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

Key characteristics


VSTCXVPMAX
YTD Return20.76%16.13%
1Y Return37.38%23.52%
3Y Return (Ann)7.69%7.80%
5Y Return (Ann)13.95%13.54%
10Y Return (Ann)10.23%13.06%
Sharpe Ratio1.871.42
Sortino Ratio2.722.03
Omega Ratio1.331.30
Calmar Ratio3.471.92
Martin Ratio11.186.52
Ulcer Index3.36%3.63%
Daily Std Dev20.06%16.68%
Max Drawdown-62.50%-48.32%
Current Drawdown-2.94%-2.53%

Correlation

-0.50.00.51.00.9

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.

Performance

VSTCX vs. VPMAX - Performance Comparison

In the year-to-date period, VSTCX achieves a 20.76% return, which is significantly higher than VPMAX's 16.13% return. Over the past 10 years, VSTCX has underperformed VPMAX with an annualized return of 10.23%, while VPMAX has yielded a comparatively higher 13.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.09%
4.89%
VSTCX
VPMAX

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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.


VSTCX
Sharpe ratio
The chart of Sharpe ratio for VSTCX, currently valued at 1.87, compared to the broader market0.002.004.001.87
Sortino ratio
The chart of Sortino ratio for VSTCX, currently valued at 2.72, compared to the broader market0.005.0010.002.72
Omega ratio
The chart of Omega ratio for VSTCX, currently valued at 1.33, compared to the broader market1.002.003.004.001.33
Calmar ratio
The chart of Calmar ratio for VSTCX, currently valued at 3.47, compared to the broader market0.005.0010.0015.0020.0025.003.47
Martin ratio
The chart of Martin ratio for VSTCX, currently valued at 11.18, compared to the broader market0.0020.0040.0060.0080.00100.0011.18
VPMAX
Sharpe ratio
The chart of Sharpe ratio for VPMAX, currently valued at 1.42, compared to the broader market0.002.004.001.42
Sortino ratio
The chart of Sortino ratio for VPMAX, currently valued at 2.03, compared to the broader market0.005.0010.002.03
Omega ratio
The chart of Omega ratio for VPMAX, currently valued at 1.30, compared to the broader market1.002.003.004.001.30
Calmar ratio
The chart of Calmar ratio for VPMAX, currently valued at 1.92, compared to the broader market0.005.0010.0015.0020.0025.001.92
Martin ratio
The chart of Martin ratio for VPMAX, currently valued at 6.52, compared to the broader market0.0020.0040.0060.0080.00100.006.52

VSTCX vs. VPMAX - Sharpe Ratio Comparison

The current VSTCX Sharpe Ratio is 1.87, which is higher than the VPMAX Sharpe Ratio of 1.42. 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.87
1.42
VSTCX
VPMAX

Dividends

VSTCX vs. VPMAX - Dividend Comparison

VSTCX's dividend yield for the trailing twelve months is around 0.96%, less than VPMAX's 1.01% yield.


TTM20232022202120202019201820172016201520142013
VSTCX
Vanguard Strategic Small-Cap Equity Fund
0.96%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
1.01%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.94%
-2.53%
VSTCX
VPMAX

Volatility

VSTCX vs. VPMAX - Volatility Comparison

Vanguard Strategic Small-Cap Equity Fund (VSTCX) has a higher volatility of 6.97% compared to Vanguard PRIMECAP Fund Admiral Shares (VPMAX) at 3.99%. 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%JuneJulyAugustSeptemberOctoberNovember
6.97%
3.99%
VSTCX
VPMAX