VPCCX vs. LLY

Last updated Jun 3, 2026

VPCCX (Vanguard PRIMECAP Core Fund) is Large Cap Blend Equities fund managed by Vanguard, while LLY (Eli Lilly and Company) is a stock. Over the past 10 years, VPCCX returned 17.00%/yr vs 32.48%/yr for LLY. At a 0.50 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, VPCCX achieves a 28.30% return, which is significantly higher than LLY's -0.64% return. Over the past 10 years, VPCCX has underperformed LLY with an annualized return of 17.00%, while LLY has yielded a comparatively higher 32.48% annualized return.

VPCCX

• 1D: 0.06%
• 1M: 11.50%
• YTD: 28.30%
• 6M: 30.49%
• 1Y: 63.32%
• 3Y*: 28.82%
• 5Y*: 16.54%
• 10Y*: 17.00%

LLY

• 1D: -1.67%
• 1M: 10.66%
• YTD: -0.64%
• 6M: 2.07%
• 1Y: 43.44%
• 3Y*: 34.95%
• 5Y*: 40.65%
• 10Y*: 32.48%

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

VPCCX vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VPCCX Vanguard PRIMECAP Core Fund	28.30%	29.96%	12.72%	23.58%	-12.43%	24.30%	12.04%	27.70%	-4.89%	26.27%
LLY Eli Lilly and Company	-0.64%	40.25%	33.30%	60.91%	34.26%	66.08%	31.04%	16.14%	40.45%	17.83%

Correlation

The correlation between VPCCX and LLY is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Dec 10, 2004	0.50

The correlation between VPCCX and LLY shifts across timeframes, from 0.31 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

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: 96
VPCCX Sharpe Ratio Rank: 98
VPCCX Sortino Ratio Rank: 96
VPCCX Omega Ratio Rank: 92
VPCCX Calmar Ratio Rank: 96
VPCCX Martin Ratio Rank: 97

LLY

LLY Risk / Return Rank: 72
LLY Sharpe Ratio Rank: 75
LLY Sortino Ratio Rank: 69
LLY Omega Ratio Rank: 70
LLY Calmar Ratio Rank: 73
LLY Martin Ratio Rank: 74

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	3.91	1.15	+2.76
Sortino ratio Return per unit of downside risk	5.26	1.71	+3.55
Omega ratio Gain probability vs. loss probability	1.69	1.23	+0.46
Calmar ratio Return relative to maximum drawdown	6.19	1.92	+4.28
Martin ratio Return relative to average drawdown	28.28	4.78	+23.51
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 3.91, which is higher than the LLY Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VPCCX and LLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VPCCX	LLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.91	1.15	+2.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	1.25	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.91	1.08	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.57	+0.12

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	-10.29%	-23.64%	+13.35%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-34.48%	+14.56%
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	0.00%	-5.56%	+5.56%
Average Drawdown Average peak-to-trough decline	-5.75%	-19.22%	+13.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	9.48%	-7.23%

Volatility

VPCCX vs. LLY - Volatility Comparison

The current volatility for Vanguard PRIMECAP Core Fund (VPCCX) is 6.69%, while Eli Lilly and Company (LLY) has a volatility of 9.11%. 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	6.69%	9.11%	-2.42%
Volatility (6M) Calculated over the trailing 6-month period	13.21%	26.83%	-13.62%
Volatility (1Y) Calculated over the trailing 1-year period	16.38%	37.88%	-21.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.64%	32.79%	-15.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.76%	30.15%	-11.39%

Dividends

VPCCX vs. LLY - Dividend Comparison

VPCCX's dividend yield for the trailing twelve months is around 13.45%, more than LLY's 0.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LLY Eli Lilly and Company	0.61%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
VPCCX Vanguard PRIMECAP Core Fund	13.45%	17.25%	7.17%	5.73%	8.40%	6.89%	7.89%	6.99%	9.45%	4.10%	5.52%	4.96%

Frequently Asked Questions

Can I hold both VPCCX and LLY in my portfolio?

VPCCX and LLY have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VPCCX or LLY?

LLY has higher volatility (9.11%) compared to VPCCX (6.69%). In terms of maximum drawdown, VPCCX dropped -47.53% vs LLY's -68.24%.

Which has better risk-adjusted returns?

VPCCX currently has the higher Sharpe Ratio (3.91 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.