VHCOX vs. VPMCX
Compare and contrast key facts about Vanguard Capital Opportunity Fund Investor Shares (VHCOX) and Vanguard PRIMECAP Fund Investor Shares (VPMCX).
VHCOX is managed by Vanguard. It was launched on Aug 14, 1995. VPMCX is managed by Vanguard. It was launched on Nov 1, 1984.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VHCOX or VPMCX.
Key characteristics
| VHCOX | VPMCX | |
|---|---|---|
| YTD Return | 18.45% | 18.40% |
| 1Y Return | 29.30% | 30.80% |
| 3Y Return (Ann) | -0.68% | 8.26% |
| 5Y Return (Ann) | 6.44% | 13.99% |
| 10Y Return (Ann) | 6.15% | 13.14% |
| Sharpe Ratio | 1.90 | 2.08 |
| Sortino Ratio | 2.60 | 2.81 |
| Omega Ratio | 1.34 | 1.38 |
| Calmar Ratio | 1.10 | 2.32 |
| Martin Ratio | 9.01 | 9.44 |
| Ulcer Index | 3.02% | 3.04% |
| Daily Std Dev | 14.34% | 13.80% |
| Max Drawdown | -61.19% | -81.07% |
| Current Drawdown | -2.71% | -0.60% |
Correlation
The correlation between VHCOX and VPMCX is 0.93, 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.
Performance
VHCOX vs. VPMCX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VHCOX having a 18.45% return and VPMCX slightly lower at 18.40%. Over the past 10 years, VHCOX has underperformed VPMCX with an annualized return of 6.15%, while VPMCX has yielded a comparatively higher 13.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VHCOX vs. VPMCX - Expense Ratio Comparison
VHCOX has a 0.43% expense ratio, which is higher than VPMCX's 0.38% expense ratio.
Risk-Adjusted Performance
VHCOX vs. VPMCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Capital Opportunity Fund Investor Shares (VHCOX) and Vanguard PRIMECAP Fund Investor Shares (VPMCX). 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.
Dividends
VHCOX vs. VPMCX - Dividend Comparison
VHCOX's dividend yield for the trailing twelve months is around 0.59%, less than VPMCX's 0.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VHCOX Vanguard Capital Opportunity Fund Investor Shares | 0.59% | 0.70% | 0.80% | 0.35% | 0.43% | 0.73% | 0.83% | 0.68% | 0.69% | 0.58% | 0.58% | 0.16% |
VPMCX Vanguard PRIMECAP Fund Investor Shares | 0.93% | 1.10% | 1.23% | 0.70% | 1.04% | 1.21% | 1.26% | 1.09% | 1.29% | 1.12% | 1.13% | 0.91% |
Drawdowns
VHCOX vs. VPMCX - Drawdown Comparison
The maximum VHCOX drawdown since its inception was -61.19%, smaller than the maximum VPMCX drawdown of -81.07%. Use the drawdown chart below to compare losses from any high point for VHCOX and VPMCX. For additional features, visit the drawdowns tool.
Volatility
VHCOX vs. VPMCX - Volatility Comparison
Vanguard Capital Opportunity Fund Investor Shares (VHCOX) has a higher volatility of 4.42% compared to Vanguard PRIMECAP Fund Investor Shares (VPMCX) at 4.19%. This indicates that VHCOX's price experiences larger fluctuations and is considered to be riskier than VPMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.