YCGEX vs. VPCCX
YCGEX (YCG Enhanced Fund) and VPCCX (Vanguard PRIMECAP Core Fund) are both Large Cap Blend Equities funds. Over the past 10 years, YCGEX returned 10.81%/yr vs 16.14%/yr for VPCCX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. YCGEX charges 1.19%/yr vs 0.37%/yr for VPCCX.
Performance
YCGEX vs. VPCCX - Performance Comparison
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Returns By Period
In the year-to-date period, YCGEX achieves a -6.08% return, which is significantly lower than VPCCX's 24.47% return. Over the past 10 years, YCGEX has underperformed VPCCX with an annualized return of 10.81%, while VPCCX has yielded a comparatively higher 16.14% annualized return.
YCGEX
- 1D
- -1.60%
- 1M
- -0.65%
- 6M
- -4.85%
- YTD
- -6.08%
- 1Y
- -4.30%
- 3Y*
- 4.87%
- 5Y*
- 3.12%
- 10Y*
- 10.81%
- ALL TIME*
- 11.07%
VPCCX
- 1D
- 2.99%
- 1M
- -3.96%
- 6M
- 16.68%
- YTD
- 24.47%
- 1Y
- 50.05%
- 3Y*
- 24.63%
- 5Y*
- 15.41%
- 10Y*
- 16.14%
- 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 | |
YCGEX YCG Enhanced Fund | $0.00 | $0.00 | $0.00 |
YCGEX vs. VPCCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YCGEX YCG Enhanced Fund | -6.08% | 4.14% | 11.99% | 30.15% | -22.38% | 27.32% | 17.27% | 41.20% | -3.25% | 22.81% |
VPCCX Vanguard PRIMECAP Core Fund | 24.47% | 29.96% | 12.72% | 23.58% | -12.43% | 24.30% | 12.04% | 27.70% | -4.89% | 26.27% |
Correlation
The correlation between YCGEX and VPCCX is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.79 |
Over the past year, the correlation between YCGEX and VPCCX has dropped to 0.20 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
YCGEX vs. VPCCX — Risk / Return Rank
YCGEX
VPCCX
YCGEX vs. VPCCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YCG Enhanced Fund (YCGEX) 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.
| YCGEX | VPCCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.89 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.42 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 4.42 | -4.86 |
| Martin ratioReturn relative to average drawdown | -0.96 | 15.82 | -16.78 |
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Drawdowns
YCGEX vs. VPCCX - Drawdown Comparison
The maximum YCGEX drawdown since its inception was -35.90%, smaller than the maximum VPCCX drawdown of -47.53%. Use the drawdown chart below to compare losses from any high point for YCGEX and VPCCX.
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Drawdown Indicators
| YCGEX | VPCCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | -47.53% | +11.63% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -10.50% | -4.41% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -19.92% | +3.96% |
Max Drawdown (5Y)Largest decline over 5 years | -30.75% | -22.75% | -8.00% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | -34.60% | -1.30% |
Current DrawdownCurrent decline from peak | -8.51% | -7.82% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -5.73% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 2.94% | +3.74% |
Volatility
YCGEX vs. VPCCX - Volatility Comparison
The current volatility for YCG Enhanced Fund (YCGEX) is 6.19%, while Vanguard PRIMECAP Core Fund (VPCCX) has a volatility of 6.53%. This indicates that YCGEX 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
| YCGEX | VPCCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 6.53% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 16.22% | -4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 19.14% | -5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 18.15% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 18.94% | -0.93% |
YCGEX vs. VPCCX - Expense Ratio Comparison
YCGEX has a 1.19% expense ratio, which is higher than VPCCX's 0.37% expense ratio.
Dividends
YCGEX vs. VPCCX - Dividend Comparison
YCGEX's dividend yield for the trailing twelve months is around 5.24%, less than VPCCX's 13.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPCCX Vanguard PRIMECAP Core Fund | 13.86% | 17.25% | 7.17% | 5.73% | 8.40% | 6.89% | 7.89% | 6.99% | 9.45% | 4.10% | 5.52% | 4.96% |
YCGEX YCG Enhanced Fund | 5.24% | 4.92% | 4.31% | 1.96% | 0.00% | 9.49% | 0.00% | 0.56% | 3.53% | 3.66% | 3.38% | 2.13% |
Frequently Asked Questions
YCGEX and VPCCX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VPCCX has higher volatility (6.53%) compared to YCGEX (6.19%). In terms of maximum drawdown, YCGEX dropped -35.90% vs VPCCX's -47.53%.
VPCCX currently has the higher Sharpe Ratio (2.43 vs -0.47), 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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