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XVV vs. POSKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XVV vs. POSKX

Last updated Jun 24, 2026

XVV (iShares ESG Screened S&P 500 ETF) and POSKX (PrimeCap Odyssey Stock Fund) are both funds - XVV is a S&P 500 fund tracking the S&P 500 Sustainablility Screened Index, while POSKX is a Large Cap Blend Equities fund managed by PRIMECAP Odyssey Funds. Over the past 5 years, XVV returned 12.69%/yr vs 16.80%/yr for POSKX. Their correlation of 0.87 suggests significant overlap in exposure. XVV charges 0.08%/yr vs 0.65%/yr for POSKX.

Performance

XVV vs. POSKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Screened S&P 500 ETF (XVV) and PrimeCap Odyssey Stock Fund (POSKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XVV achieves a 6.55% return, which is significantly lower than POSKX's 26.80% return.

XVV

1D
-1.36%
1M
-1.49%
YTD
6.55%
6M
5.50%
1Y
22.18%
3Y*
20.50%
5Y*
12.69%
10Y*
—

POSKX

1D
1.20%
1M
6.08%
YTD
26.80%
6M
25.51%
1Y
53.32%
3Y*
25.86%
5Y*
16.80%
10Y*
17.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XVV vs. POSKX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XVV
iShares ESG Screened S&P 500 ETF		6.55%17.53%25.87%29.78%-21.46%29.19%16.13%
POSKX
PrimeCap Odyssey Stock Fund		26.80%25.73%12.77%21.18%-11.12%32.48%21.35%

Correlation

The correlation between XVV and POSKX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.87

The correlation between XVV and POSKX has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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iShares ESG Screened S&P 500 ETF

PrimeCap Odyssey Stock Fund

Often compared with XVV:
XVV vs. VOOXVV vs. IVVXVV vs. ESGUXVV vs. FNVXVV vs. JHEQXXVV vs. SDGXVV vs. VTSAX
Often compared with POSKX:
POSKX vs. VPCCXPOSKX vs. SPYPOSKX vs. ARTMXPOSKX vs. VOPOSKX vs. EWHPOSKX vs. SEEGXPOSKX vs. SOXX

Return for Risk

XVV vs. POSKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XVV
XVV Risk / Return Rank: 5050
Overall Rank
XVV Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XVV Sortino Ratio Rank: 4949
Sortino Ratio Rank
XVV Omega Ratio Rank: 5050
Omega Ratio Rank
XVV Calmar Ratio Rank: 4444
Calmar Ratio Rank
XVV Martin Ratio Rank: 5454
Martin Ratio Rank
POSKX
POSKX Risk / Return Rank: 9494
Overall Rank
POSKX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
POSKX Sortino Ratio Rank: 9393
Sortino Ratio Rank
POSKX Omega Ratio Rank: 8888
Omega Ratio Rank
POSKX Calmar Ratio Rank: 9595
Calmar Ratio Rank
POSKX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XVV vs. POSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P 500 ETF (XVV) and PrimeCap Odyssey Stock Fund (POSKX). 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.

XVVPOSKXDifference
Sharpe ratioReturn per unit of total volatility
1.68
3.24

-1.55

Sortino ratioReturn per unit of downside risk
2.31
4.39

-2.08

Omega ratioGain probability vs. loss probability

1.30

1.57

-0.27

Calmar ratioReturn relative to maximum drawdown

2.10

5.47

-3.37

Martin ratioReturn relative to average drawdown

9.02

22.70

-13.68

XVV vs. POSKX - Sharpe Ratio Comparison

The current XVV Sharpe Ratio is 1.68, which is lower than the POSKX Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of XVV and POSKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

XVV vs. POSKX - Drawdown Comparison

The maximum XVV drawdown since its inception was -27.20%, smaller than the maximum POSKX drawdown of -50.18%. Use the drawdown chart below to compare losses from any high point for XVV and POSKX.

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Drawdown Indicators

XVVPOSKXDifference

Max Drawdown

Largest peak-to-trough decline

-27.20%

-50.18%

+22.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-9.99%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-20.25%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

-22.96%

-4.24%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.88%

—

Current Drawdown

Current decline from peak

-3.41%

0.00%

-3.41%

Average Drawdown

Average peak-to-trough decline

-5.84%

-6.14%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.40%

+0.06%

Volatility

XVV vs. POSKX - Volatility Comparison

The current volatility for iShares ESG Screened S&P 500 ETF (XVV) is 5.00%, while PrimeCap Odyssey Stock Fund (POSKX) has a volatility of 6.72%. This indicates that XVV experiences smaller price fluctuations and is considered to be less risky than POSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XVVPOSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

6.72%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

13.83%

-3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

13.29%

16.94%

-3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

18.05%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

19.09%

-1.71%

XVV vs. POSKX - Expense Ratio Comparison

XVV has a 0.08% expense ratio, which is lower than POSKX's 0.65% expense ratio.

Dividends

XVV vs. POSKX - Dividend Comparison

XVV's dividend yield for the trailing twelve months is around 0.95%, less than POSKX's 21.64% yield.

PositionTTM20252024202320222021202020192018201720162015
POSKX
PrimeCap Odyssey Stock Fund		21.64%27.44%18.13%10.14%12.13%14.58%7.85%6.03%3.03%2.17%2.93%1.92%
XVV
iShares ESG Screened S&P 500 ETF		0.95%0.94%1.05%1.25%1.57%0.81%0.31%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XVV and POSKX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POSKX has higher volatility (6.72%) compared to XVV (5.00%). In terms of maximum drawdown, XVV dropped -27.20% vs POSKX's -50.18%.

POSKX currently has the higher Sharpe Ratio (3.23 vs 1.68), 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.

Portfolio Optimizer

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