VPCCX vs. LLY
Compare and contrast key facts about Vanguard PRIMECAP Core Fund (VPCCX) and Eli Lilly and Company (LLY).
VPCCX is managed by Vanguard. It was launched on Dec 9, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPCCX or LLY.
Key characteristics
| VPCCX | LLY | |
|---|---|---|
| YTD Return | 16.57% | 39.94% |
| 1Y Return | 25.15% | 33.55% |
| 3Y Return (Ann) | 7.89% | 47.75% |
| 5Y Return (Ann) | 12.70% | 50.37% |
| 10Y Return (Ann) | 12.08% | 30.78% |
| Sharpe Ratio | 1.81 | 1.14 |
| Sortino Ratio | 2.59 | 1.72 |
| Omega Ratio | 1.36 | 1.23 |
| Calmar Ratio | 2.47 | 1.75 |
| Martin Ratio | 8.99 | 5.68 |
| Ulcer Index | 3.10% | 5.87% |
| Daily Std Dev | 15.44% | 29.26% |
| Max Drawdown | -47.53% | -68.27% |
| Current Drawdown | -1.36% | -15.44% |
Correlation
The correlation between VPCCX and LLY is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VPCCX vs. LLY - Performance Comparison
In the year-to-date period, VPCCX achieves a 16.57% return, which is significantly lower than LLY's 39.94% return. Over the past 10 years, VPCCX has underperformed LLY with an annualized return of 12.08%, while LLY has yielded a comparatively higher 30.78% 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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Risk-Adjusted Performance
VPCCX vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Core Fund (VPCCX) and Eli Lilly and Company (LLY). 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
VPCCX vs. LLY - Dividend Comparison
VPCCX's dividend yield for the trailing twelve months is around 1.08%, more than LLY's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPCCX Vanguard PRIMECAP Core Fund | 1.08% | 1.25% | 1.34% | 0.70% | 1.23% | 1.39% | 1.38% | 1.07% | 1.25% | 1.17% | 1.25% | 0.92% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
VPCCX vs. LLY - Drawdown Comparison
The maximum VPCCX drawdown since its inception was -47.53%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for VPCCX and LLY. For additional features, visit the drawdowns tool.
Volatility
VPCCX vs. LLY - Volatility Comparison
The current volatility for Vanguard PRIMECAP Core Fund (VPCCX) is 3.71%, while Eli Lilly and Company (LLY) has a volatility of 9.78%. This indicates that VPCCX experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.