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VOLMX vs. VPMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VOLMX vs. VPMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volumetric Fund (VOLMX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). The values are adjusted to include any dividend payments, if applicable.

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VOLMX vs. VPMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOLMX
Volumetric Fund
-5.56%1.52%5.77%12.57%-14.29%17.79%10.05%20.13%-10.31%9.08%
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
-5.86%54.11%13.30%28.25%-15.16%21.72%17.23%27.88%-1.93%28.28%

Returns By Period

In the year-to-date period, VOLMX achieves a -5.56% return, which is significantly higher than VPMAX's -5.86% return. Over the past 10 years, VOLMX has underperformed VPMAX with an annualized return of 4.19%, while VPMAX has yielded a comparatively higher 16.53% annualized return.


VOLMX

1D
-0.36%
1M
-7.12%
YTD
-5.56%
6M
-6.28%
1Y
1.32%
3Y*
3.62%
5Y*
1.83%
10Y*
4.19%

VPMAX

1D
-1.19%
1M
-10.43%
YTD
-5.86%
6M
22.85%
1Y
46.58%
3Y*
25.38%
5Y*
14.62%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VOLMX vs. VPMAX - Expense Ratio Comparison

VOLMX has a 1.89% expense ratio, which is higher than VPMAX's 0.31% expense ratio.


Return for Risk

VOLMX vs. VPMAX — Risk / Return Rank

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

VOLMX
VOLMX Risk / Return Rank: 77
Overall Rank
VOLMX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VOLMX Sortino Ratio Rank: 77
Sortino Ratio Rank
VOLMX Omega Ratio Rank: 77
Omega Ratio Rank
VOLMX Calmar Ratio Rank: 77
Calmar Ratio Rank
VOLMX Martin Ratio Rank: 77
Martin Ratio Rank

VPMAX
VPMAX Risk / Return Rank: 9393
Overall Rank
VPMAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VPMAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VPMAX Omega Ratio Rank: 9393
Omega Ratio Rank
VPMAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VPMAX Martin Ratio Rank: 9696
Martin Ratio Rank
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.

VOLMX vs. VPMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Volumetric Fund (VOLMX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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.


VOLMXVPMAXDifference

Sharpe ratio

Return per unit of total volatility

0.14

1.64

-1.50

Sortino ratio

Return per unit of downside risk

0.29

3.07

-2.79

Omega ratio

Gain probability vs. loss probability

1.04

1.44

-0.40

Calmar ratio

Return relative to maximum drawdown

0.03

3.21

-3.18

Martin ratio

Return relative to average drawdown

0.13

14.01

-13.88

VOLMX vs. VPMAX - Sharpe Ratio Comparison

The current VOLMX Sharpe Ratio is 0.14, which is lower than the VPMAX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of VOLMX and VPMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VOLMXVPMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.64

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.73

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.83

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.61

-0.33

Correlation

The correlation between VOLMX and VPMAX is 0.91, 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

VOLMX vs. VPMAX - Dividend Comparison

VOLMX's dividend yield for the trailing twelve months is around 2.01%, less than VPMAX's 33.83% yield.


TTM20252024202320222021202020192018201720162015
VOLMX
Volumetric Fund
2.01%1.89%0.00%3.28%5.47%8.02%1.03%3.36%2.39%0.00%0.00%0.00%
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
33.83%31.85%6.71%7.24%9.94%10.18%9.82%7.23%8.43%4.52%5.13%5.99%

Drawdowns

VOLMX vs. VPMAX - Drawdown Comparison

The maximum VOLMX drawdown since its inception was -49.79%, roughly equal to the maximum VPMAX drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for VOLMX and VPMAX.


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Drawdown Indicators


VOLMXVPMAXDifference

Max Drawdown

Largest peak-to-trough decline

-49.79%

-48.32%

-1.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.86%

-13.75%

+3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-24.09%

-25.21%

+1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-28.21%

-32.65%

+4.44%

Current Drawdown

Current decline from peak

-15.72%

-11.72%

-4.00%

Average Drawdown

Average peak-to-trough decline

-9.51%

-6.61%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.15%

-0.48%

Volatility

VOLMX vs. VPMAX - Volatility Comparison

The current volatility for Volumetric Fund (VOLMX) is 3.52%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 5.57%. This indicates that VOLMX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOLMXVPMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

5.57%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

21.87%

-13.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.42%

28.87%

-14.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

20.12%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

20.09%

-5.54%