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VPCCX vs. POGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPCCX vs. POGRX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VPCCX achieves a 33.95% return, which is significantly higher than POGRX's 31.65% return. Both investments have delivered pretty close results over the past 10 years, with VPCCX having a 18.05% annualized return and POGRX not far ahead at 18.57%.


VPCCX

1D
1.41%
1M
8.49%
YTD
33.95%
6M
32.73%
1Y
65.56%
3Y*
29.98%
5Y*
17.48%
10Y*
18.05%

POGRX

1D
1.47%
1M
9.32%
YTD
31.65%
6M
29.92%
1Y
68.68%
3Y*
30.35%
5Y*
16.55%
10Y*
18.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VPCCX vs. POGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPCCX
Vanguard PRIMECAP Core Fund
33.95%29.96%12.72%23.58%-12.43%24.30%12.04%27.70%-4.89%26.27%
POGRX
PrimeCap Odyssey Growth Fund
31.65%32.99%13.09%23.85%-14.61%18.81%17.05%23.98%-4.56%32.07%

Correlation

The correlation between VPCCX and POGRX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2004

0.96

The correlation between VPCCX and POGRX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

VPCCX vs. POGRX — Risk / Return Rank

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

VPCCX
VPCCX Risk / Return Rank: 9696
Overall Rank
VPCCX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VPCCX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VPCCX Omega Ratio Rank: 9393
Omega Ratio Rank
VPCCX Calmar Ratio Rank: 9797
Calmar Ratio Rank
VPCCX Martin Ratio Rank: 9898
Martin Ratio Rank

POGRX
POGRX Risk / Return Rank: 9494
Overall Rank
POGRX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
POGRX Sortino Ratio Rank: 9494
Sortino Ratio Rank
POGRX Omega Ratio Rank: 9191
Omega Ratio Rank
POGRX Calmar Ratio Rank: 9393
Calmar Ratio Rank
POGRX Martin Ratio Rank: 9595
Martin Ratio Rank
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. POGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Core Fund (VPCCX) and PrimeCap Odyssey Growth Fund (POGRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VPCCXPOGRXDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.67

1.63

+0.04

Calmar ratioReturn relative to maximum drawdown

6.52

4.87

+1.65

Martin ratioReturn relative to average drawdown

29.20

20.53

+8.66

VPCCX vs. POGRX - Sharpe Ratio Comparison

The current VPCCX Sharpe Ratio is 3.81, which is comparable to the POGRX Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of VPCCX and POGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VPCCX vs. POGRX - Drawdown Comparison

The maximum VPCCX drawdown since its inception was -47.53%, smaller than the maximum POGRX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for VPCCX and POGRX.


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Drawdown Indicators


VPCCXPOGRXDifference

Max Drawdown

Largest peak-to-trough decline

-47.53%

-51.63%

+4.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-14.40%

+4.11%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-22.13%

+2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-26.85%

+4.10%

Max Drawdown (10Y)

Largest decline over 10 years

-34.60%

-35.29%

+0.69%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.73%

-7.12%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

3.41%

-1.12%

Volatility

VPCCX vs. POGRX - Volatility Comparison

The current volatility for Vanguard PRIMECAP Core Fund (VPCCX) is 7.69%, while PrimeCap Odyssey Growth Fund (POGRX) has a volatility of 8.78%. This indicates that VPCCX experiences smaller price fluctuations and is considered to be less risky than POGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPCCXPOGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

8.78%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.68%

16.41%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

19.53%

-1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

19.90%

-2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

20.61%

-1.73%

VPCCX vs. POGRX - Expense Ratio Comparison

VPCCX has a 0.37% expense ratio, which is lower than POGRX's 0.65% expense ratio.


Dividends

VPCCX vs. POGRX - Dividend Comparison

VPCCX's dividend yield for the trailing twelve months is around 12.88%, less than POGRX's 18.91% yield.


PositionTTM20252024202320222021202020192018201720162015
POGRX
PrimeCap Odyssey Growth Fund
18.91%24.89%20.79%13.28%12.36%13.68%12.50%5.13%2.45%1.54%5.83%1.29%
VPCCX
Vanguard PRIMECAP Core Fund
12.88%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


With a correlation of 0.93, VPCCX and POGRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

POGRX has higher volatility (8.78%) compared to VPCCX (7.69%). In terms of maximum drawdown, VPCCX dropped -47.53% vs POGRX's -51.63%.

VPCCX currently has the higher Sharpe Ratio (3.81 vs 3.60), 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.

Portfolio Optimizer

Find the right allocation for VPCCX and POGRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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