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VPMAX vs. VQNPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VPMAX and VQNPX is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VPMAX vs. VQNPX - Performance Comparison

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

450.00%500.00%550.00%600.00%650.00%700.00%NovemberDecember2025FebruaryMarchApril
491.87%
610.48%
VPMAX
VQNPX

Key characteristics

Sharpe Ratio

VPMAX:

0.20

VQNPX:

0.43

Sortino Ratio

VPMAX:

0.42

VQNPX:

0.72

Omega Ratio

VPMAX:

1.06

VQNPX:

1.11

Calmar Ratio

VPMAX:

0.20

VQNPX:

0.44

Martin Ratio

VPMAX:

0.76

VQNPX:

1.71

Ulcer Index

VPMAX:

5.39%

VQNPX:

5.02%

Daily Std Dev

VPMAX:

20.68%

VQNPX:

19.92%

Max Drawdown

VPMAX:

-55.03%

VQNPX:

-56.93%

Current Drawdown

VPMAX:

-10.62%

VQNPX:

-10.37%

Returns By Period

In the year-to-date period, VPMAX achieves a -3.67% return, which is significantly higher than VQNPX's -6.18% return. Over the past 10 years, VPMAX has underperformed VQNPX with an annualized return of 8.98%, while VQNPX has yielded a comparatively higher 11.82% annualized return.


VPMAX

YTD

-3.67%

1M

-4.69%

6M

-5.59%

1Y

4.20%

5Y*

14.79%

10Y*

8.98%

VQNPX

YTD

-6.18%

1M

-2.59%

6M

-4.62%

1Y

9.15%

5Y*

16.11%

10Y*

11.82%

*Annualized

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VPMAX vs. VQNPX - Expense Ratio Comparison

VPMAX has a 0.31% expense ratio, which is lower than VQNPX's 0.32% expense ratio.


Expense ratio chart for VQNPX: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VQNPX: 0.32%
Expense ratio chart for VPMAX: current value is 0.31%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VPMAX: 0.31%

Risk-Adjusted Performance

VPMAX vs. VQNPX — Risk-Adjusted Performance Rank

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

VPMAX
The Risk-Adjusted Performance Rank of VPMAX is 3535
Overall Rank
The Sharpe Ratio Rank of VPMAX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VPMAX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of VPMAX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of VPMAX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VPMAX is 3636
Martin Ratio Rank

VQNPX
The Risk-Adjusted Performance Rank of VQNPX is 5252
Overall Rank
The Sharpe Ratio Rank of VQNPX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VQNPX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VQNPX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VQNPX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of VQNPX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VPMAX vs. VQNPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and Vanguard Growth and Income Fund Investor Shares (VQNPX). 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.


The chart of Sharpe ratio for VPMAX, currently valued at 0.20, compared to the broader market-1.000.001.002.003.00
VPMAX: 0.20
VQNPX: 0.43
The chart of Sortino ratio for VPMAX, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.00
VPMAX: 0.42
VQNPX: 0.72
The chart of Omega ratio for VPMAX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
VPMAX: 1.06
VQNPX: 1.11
The chart of Calmar ratio for VPMAX, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.00
VPMAX: 0.20
VQNPX: 0.44
The chart of Martin ratio for VPMAX, currently valued at 0.76, compared to the broader market0.0010.0020.0030.0040.0050.00
VPMAX: 0.76
VQNPX: 1.71

The current VPMAX Sharpe Ratio is 0.20, which is lower than the VQNPX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of VPMAX and VQNPX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.20
0.43
VPMAX
VQNPX

Dividends

VPMAX vs. VQNPX - Dividend Comparison

VPMAX's dividend yield for the trailing twelve months is around 1.08%, less than VQNPX's 12.32% yield.


TTM20242023202220212020201920182017201620152014
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
1.08%1.04%1.17%1.31%0.79%1.12%1.29%1.36%1.08%1.37%1.20%1.32%
VQNPX
Vanguard Growth and Income Fund Investor Shares
12.32%11.56%8.60%9.69%15.16%6.53%4.09%7.93%5.75%6.90%7.60%7.09%

Drawdowns

VPMAX vs. VQNPX - Drawdown Comparison

The maximum VPMAX drawdown since its inception was -55.03%, roughly equal to the maximum VQNPX drawdown of -56.93%. Use the drawdown chart below to compare losses from any high point for VPMAX and VQNPX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.62%
-10.37%
VPMAX
VQNPX

Volatility

VPMAX vs. VQNPX - Volatility Comparison

Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a higher volatility of 14.79% compared to Vanguard Growth and Income Fund Investor Shares (VQNPX) at 13.88%. This indicates that VPMAX's price experiences larger fluctuations and is considered to be riskier than VQNPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.79%
13.88%
VPMAX
VQNPX