WVALX vs. POGRX
WVALX (Weitz Value Fund) and POGRX (PRIMECAP Odyssey Growth Fund) are both Large Cap Blend Equities funds. Over the past 10 years, WVALX returned 9.55%/yr vs 16.51%/yr for POGRX. Their correlation of 0.83 means they have usually moved in the same direction. WVALX charges 1.04%/yr vs 0.66%/yr for POGRX.
Performance
WVALX vs. POGRX - Performance Comparison
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Returns By Period
In the year-to-date period, WVALX achieves a -1.33% return, which is significantly lower than POGRX's 22.34% return. Over the past 10 years, WVALX has underperformed POGRX with an annualized return of 9.55%, while POGRX has yielded a comparatively higher 16.51% annualized return.
WVALX
- 1D
- 1.15%
- 1M
- 2.32%
- 6M
- -0.54%
- YTD
- -1.33%
- 1Y
- 0.97%
- 3Y*
- 5.55%
- 5Y*
- 2.96%
- 10Y*
- 9.55%
- ALL TIME*
- 9.13%
POGRX
- 1D
- -0.42%
- 1M
- -4.43%
- 6M
- 14.83%
- YTD
- 22.34%
- 1Y
- 51.58%
- 3Y*
- 25.42%
- 5Y*
- 14.87%
- 10Y*
- 16.51%
- ALL TIME*
- 12.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
WVALX Weitz Value Fund | $0.00 | $0.00 | $0.00 |
WVALX vs. POGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WVALX Weitz Value Fund | -1.33% | -0.21% | 12.76% | 29.72% | -22.89% | 26.86% | 18.41% | 34.16% | -4.88% | 15.60% |
POGRX PRIMECAP Odyssey Growth Fund | 22.34% | 32.99% | 13.09% | 23.85% | -14.61% | 18.81% | 17.05% | 23.98% | -4.56% | 32.07% |
Correlation
The correlation between WVALX and POGRX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2004 | 0.83 |
Over the past year, the correlation between WVALX and POGRX has dropped to 0.45 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
WVALX vs. POGRX — Risk / Return Rank
WVALX
POGRX
WVALX vs. POGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) and PRIMECAP Odyssey Growth Fund (POGRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WVALX | POGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.41 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 3.47 | -3.52 |
| Martin ratioReturn relative to average drawdown | -0.11 | 12.54 | -12.65 |
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Drawdowns
WVALX vs. POGRX - Drawdown Comparison
The maximum WVALX drawdown since its inception was -61.96%, which is greater than POGRX's maximum drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for WVALX and POGRX.
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Drawdown Indicators
| WVALX | POGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.96% | -51.63% | -10.33% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -14.40% | -3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -22.13% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -26.85% | -2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -32.57% | -35.29% | +2.72% |
Current DrawdownCurrent decline from peak | -6.90% | -8.61% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -7.11% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 3.98% | +3.00% |
Volatility
WVALX vs. POGRX - Volatility Comparison
The current volatility for Weitz Value Fund (WVALX) is 4.30%, while PRIMECAP Odyssey Growth Fund (POGRX) has a volatility of 7.17%. This indicates that WVALX experiences smaller price fluctuations and is considered to be less risky than POGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WVALX | POGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 7.17% | -2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 18.17% | -6.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 21.30% | -6.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 20.20% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 20.66% | -2.41% |
WVALX vs. POGRX - Expense Ratio Comparison
WVALX has a 1.04% expense ratio, which is higher than POGRX's 0.66% expense ratio.
Dividends
WVALX vs. POGRX - Dividend Comparison
WVALX's dividend yield for the trailing twelve months is around 22.12%, more than POGRX's 20.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POGRX PRIMECAP Odyssey Growth Fund | 20.35% | 24.89% | 20.79% | 13.28% | 12.36% | 13.68% | 12.50% | 5.13% | 2.45% | 1.54% | 5.83% | 1.29% |
WVALX Weitz Value Fund | 22.12% | 21.83% | 11.03% | 5.38% | 14.15% | 3.77% | 9.12% | 4.70% | 10.95% | 7.16% | 0.00% | 12.93% |
Frequently Asked Questions
WVALX and POGRX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
POGRX has higher volatility (7.17%) compared to WVALX (4.30%). In terms of maximum drawdown, WVALX dropped -61.96% vs POGRX's -51.63%.
POGRX currently has the higher Sharpe Ratio (2.35 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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