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

Performance

VPMCX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard PRIMECAP Fund Investor Shares (VPMCX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.26%
16.33%
VPMCX
SCHD

Returns By Period

In the year-to-date period, VPMCX achieves a 16.75% return, which is significantly lower than SCHD's 19.25% return. Over the past 10 years, VPMCX has outperformed SCHD with an annualized return of 12.80%, while SCHD has yielded a comparatively lower 11.68% annualized return.


VPMCX

YTD

16.75%

1M

1.04%

6M

5.26%

1Y

23.00%

5Y (annualized)

13.26%

10Y (annualized)

12.80%

SCHD

YTD

19.25%

1M

4.62%

6M

16.33%

1Y

28.39%

5Y (annualized)

12.94%

10Y (annualized)

11.68%

Key characteristics


VPMCXSCHD
Sharpe Ratio1.682.55
Sortino Ratio2.293.65
Omega Ratio1.311.45
Calmar Ratio1.863.94
Martin Ratio7.4013.87
Ulcer Index3.11%2.05%
Daily Std Dev13.66%11.14%
Max Drawdown-81.07%-33.37%
Current Drawdown-1.99%-0.20%

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VPMCX vs. SCHD - Expense Ratio Comparison

VPMCX has a 0.38% expense ratio, which is higher than SCHD's 0.06% 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 SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

The correlation between VPMCX and SCHD is 0.81, 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.


-0.50.00.51.00.8

Risk-Adjusted Performance

VPMCX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Fund Investor Shares (VPMCX) and Schwab US Dividend Equity ETF (SCHD). 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 1.68, compared to the broader market-1.000.001.002.003.004.005.001.682.55
The chart of Sortino ratio for VPMCX, currently valued at 2.29, compared to the broader market0.005.0010.002.293.65
The chart of Omega ratio for VPMCX, currently valued at 1.31, compared to the broader market1.002.003.004.001.311.45
The chart of Calmar ratio for VPMCX, currently valued at 1.86, compared to the broader market0.005.0010.0015.0020.001.863.94
The chart of Martin ratio for VPMCX, currently valued at 7.40, compared to the broader market0.0020.0040.0060.0080.007.4013.87
VPMCX
SCHD

The current VPMCX Sharpe Ratio is 1.68, which is lower than the SCHD Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of VPMCX and SCHD, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.68
2.55
VPMCX
SCHD

Dividends

VPMCX vs. SCHD - Dividend Comparison

VPMCX's dividend yield for the trailing twelve months is around 0.94%, less than SCHD's 3.32% yield.


TTM20232022202120202019201820172016201520142013
VPMCX
Vanguard PRIMECAP Fund Investor Shares
0.94%1.10%1.23%0.70%1.04%1.21%1.26%1.09%1.29%1.12%1.13%0.91%
SCHD
Schwab US Dividend Equity ETF
3.32%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

VPMCX vs. SCHD - Drawdown Comparison

The maximum VPMCX drawdown since its inception was -81.07%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VPMCX and SCHD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.99%
-0.20%
VPMCX
SCHD

Volatility

VPMCX vs. SCHD - Volatility Comparison

Vanguard PRIMECAP Fund Investor Shares (VPMCX) has a higher volatility of 4.30% compared to Schwab US Dividend Equity ETF (SCHD) at 3.59%. This indicates that VPMCX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.30%
3.59%
VPMCX
SCHD
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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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