VPMAX vs. VOOG
Compare and contrast key facts about Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and Vanguard S&P 500 Growth ETF (VOOG).
VPMAX is managed by Vanguard. It was launched on Nov 12, 2001. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPMAX or VOOG.
Performance
VPMAX vs. VOOG - Performance Comparison
Returns By Period
In the year-to-date period, VPMAX achieves a 15.26% return, which is significantly lower than VOOG's 33.18% return. Over the past 10 years, VPMAX has underperformed VOOG with an annualized return of 12.81%, while VOOG has yielded a comparatively higher 14.88% annualized return.
VPMAX
15.26%
-0.72%
4.46%
21.30%
13.42%
12.81%
VOOG
33.18%
1.66%
14.97%
37.87%
17.54%
14.88%
Key characteristics
| VPMAX | VOOG | |
|---|---|---|
| Sharpe Ratio | 1.30 | 2.24 |
| Sortino Ratio | 1.88 | 2.91 |
| Omega Ratio | 1.28 | 1.41 |
| Calmar Ratio | 1.77 | 2.86 |
| Martin Ratio | 5.96 | 11.87 |
| Ulcer Index | 3.67% | 3.22% |
| Daily Std Dev | 16.76% | 17.05% |
| Max Drawdown | -48.32% | -32.73% |
| Current Drawdown | -3.26% | -1.55% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VPMAX vs. VOOG - Expense Ratio Comparison
VPMAX has a 0.31% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Correlation
The correlation between VPMAX and VOOG is 0.90, 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.
Risk-Adjusted Performance
VPMAX vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and Vanguard S&P 500 Growth ETF (VOOG). 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.
Dividends
VPMAX vs. VOOG - Dividend Comparison
VPMAX's dividend yield for the trailing twelve months is around 1.02%, more than VOOG's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 1.02% | 1.17% | 1.31% | 0.79% | 1.12% | 1.29% | 1.36% | 1.08% | 1.37% | 1.20% | 1.32% | 1.03% |
VOOG Vanguard S&P 500 Growth ETF | 0.60% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
VPMAX vs. VOOG - Drawdown Comparison
The maximum VPMAX drawdown since its inception was -48.32%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for VPMAX and VOOG. For additional features, visit the drawdowns tool.
Volatility
VPMAX vs. VOOG - Volatility Comparison
The current volatility for Vanguard PRIMECAP Fund Admiral Shares (VPMAX) is 4.25%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.41%. This indicates that VPMAX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.