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VPMAX vs. VSTCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPMAX vs. VSTCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). The values are adjusted to include any dividend payments, if applicable.

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VPMAX vs. VSTCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
-5.86%54.11%13.30%28.25%-15.16%21.72%17.23%27.88%-1.93%28.28%
VSTCX
Vanguard Strategic Small-Cap Equity Fund
-0.83%15.20%15.40%21.34%-13.00%33.53%8.38%22.18%-11.87%9.21%

Returns By Period

In the year-to-date period, VPMAX achieves a -5.86% return, which is significantly lower than VSTCX's -0.83% return. Over the past 10 years, VPMAX has outperformed VSTCX with an annualized return of 16.53%, while VSTCX has yielded a comparatively lower 10.96% annualized 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%

VSTCX

1D
-1.06%
1M
-6.50%
YTD
-0.83%
6M
2.92%
1Y
26.01%
3Y*
15.69%
5Y*
9.42%
10Y*
10.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VPMAX vs. VSTCX - Expense Ratio Comparison

VPMAX has a 0.31% expense ratio, which is higher than VSTCX's 0.26% expense ratio.


Return for Risk

VPMAX vs. VSTCX — Risk / Return Rank

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

VPMAX
VPMAX Risk / Return Rank: 9393
Overall Rank
VPMAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VPMAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VPMAX Omega Ratio Rank: 9393
Omega Ratio Rank
VPMAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VPMAX Martin Ratio Rank: 9696
Martin Ratio Rank

VSTCX
VSTCX Risk / Return Rank: 6868
Overall Rank
VSTCX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VSTCX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VSTCX Omega Ratio Rank: 6262
Omega Ratio Rank
VSTCX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VSTCX Martin Ratio Rank: 7474
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.

VPMAX vs. VSTCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). 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.


VPMAXVSTCXDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.15

+0.49

Sortino ratio

Return per unit of downside risk

3.07

1.69

+1.38

Omega ratio

Gain probability vs. loss probability

1.44

1.23

+0.21

Calmar ratio

Return relative to maximum drawdown

3.21

1.59

+1.62

Martin ratio

Return relative to average drawdown

14.01

7.00

+7.00

VPMAX vs. VSTCX - Sharpe Ratio Comparison

The current VPMAX Sharpe Ratio is 1.64, which is higher than the VSTCX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VPMAX and VSTCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VPMAXVSTCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.15

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.43

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.47

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.35

+0.27

Correlation

The correlation between VPMAX and VSTCX is 0.86, 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.


Dividends

VPMAX vs. VSTCX - Dividend Comparison

VPMAX's dividend yield for the trailing twelve months is around 33.83%, more than VSTCX's 7.61% yield.


TTM20252024202320222021202020192018201720162015
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%
VSTCX
Vanguard Strategic Small-Cap Equity Fund
7.61%7.55%9.66%2.50%7.44%19.92%1.24%4.14%11.74%5.76%1.35%2.33%

Drawdowns

VPMAX vs. VSTCX - Drawdown Comparison

The maximum VPMAX drawdown since its inception was -48.32%, smaller than the maximum VSTCX drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for VPMAX and VSTCX.


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Drawdown Indicators


VPMAXVSTCXDifference

Max Drawdown

Largest peak-to-trough decline

-48.32%

-62.50%

+14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-14.47%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.21%

-27.47%

+2.26%

Max Drawdown (10Y)

Largest decline over 10 years

-32.65%

-48.08%

+15.43%

Current Drawdown

Current decline from peak

-11.72%

-7.95%

-3.77%

Average Drawdown

Average peak-to-trough decline

-6.61%

-10.73%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.29%

-0.14%

Volatility

VPMAX vs. VSTCX - Volatility Comparison

The current volatility for Vanguard PRIMECAP Fund Admiral Shares (VPMAX) is 5.57%, while Vanguard Strategic Small-Cap Equity Fund (VSTCX) has a volatility of 6.04%. This indicates that VPMAX experiences smaller price fluctuations and is considered to be less risky than VSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPMAXVSTCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

6.04%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

21.87%

12.99%

+8.88%

Volatility (1Y)

Calculated over the trailing 1-year period

28.87%

22.55%

+6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.12%

22.01%

-1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

23.44%

-3.35%