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VPMCX vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPMCX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard PRIMECAP Fund Investor Shares (VPMCX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VPMCX achieves a 28.37% return, which is significantly higher than BRK-B's -0.79% return. Over the past 10 years, VPMCX has outperformed BRK-B with an annualized return of 18.70%, while BRK-B has yielded a comparatively lower 13.52% annualized return.


VPMCX

1D
2.33%
1M
3.79%
YTD
28.37%
6M
26.87%
1Y
56.51%
3Y*
28.40%
5Y*
16.20%
10Y*
18.70%

BRK-B

1D
2.22%
1M
3.90%
YTD
-0.79%
6M
0.07%
1Y
2.81%
3Y*
14.14%
5Y*
12.37%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VPMCX vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPMCX
Vanguard PRIMECAP Fund Investor Shares
28.37%29.60%13.23%28.16%-15.22%21.64%17.16%27.78%-1.99%28.17%
BRK-B
Berkshire Hathaway Inc.
-0.79%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between VPMCX and BRK-B is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.30

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

0.47

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

0.56

Correlation (All Time)
Calculated using the full available price history since May 9, 1996

0.46

Over the past year, the correlation between VPMCX and BRK-B has dropped to 0.06 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

VPMCX vs. BRK-B — Risk / Return Rank

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

VPMCX
VPMCX Risk / Return Rank: 9494
Overall Rank
VPMCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VPMCX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VPMCX Omega Ratio Rank: 8989
Omega Ratio Rank
VPMCX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VPMCX Martin Ratio Rank: 9797
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4747
Overall Rank
BRK-B Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4242
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4141
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5151
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5151
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.

VPMCX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Fund Investor Shares (VPMCX) and Berkshire Hathaway Inc. (BRK-B). 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.


VPMCXBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+3.02

Sortino ratioReturn per unit of downside risk

+3.84

Omega ratioGain probability vs. loss probability

1.57

1.05

+0.53

Calmar ratioReturn relative to maximum drawdown

4.93

0.30

+4.63

Martin ratioReturn relative to average drawdown

22.24

0.62

+21.61

VPMCX vs. BRK-B - Sharpe Ratio Comparison

The current VPMCX Sharpe Ratio is 3.22, which is higher than the BRK-B Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of VPMCX and BRK-B, 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

VPMCX vs. BRK-B - Drawdown Comparison

The maximum VPMCX drawdown since its inception was -50.45%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VPMCX and BRK-B.


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Drawdown Indicators


VPMCXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-50.45%

-53.86%

+3.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-9.42%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-20.56%

-14.95%

-5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.25%

-26.58%

+1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-32.65%

-29.57%

-3.08%

Current Drawdown

Current decline from peak

-1.06%

-7.62%

+6.56%

Average Drawdown

Average peak-to-trough decline

-7.40%

-11.07%

+3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

4.51%

-1.91%

Volatility

VPMCX vs. BRK-B - Volatility Comparison

Vanguard PRIMECAP Fund Investor Shares (VPMCX) has a higher volatility of 8.98% compared to Berkshire Hathaway Inc. (BRK-B) at 4.27%. This indicates that VPMCX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPMCXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.98%

4.27%

+4.71%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

10.76%

+4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.97%

14.50%

+3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.63%

17.12%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

19.40%

-0.08%

Dividends

VPMCX vs. BRK-B - Dividend Comparison

VPMCX's dividend yield for the trailing twelve months is around 12.74%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BRK-B
Berkshire Hathaway 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%
VPMCX
Vanguard PRIMECAP Fund Investor Shares
12.74%16.36%6.62%7.16%9.85%10.08%9.74%7.15%8.32%4.53%5.05%5.91%

Frequently Asked Questions


VPMCX and BRK-B have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPMCX has higher volatility (8.98%) compared to BRK-B (4.27%). In terms of maximum drawdown, VPMCX dropped -50.45% vs BRK-B's -53.86%.

VPMCX currently has the higher Sharpe Ratio (3.22 vs 0.19), 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.

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