of 13.32%, while POGRX has yielded a comparatively higher 16.41% annualized return.

SLASX

• 1D: 0.27%
• 1M: 1.40%
• 6M: 9.20%
• YTD: 13.18%
• 1Y: 32.39%
• 3Y*: 20.84%
• 5Y*: 11.97%
• 10Y*: 13.32%
• ALL TIME*: 10.41%

POGRX

• 1D: 3.85%
• 1M: -4.02%
• 6M: 16.81%
• YTD: 22.85%
• 1Y: 52.22%
• 3Y*: 25.37%
• 5Y*: 14.97%
• 10Y*: 16.41%
• ALL TIME*: 12.96%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
POGRX PRIMECAP Odyssey Growth Fund	$0.00	$0.00	$0.00
SLASX Selected American Shares Fund	$0.00	$0.00	$0.00

SLASX vs. POGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SLASX Selected American Shares Fund	13.18%	26.72%	17.60%	32.47%	-20.33%	17.71%	11.61%	31.20%	-13.96%	21.80%
POGRX PRIMECAP Odyssey Growth Fund	22.85%	32.99%	13.09%	23.85%	-14.61%	18.81%	17.05%	23.98%	-4.56%	32.07%

Correlation

The correlation between SLASX and POGRX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.66
Correlation (3Y) Balances recent behavior with more history.	0.77
Correlation (5Y) Shows whether the relationship held over a longer period.	0.84
Correlation (10Y) Provides a long-term view across more market conditions.	0.84
Correlation (All Time) Calculated using the full available price history since Nov 3, 2004	0.86

Over the past year, the correlation between SLASX and POGRX has dropped to 0.66 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.

Return for Risk

SLASX vs. POGRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SLASX

SLASX Risk / Return Rank: 88
SLASX Sharpe Ratio Rank: 89
SLASX Sortino Ratio Rank: 85
SLASX Omega Ratio Rank: 82
SLASX Calmar Ratio Rank: 91
SLASX Martin Ratio Rank: 93

POGRX

POGRX Risk / Return Rank: 89
POGRX Sharpe Ratio Rank: 91
POGRX Sortino Ratio Rank: 87
POGRX Omega Ratio Rank: 84
POGRX Calmar Ratio Rank: 91
POGRX Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SLASX vs. POGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Selected American Shares Fund (SLASX) and PRIMECAP Odyssey Growth Fund (POGRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SLASX	POGRX	Difference
Sharpe ratio: Return per unit of total volatility	2.25	2.30	-0.05
Sortino ratio: Return per unit of downside risk	3.06	3.13	-0.07
Omega ratio: Gain probability vs. loss probability	1.39	1.40	-0.01
Calmar ratio: Return relative to maximum drawdown	3.58	3.40	+0.18
Martin ratio: Return relative to average drawdown	14.25	12.40	+1.84

SLASX vs. POGRX - Sharpe Ratio Comparison

The current SLASX Sharpe Ratio is 2.25, which is comparable to the POGRX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of SLASX and POGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SLASX vs. POGRX - Drawdown Comparison

The maximum SLASX drawdown since its inception was -58.43%, which is greater than POGRX's maximum drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for SLASX and POGRX.

Drawdown Indicators

	SLASX	POGRX	Difference
Max Drawdown Largest peak-to-trough decline	-58.43%	-51.63%	-6.80%
Max Drawdown (1Y) Largest decline over 1 year	-8.14%	-14.40%	+6.26%
Max Drawdown (3Y) Largest decline over 3 years	-22.14%	-22.13%	-0.01%
Max Drawdown (5Y) Largest decline over 5 years	-31.41%	-26.85%	-4.56%
Max Drawdown (10Y) Largest decline over 10 years	-36.59%	-35.29%	-1.30%
Current Drawdown Current decline from peak	-0.66%	-8.22%	+7.56%
Average Drawdown Average peak-to-trough decline	-8.16%	-7.11%	-1.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	3.95%	-1.90%

Volatility

SLASX vs. POGRX - Volatility Comparison

The current volatility for Selected American Shares Fund (SLASX) is 3.08%, while PRIMECAP Odyssey Growth Fund (POGRX) has a volatility of 7.59%. This indicates that SLASX experiences smaller price fluctuations and is considered to be less risky than POGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SLASX	POGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.08%	7.59%	-4.51%
Volatility (6M) Calculated over the trailing 6-month period	9.30%	18.17%	-8.87%
Volatility (1Y) Calculated over the trailing 1-year period	12.94%	21.29%	-8.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.88%	20.21%	-0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.09%	20.66%	-0.57%

SLASX vs. POGRX - Expense Ratio Comparison

SLASX has a 0.98% expense ratio, which is higher than POGRX's 0.66% expense ratio.

Dividends

SLASX vs. POGRX - Dividend Comparison

SLASX's dividend yield for the trailing twelve months is around 8.54%, less than POGRX's 20.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
POGRX PRIMECAP Odyssey Growth Fund	20.26%	24.89%	20.79%	13.28%	12.36%	13.68%	12.50%	5.13%	2.45%	1.54%	5.83%	1.29%
SLASX Selected American Shares Fund	8.54%	11.56%	20.21%	7.72%	7.85%	12.55%	2.76%	5.06%	18.16%	7.01%	14.99%	21.13%

Frequently Asked Questions

Can I hold both SLASX and POGRX in my portfolio?

SLASX and POGRX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SLASX or POGRX?

POGRX has higher volatility (7.59%) compared to SLASX (3.08%). In terms of maximum drawdown, SLASX dropped -58.43% vs POGRX's -51.63%.

Which has better risk-adjusted returns?

POGRX currently has the higher Sharpe Ratio (2.30 vs 2.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.