WVALX vs. VPCCX
WVALX (Weitz Value Fund) and VPCCX (Vanguard PRIMECAP Core Fund) are both Large Cap Blend Equities funds. Over the past 10 years, WVALX returned 9.55%/yr vs 16.23%/yr for VPCCX. Their correlation of 0.85 means they have usually moved in the same direction. WVALX charges 1.04%/yr vs 0.37%/yr for VPCCX.
Performance
WVALX vs. VPCCX - 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 VPCCX's 24.41% return. Over the past 10 years, WVALX has underperformed VPCCX with an annualized return of 9.55%, while VPCCX has yielded a comparatively higher 16.23% 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%
VPCCX
- 1D
- -0.04%
- 1M
- -4.00%
- 6M
- 15.03%
- YTD
- 24.41%
- 1Y
- 49.98%
- 3Y*
- 24.81%
- 5Y*
- 15.40%
- 10Y*
- 16.23%
- ALL TIME*
- 12.65%
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. VPCCX - 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% |
VPCCX Vanguard PRIMECAP Core Fund | 24.41% | 29.96% | 12.72% | 23.58% | -12.43% | 24.30% | 12.04% | 27.70% | -4.89% | 26.27% |
Correlation
The correlation between WVALX and VPCCX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2004 | 0.85 |
Over the past year, the correlation between WVALX and VPCCX has dropped to 0.47 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
WVALX vs. VPCCX — Risk / Return Rank
WVALX
VPCCX
WVALX vs. VPCCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) and Vanguard PRIMECAP Core Fund (VPCCX). 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 | VPCCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.43 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.44 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 4.62 | -4.66 |
| Martin ratioReturn relative to average drawdown | -0.11 | 16.28 | -16.39 |
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Drawdowns
WVALX vs. VPCCX - Drawdown Comparison
The maximum WVALX drawdown since its inception was -61.96%, which is greater than VPCCX's maximum drawdown of -47.53%. Use the drawdown chart below to compare losses from any high point for WVALX and VPCCX.
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Drawdown Indicators
| WVALX | VPCCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.96% | -47.53% | -14.43% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -10.50% | -6.95% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -19.92% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -22.75% | -6.61% |
Max Drawdown (10Y)Largest decline over 10 years | -32.57% | -34.60% | +2.03% |
Current DrawdownCurrent decline from peak | -6.90% | -7.86% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -5.73% | -2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 2.97% | +4.01% |
Volatility
WVALX vs. VPCCX - Volatility Comparison
The current volatility for Weitz Value Fund (WVALX) is 4.30%, while Vanguard PRIMECAP Core Fund (VPCCX) has a volatility of 6.04%. This indicates that WVALX experiences smaller price fluctuations and is considered to be less risky than VPCCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WVALX | VPCCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 6.04% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 16.21% | -4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 19.14% | -4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 18.15% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 18.94% | -0.69% |
WVALX vs. VPCCX - Expense Ratio Comparison
WVALX has a 1.04% expense ratio, which is higher than VPCCX's 0.37% expense ratio.
Dividends
WVALX vs. VPCCX - Dividend Comparison
WVALX's dividend yield for the trailing twelve months is around 22.12%, more than VPCCX's 13.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPCCX Vanguard PRIMECAP Core Fund | 13.87% | 17.25% | 7.17% | 5.73% | 8.40% | 6.89% | 7.89% | 6.99% | 9.45% | 4.10% | 5.52% | 4.96% |
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 VPCCX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VPCCX has higher volatility (6.04%) compared to WVALX (4.30%). In terms of maximum drawdown, WVALX dropped -61.96% vs VPCCX's -47.53%.
VPCCX currently has the higher Sharpe Ratio (2.54 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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