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VPCCX vs. OTCFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VPCCX and OTCFX is 0.88, 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.


-0.50.00.51.00.9

Performance

VPCCX vs. OTCFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard PRIMECAP Core Fund (VPCCX) and T. Rowe Price Small-Cap Stock Fund (OTCFX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-5.74%
-3.33%
VPCCX
OTCFX

Key characteristics

Sharpe Ratio

VPCCX:

0.48

OTCFX:

-0.08

Sortino Ratio

VPCCX:

0.68

OTCFX:

0.04

Omega Ratio

VPCCX:

1.11

OTCFX:

1.01

Calmar Ratio

VPCCX:

0.66

OTCFX:

-0.05

Martin Ratio

VPCCX:

2.44

OTCFX:

-0.37

Ulcer Index

VPCCX:

3.15%

OTCFX:

4.53%

Daily Std Dev

VPCCX:

16.00%

OTCFX:

21.89%

Max Drawdown

VPCCX:

-47.53%

OTCFX:

-62.09%

Current Drawdown

VPCCX:

-9.81%

OTCFX:

-29.43%

Returns By Period

In the year-to-date period, VPCCX achieves a 6.58% return, which is significantly higher than OTCFX's -2.90% return. Over the past 10 years, VPCCX has outperformed OTCFX with an annualized return of 10.72%, while OTCFX has yielded a comparatively lower 2.41% annualized return.


VPCCX

YTD

6.58%

1M

-7.95%

6M

-5.74%

1Y

7.33%

5Y*

9.92%

10Y*

10.72%

OTCFX

YTD

-2.90%

1M

-18.52%

6M

-3.33%

1Y

-2.71%

5Y*

1.51%

10Y*

2.41%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VPCCX vs. OTCFX - Expense Ratio Comparison

VPCCX has a 0.46% expense ratio, which is lower than OTCFX's 0.85% expense ratio.


OTCFX
T. Rowe Price Small-Cap Stock Fund
Expense ratio chart for OTCFX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for VPCCX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

VPCCX vs. OTCFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Core Fund (VPCCX) and T. Rowe Price Small-Cap Stock Fund (OTCFX). 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.


Sharpe ratio
The chart of Sharpe ratio for VPCCX, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.000.48-0.08
The chart of Sortino ratio for VPCCX, currently valued at 0.68, compared to the broader market-2.000.002.004.006.008.0010.000.680.04
The chart of Omega ratio for VPCCX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.01
The chart of Calmar ratio for VPCCX, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.0014.000.66-0.05
The chart of Martin ratio for VPCCX, currently valued at 2.44, compared to the broader market0.0020.0040.0060.002.44-0.37
VPCCX
OTCFX

The current VPCCX Sharpe Ratio is 0.48, which is higher than the OTCFX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of VPCCX and OTCFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.48
-0.08
VPCCX
OTCFX

Dividends

VPCCX vs. OTCFX - Dividend Comparison

Neither VPCCX nor OTCFX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VPCCX
Vanguard PRIMECAP Core Fund
0.00%1.25%1.34%0.70%1.23%1.39%1.38%1.07%1.25%1.17%1.25%0.92%
OTCFX
T. Rowe Price Small-Cap Stock Fund
0.00%0.22%0.00%0.00%0.00%0.00%0.00%0.04%0.13%0.13%0.11%0.00%

Drawdowns

VPCCX vs. OTCFX - Drawdown Comparison

The maximum VPCCX drawdown since its inception was -47.53%, smaller than the maximum OTCFX drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for VPCCX and OTCFX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.81%
-29.43%
VPCCX
OTCFX

Volatility

VPCCX vs. OTCFX - Volatility Comparison

The current volatility for Vanguard PRIMECAP Core Fund (VPCCX) is 10.10%, while T. Rowe Price Small-Cap Stock Fund (OTCFX) has a volatility of 15.66%. This indicates that VPCCX experiences smaller price fluctuations and is considered to be less risky than OTCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.10%
15.66%
VPCCX
OTCFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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