VPCCX vs. LLY

Last updated Apr 1, 2026

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.

Performance

VPCCX vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard PRIMECAP Core Fund (VPCCX) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

VPCCX vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VPCCX Vanguard PRIMECAP Core Fund	-2.11%	29.96%	12.72%	23.58%	-12.43%	24.30%	12.04%	27.70%	-4.89%	26.27%
LLY Eli Lilly and Company	-14.27%	40.25%	33.30%	60.91%	34.26%	66.08%	31.04%	16.14%	40.45%	17.83%

Returns By Period

In the year-to-date period, VPCCX achieves a -2.11% return, which is significantly higher than LLY's -14.27% return. Over the past 10 years, VPCCX has underperformed LLY with an annualized return of 14.07%, while LLY has yielded a comparatively higher 30.92% annualized 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%

LLY

• 1D: 3.74%
• 1M: -12.57%
• YTD: -14.27%
• 6M: 20.93%
• 1Y: 12.19%
• 3Y*: 39.90%
• 5Y*: 39.16%
• 10Y*: 30.92%

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

Return for Risk

VPCCX vs. LLY — Risk / Return Rank

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

VPCCX

VPCCX Risk / Return Rank: 82
VPCCX Sharpe Ratio Rank: 80
VPCCX Sortino Ratio Rank: 81
VPCCX Omega Ratio Rank: 78
VPCCX Calmar Ratio Rank: 83
VPCCX Martin Ratio Rank: 86

LLY

LLY Risk / Return Rank: 51
LLY Sharpe Ratio Rank: 53
LLY Sortino Ratio Rank: 48
LLY Omega Ratio Rank: 49
LLY Calmar Ratio Rank: 53
LLY Martin Ratio Rank: 54

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. LLY - Risk-Adjusted Trends 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.

	VPCCX	LLY	Difference
Sharpe ratio Return per unit of total volatility	1.45	0.29	+1.16
Sortino ratio Return per unit of downside risk	2.04	0.69	+1.35
Omega ratio Gain probability vs. loss probability	1.30	1.10	+0.20
Calmar ratio Return relative to maximum drawdown	2.02	0.42	+1.60
Martin ratio Return relative to average drawdown	9.07	1.02	+8.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VPCCX vs. LLY - Sharpe Ratio Comparison

The current VPCCX Sharpe Ratio is 1.45, which is higher than the LLY Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of VPCCX and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VPCCX	LLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.45	0.29	+1.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	1.23	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	1.04	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.56	+0.06

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.

Dividends

VPCCX vs. LLY - Dividend Comparison

VPCCX's dividend yield for the trailing twelve months is around 17.62%, more than LLY's 0.68% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
LLY Eli Lilly and Company	0.68%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%

Drawdowns

VPCCX vs. LLY - Drawdown Comparison

The maximum VPCCX drawdown since its inception was -47.53%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for VPCCX and LLY.

Drawdown Indicators

	VPCCX	LLY	Difference
Max Drawdown Largest peak-to-trough decline	-47.53%	-68.24%	+20.71%
Max Drawdown (1Y) Largest decline over 1 year	-13.41%	-30.26%	+16.85%
Max Drawdown (5Y) Largest decline over 5 years	-22.75%	-34.48%	+11.73%
Max Drawdown (10Y) Largest decline over 10 years	-34.60%	-34.48%	-0.12%
Current Drawdown Current decline from peak	-10.29%	-17.00%	+6.71%
Average Drawdown Average peak-to-trough decline	-5.78%	-19.25%	+13.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	12.39%	-9.41%

Volatility

VPCCX vs. LLY - Volatility Comparison

The current volatility for Vanguard PRIMECAP Core Fund (VPCCX) is 5.88%, while Eli Lilly and Company (LLY) has a volatility of 9.04%. 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.

Volatility by Period

	VPCCX	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	9.04%	-3.16%
Volatility (6M) Calculated over the trailing 6-month period	11.90%	26.21%	-14.31%
Volatility (1Y) Calculated over the trailing 1-year period	20.51%	42.44%	-21.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.30%	32.14%	-14.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.58%	29.80%	-11.22%