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VSTCX vs. VPMAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSTCX and VPMAX 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.


-0.50.00.51.00.9

Performance

VSTCX vs. VPMAX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
2.87%
-5.53%
VSTCX
VPMAX

Key characteristics

Sharpe Ratio

VSTCX:

0.31

VPMAX:

0.56

Sortino Ratio

VSTCX:

0.53

VPMAX:

0.77

Omega Ratio

VSTCX:

1.08

VPMAX:

1.13

Calmar Ratio

VSTCX:

0.42

VPMAX:

0.74

Martin Ratio

VSTCX:

1.75

VPMAX:

2.68

Ulcer Index

VSTCX:

3.98%

VPMAX:

3.38%

Daily Std Dev

VSTCX:

22.73%

VPMAX:

16.34%

Max Drawdown

VSTCX:

-62.50%

VPMAX:

-48.32%

Current Drawdown

VSTCX:

-15.69%

VPMAX:

-9.40%

Returns By Period

In the year-to-date period, VSTCX achieves a 6.12% return, which is significantly lower than VPMAX's 7.95% return. Over the past 10 years, VSTCX has underperformed VPMAX with an annualized return of 8.39%, while VPMAX has yielded a comparatively higher 11.86% annualized return.


VSTCX

YTD

6.12%

1M

-14.31%

6M

2.88%

1Y

6.12%

5Y*

10.05%

10Y*

8.39%

VPMAX

YTD

7.95%

1M

-6.63%

6M

-5.53%

1Y

8.74%

5Y*

10.84%

10Y*

11.86%

Compare stocks, funds, or ETFs

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


VSTCX vs. VPMAX - Expense Ratio Comparison

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


VPMAX
Vanguard PRIMECAP Fund Admiral Shares
Expense ratio chart for VPMAX: current value at 0.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.31%
Expense ratio chart for VSTCX: current value at 0.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.26%

Risk-Adjusted Performance

VSTCX vs. VPMAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Small-Cap Equity Fund (VSTCX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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 VSTCX, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.000.310.56
The chart of Sortino ratio for VSTCX, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.0010.000.530.77
The chart of Omega ratio for VSTCX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.13
The chart of Calmar ratio for VSTCX, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.0014.000.420.74
The chart of Martin ratio for VSTCX, currently valued at 1.75, compared to the broader market0.0020.0040.0060.001.752.68
VSTCX
VPMAX

The current VSTCX Sharpe Ratio is 0.31, which is lower than the VPMAX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of VSTCX and VPMAX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.31
0.56
VSTCX
VPMAX

Dividends

VSTCX vs. VPMAX - Dividend Comparison

Neither VSTCX nor VPMAX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VSTCX
Vanguard Strategic Small-Cap Equity Fund
0.00%1.16%1.16%1.30%1.24%1.19%1.34%1.11%1.35%1.17%0.80%0.77%
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
0.00%1.17%1.31%0.79%1.12%1.29%1.36%1.08%1.37%1.20%1.32%1.03%

Drawdowns

VSTCX vs. VPMAX - Drawdown Comparison

The maximum VSTCX drawdown since its inception was -62.50%, which is greater than VPMAX's maximum drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for VSTCX and VPMAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.69%
-9.40%
VSTCX
VPMAX

Volatility

VSTCX vs. VPMAX - Volatility Comparison

Vanguard Strategic Small-Cap Equity Fund (VSTCX) has a higher volatility of 13.88% compared to Vanguard PRIMECAP Fund Admiral Shares (VPMAX) at 9.98%. This indicates that VSTCX's price experiences larger fluctuations and is considered to be riskier than VPMAX 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%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.88%
9.98%
VSTCX
VPMAX
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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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