VPMCX vs. VTI
Compare and contrast key facts about Vanguard PRIMECAP Fund Investor Shares (VPMCX) and Vanguard Total Stock Market ETF (VTI).
VPMCX is managed by Vanguard. It was launched on Nov 1, 1984. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPMCX or VTI.
Key characteristics
| VPMCX | VTI | |
|---|---|---|
| YTD Return | 18.40% | 26.35% |
| 1Y Return | 30.80% | 40.48% |
| 3Y Return (Ann) | 8.26% | 8.68% |
| 5Y Return (Ann) | 13.99% | 15.37% |
| 10Y Return (Ann) | 13.14% | 12.90% |
| Sharpe Ratio | 2.08 | 3.10 |
| Sortino Ratio | 2.81 | 4.13 |
| Omega Ratio | 1.38 | 1.58 |
| Calmar Ratio | 2.32 | 4.21 |
| Martin Ratio | 9.44 | 20.25 |
| Ulcer Index | 3.04% | 1.94% |
| Daily Std Dev | 13.80% | 12.68% |
| Max Drawdown | -81.07% | -55.45% |
| Current Drawdown | -0.60% | 0.00% |
Correlation
The correlation between VPMCX and VTI is 0.95, 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.
Performance
VPMCX vs. VTI - Performance Comparison
In the year-to-date period, VPMCX achieves a 18.40% return, which is significantly lower than VTI's 26.35% return. Both investments have delivered pretty close results over the past 10 years, with VPMCX having a 13.14% annualized return and VTI not far behind at 12.90%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VPMCX vs. VTI - Expense Ratio Comparison
VPMCX has a 0.38% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
VPMCX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Fund Investor Shares (VPMCX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
VPMCX vs. VTI - Dividend Comparison
VPMCX's dividend yield for the trailing twelve months is around 0.93%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPMCX Vanguard PRIMECAP Fund Investor Shares | 0.93% | 1.10% | 1.23% | 0.70% | 1.04% | 1.21% | 1.26% | 1.09% | 1.29% | 1.12% | 1.13% | 0.91% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VPMCX vs. VTI - Drawdown Comparison
The maximum VPMCX drawdown since its inception was -81.07%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VPMCX and VTI. For additional features, visit the drawdowns tool.
Volatility
VPMCX vs. VTI - Volatility Comparison
Vanguard PRIMECAP Fund Investor Shares (VPMCX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.19% and 4.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.