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VPMCX vs. IVW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VPMCX and IVW is 0.91, 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.


-0.50.00.51.00.9

Performance

VPMCX vs. IVW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard PRIMECAP Fund Investor Shares (VPMCX) and iShares S&P 500 Growth ETF (IVW). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
730.67%
591.87%
VPMCX
IVW

Key characteristics

Sharpe Ratio

VPMCX:

0.59

IVW:

2.24

Sortino Ratio

VPMCX:

0.81

IVW:

2.90

Omega Ratio

VPMCX:

1.13

IVW:

1.41

Calmar Ratio

VPMCX:

0.77

IVW:

3.07

Martin Ratio

VPMCX:

2.86

IVW:

12.07

Ulcer Index

VPMCX:

3.34%

IVW:

3.24%

Daily Std Dev

VPMCX:

16.30%

IVW:

17.42%

Max Drawdown

VPMCX:

-81.07%

IVW:

-57.33%

Current Drawdown

VPMCX:

-10.36%

IVW:

-2.45%

Returns By Period

In the year-to-date period, VPMCX achieves a 6.78% return, which is significantly lower than IVW's 37.46% return. Over the past 10 years, VPMCX has underperformed IVW with an annualized return of 11.71%, while IVW has yielded a comparatively higher 15.13% annualized return.


VPMCX

YTD

6.78%

1M

-7.30%

6M

-6.51%

1Y

7.55%

5Y*

10.56%

10Y*

11.71%

IVW

YTD

37.46%

1M

3.37%

6M

11.59%

1Y

37.65%

5Y*

17.30%

10Y*

15.13%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VPMCX vs. IVW - Expense Ratio Comparison

VPMCX has a 0.38% expense ratio, which is higher than IVW's 0.18% expense ratio.


VPMCX
Vanguard PRIMECAP Fund Investor Shares
Expense ratio chart for VPMCX: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for IVW: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

VPMCX vs. IVW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Fund Investor Shares (VPMCX) and iShares S&P 500 Growth ETF (IVW). 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.


Sharpe ratio
The chart of Sharpe ratio for VPMCX, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.000.592.24
The chart of Sortino ratio for VPMCX, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.812.90
The chart of Omega ratio for VPMCX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.41
The chart of Calmar ratio for VPMCX, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.0012.0014.000.773.07
The chart of Martin ratio for VPMCX, currently valued at 2.86, compared to the broader market0.0020.0040.0060.002.8612.07
VPMCX
IVW

The current VPMCX Sharpe Ratio is 0.59, which is lower than the IVW Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of VPMCX and IVW, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.59
2.24
VPMCX
IVW

Dividends

VPMCX vs. IVW - Dividend Comparison

VPMCX has not paid dividends to shareholders, while IVW's dividend yield for the trailing twelve months is around 0.42%.


TTM20232022202120202019201820172016201520142013
VPMCX
Vanguard PRIMECAP Fund Investor Shares
0.00%1.10%1.23%0.70%1.04%1.21%1.26%1.09%1.29%1.12%1.13%0.91%
IVW
iShares S&P 500 Growth ETF
0.42%1.03%0.89%0.46%0.82%1.63%1.28%1.30%1.51%1.51%1.37%1.45%

Drawdowns

VPMCX vs. IVW - Drawdown Comparison

The maximum VPMCX drawdown since its inception was -81.07%, which is greater than IVW's maximum drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for VPMCX and IVW. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.36%
-2.45%
VPMCX
IVW

Volatility

VPMCX vs. IVW - Volatility Comparison

Vanguard PRIMECAP Fund Investor Shares (VPMCX) has a higher volatility of 9.83% compared to iShares S&P 500 Growth ETF (IVW) at 4.74%. This indicates that VPMCX's price experiences larger fluctuations and is considered to be riskier than IVW 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%JulyAugustSeptemberOctoberNovemberDecember
9.83%
4.74%
VPMCX
IVW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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