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XVV vs. POSKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XVV and POSKX is 0.89, 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

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.

60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
94.14%
57.42%
XVV
POSKX

Key characteristics

Sharpe Ratio

XVV:

2.10

POSKX:

-0.09

Sortino Ratio

XVV:

2.80

POSKX:

0.02

Omega Ratio

XVV:

1.38

POSKX:

1.00

Calmar Ratio

XVV:

3.14

POSKX:

-0.09

Martin Ratio

XVV:

13.54

POSKX:

-0.48

Ulcer Index

XVV:

2.12%

POSKX:

3.79%

Daily Std Dev

XVV:

13.68%

POSKX:

20.28%

Max Drawdown

XVV:

-27.20%

POSKX:

-50.18%

Current Drawdown

XVV:

-2.55%

POSKX:

-18.73%

Returns By Period

In the year-to-date period, XVV achieves a 26.94% return, which is significantly higher than POSKX's -4.05% return.


XVV

YTD

26.94%

1M

0.03%

6M

9.23%

1Y

27.37%

5Y*

N/A

10Y*

N/A

POSKX

YTD

-4.05%

1M

-15.81%

6M

-13.89%

1Y

-3.08%

5Y*

7.37%

10Y*

9.23%

Compare stocks, funds, or ETFs

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


XVV vs. POSKX - Expense Ratio Comparison

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


POSKX
PrimeCap Odyssey Stock Fund
Expense ratio chart for POSKX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for XVV: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

XVV vs. POSKX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for XVV, currently valued at 2.10, compared to the broader market0.002.004.002.10-0.09
The chart of Sortino ratio for XVV, currently valued at 2.80, compared to the broader market-2.000.002.004.006.008.0010.002.800.02
The chart of Omega ratio for XVV, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.00
The chart of Calmar ratio for XVV, currently valued at 3.14, compared to the broader market0.005.0010.0015.003.14-0.09
The chart of Martin ratio for XVV, currently valued at 13.54, compared to the broader market0.0020.0040.0060.0080.00100.0013.54-0.48
XVV
POSKX

The current XVV Sharpe Ratio is 2.10, which is higher than the POSKX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of XVV and POSKX, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.10
-0.09
XVV
POSKX

Dividends

XVV vs. POSKX - Dividend Comparison

XVV's dividend yield for the trailing twelve months is around 1.04%, while POSKX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
XVV
iShares ESG Screened S&P 500 ETF
1.04%1.25%1.57%0.81%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
POSKX
PrimeCap Odyssey Stock Fund
0.00%1.21%1.29%0.70%1.37%1.36%1.19%0.96%1.18%1.03%1.31%1.14%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.55%
-18.73%
XVV
POSKX

Volatility

XVV vs. POSKX - Volatility Comparison

The current volatility for iShares ESG Screened S&P 500 ETF (XVV) is 3.81%, while PrimeCap Odyssey Stock Fund (POSKX) has a volatility of 16.96%. 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.81%
16.96%
XVV
POSKX
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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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