VPMAX vs. TLRY

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and Tilray, Inc. (TLRY).

VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.

Performance

VPMAX vs. TLRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and Tilray, Inc. (TLRY). The values are adjusted to include any dividend payments, if applicable.

VPMAX vs. TLRY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VPMAX Vanguard PRIMECAP Fund Admiral Shares	-5.86%	54.11%	13.30%	28.25%	-15.16%	21.72%	17.23%	27.88%	-10.88%
TLRY Tilray, Inc.	-28.35%	-32.11%	-42.17%	-14.50%	-61.74%	-14.89%	-51.78%	-75.72%	215.05%

Returns By Period

In the year-to-date period, VPMAX achieves a -5.86% return, which is significantly higher than TLRY's -28.35% return.

VPMAX

• 1D: -1.19%
• 1M: -10.43%
• YTD: -5.86%
• 6M: 22.85%
• 1Y: 46.58%
• 3Y*: 25.38%
• 5Y*: 14.62%
• 10Y*: 16.53%

TLRY

• 1D: 8.01%
• 1M: -17.79%
• YTD: -28.35%
• 6M: -62.60%
• 1Y: -1.60%
• 3Y*: -36.53%
• 5Y*: -50.75%
• 10Y*: —

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

Return for Risk

VPMAX vs. TLRY — Risk / Return Rank

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

VPMAX

VPMAX Risk / Return Rank: 93
VPMAX Sharpe Ratio Rank: 85
VPMAX Sortino Ratio Rank: 95
VPMAX Omega Ratio Rank: 93
VPMAX Calmar Ratio Rank: 95
VPMAX Martin Ratio Rank: 96

TLRY

TLRY Risk / Return Rank: 48
TLRY Sharpe Ratio Rank: 41
TLRY Sortino Ratio Rank: 61
TLRY Omega Ratio Rank: 55
TLRY Calmar Ratio Rank: 41
TLRY Martin Ratio Rank: 41

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.

VPMAX vs. TLRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and Tilray, Inc. (TLRY). 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.

	VPMAX	TLRY	Difference
Sharpe ratio Return per unit of total volatility	1.64	-0.01	+1.65
Sortino ratio Return per unit of downside risk	3.07	1.17	+1.91
Omega ratio Gain probability vs. loss probability	1.44	1.13	+0.32
Calmar ratio Return relative to maximum drawdown	3.21	-0.03	+3.25
Martin ratio Return relative to average drawdown	14.01	-0.06	+14.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VPMAX vs. TLRY - Sharpe Ratio Comparison

The current VPMAX Sharpe Ratio is 1.64, which is higher than the TLRY Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of VPMAX and TLRY, 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

	VPMAX	TLRY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.64	-0.01	+1.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	-0.53	+1.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	-0.33	+0.94

Correlation

The correlation between VPMAX and TLRY is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VPMAX vs. TLRY - Dividend Comparison

VPMAX's dividend yield for the trailing twelve months is around 33.83%, while TLRY has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VPMAX Vanguard PRIMECAP Fund Admiral Shares	33.83%	31.85%	6.71%	7.24%	9.94%	10.18%	9.82%	7.23%	8.43%	4.52%	5.13%	5.99%
TLRY Tilray, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VPMAX vs. TLRY - Drawdown Comparison

The maximum VPMAX drawdown since its inception was -48.32%, smaller than the maximum TLRY drawdown of -99.83%. Use the drawdown chart below to compare losses from any high point for VPMAX and TLRY.

Drawdown Indicators

	VPMAX	TLRY	Difference
Max Drawdown Largest peak-to-trough decline	-48.32%	-99.83%	+51.51%
Max Drawdown (1Y) Largest decline over 1 year	-13.75%	-71.48%	+57.73%
Max Drawdown (5Y) Largest decline over 5 years	-25.21%	-98.39%	+73.18%
Max Drawdown (10Y) Largest decline over 10 years	-32.65%	—	—
Current Drawdown Current decline from peak	-11.72%	-99.70%	+87.98%
Average Drawdown Average peak-to-trough decline	-6.61%	-91.21%	+84.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	42.25%	-39.10%

Volatility

VPMAX vs. TLRY - Volatility Comparison

The current volatility for Vanguard PRIMECAP Fund Admiral Shares (VPMAX) is 5.57%, while Tilray, Inc. (TLRY) has a volatility of 17.00%. This indicates that VPMAX experiences smaller price fluctuations and is considered to be less risky than TLRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VPMAX	TLRY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.57%	17.00%	-11.43%
Volatility (6M) Calculated over the trailing 6-month period	21.87%	74.29%	-52.42%
Volatility (1Y) Calculated over the trailing 1-year period	28.87%	134.40%	-105.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.12%	95.79%	-75.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.09%	112.90%	-92.81%