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VPCCX vs. FGJEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPCCX vs. FGJEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard PRIMECAP Core Fund (VPCCX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). The values are adjusted to include any dividend payments, if applicable.

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VPCCX vs. FGJEX - Yearly Performance Comparison


2026 (YTD)2025
VPCCX
Vanguard PRIMECAP Core Fund
-2.11%35.05%
FGJEX
Fidelity Advisor Growth & Income Fund Class Z
-2.99%24.15%

Returns By Period

In the year-to-date period, VPCCX achieves a -2.11% return, which is significantly higher than FGJEX's -2.99% return.


VPCCX

1D
-1.39%
1M
-9.44%
YTD
-2.11%
6M
7.22%
1Y
29.08%
3Y*
19.17%
5Y*
11.42%
10Y*
14.07%

FGJEX

1D
-0.41%
1M
-7.13%
YTD
-2.99%
6M
0.63%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VPCCX vs. FGJEX - Expense Ratio Comparison

Both VPCCX and FGJEX have an expense ratio of 0.46%.


Return for Risk

VPCCX vs. FGJEX — Risk / Return Rank

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

VPCCX
VPCCX Risk / Return Rank: 8282
Overall Rank
VPCCX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VPCCX Sortino Ratio Rank: 8181
Sortino Ratio Rank
VPCCX Omega Ratio Rank: 7878
Omega Ratio Rank
VPCCX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VPCCX Martin Ratio Rank: 8686
Martin Ratio Rank

FGJEX
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.

VPCCX vs. FGJEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Core Fund (VPCCX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). 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.


VPCCXFGJEXDifference

Sharpe ratio

Return per unit of total volatility

1.45

Sortino ratio

Return per unit of downside risk

2.04

Omega ratio

Gain probability vs. loss probability

1.30

Calmar ratio

Return relative to maximum drawdown

2.02

Martin ratio

Return relative to average drawdown

9.07

VPCCX vs. FGJEX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VPCCXFGJEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

2.09

-1.47

Correlation

The correlation between VPCCX and FGJEX is 0.85, 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

VPCCX vs. FGJEX - Dividend Comparison

VPCCX's dividend yield for the trailing twelve months is around 17.62%, more than FGJEX's 9.88% yield.


TTM20252024202320222021202020192018201720162015
VPCCX
Vanguard PRIMECAP Core Fund
17.62%17.25%7.17%5.73%8.40%6.89%7.89%6.99%9.45%4.10%5.52%4.96%
FGJEX
Fidelity Advisor Growth & Income Fund Class Z
9.88%9.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VPCCX vs. FGJEX - Drawdown Comparison

The maximum VPCCX drawdown since its inception was -47.53%, which is greater than FGJEX's maximum drawdown of -8.32%. Use the drawdown chart below to compare losses from any high point for VPCCX and FGJEX.


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Drawdown Indicators


VPCCXFGJEXDifference

Max Drawdown

Largest peak-to-trough decline

-47.53%

-8.32%

-39.21%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

Max Drawdown (10Y)

Largest decline over 10 years

-34.60%

Current Drawdown

Current decline from peak

-10.29%

-8.32%

-1.97%

Average Drawdown

Average peak-to-trough decline

-5.78%

-1.05%

-4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

Volatility

VPCCX vs. FGJEX - Volatility Comparison


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Volatility by Period


VPCCXFGJEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

Volatility (1Y)

Calculated over the trailing 1-year period

20.51%

10.78%

+9.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

10.78%

+6.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.58%

10.78%

+7.80%