DRTHX vs. PAGRX

Last updated Aug 1, 2026

DRTHX (BNY Mellon Sustainable U.S. Equity Fund) and PAGRX (Permanent Portfolio Aggressive Growth Portfolio Class I) are both Large Cap Blend Equities funds. Over the past 10 years, DRTHX returned 14.88%/yr vs 19.45%/yr for PAGRX. Their correlation of 0.87 means they have usually moved in the same direction. DRTHX charges 0.74%/yr vs 1.10%/yr for PAGRX.

Performance

DRTHX vs. PAGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and Permanent Portfolio Aggressive Growth Portfolio Class I (PAGRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRTHX achieves a 7.29% return, which is significantly higher than PAGRX's 6.91% return. Over the past 10 years, DRTHX has underperformed PAGRX with an annualized return of 14.88%, while PAGRX has yielded a comparatively higher 19.45% annualized return.

DRTHX

• 1D: 2.35%
• 1M: 0.23%
• 6M: 6.27%
• YTD: 7.29%
• 1Y: 16.04%
• 3Y*: 22.25%
• 5Y*: 12.22%
• 10Y*: 14.88%
• ALL TIME*: 7.70%

PAGRX

• 1D: 1.18%
• 1M: -3.14%
• 6M: 3.47%
• YTD: 6.91%
• 1Y: 24.64%
• 3Y*: 31.22%
• 5Y*: 17.53%
• 10Y*: 19.45%
• ALL TIME*: 12.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DRTHX BNY Mellon Sustainable U.S. Equity Fund	$0.00	$0.00	$0.00
PAGRX Permanent Portfolio Aggressive Growth Portfolio Class I	$0.00	$0.00	$0.00

DRTHX vs. PAGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRTHX BNY Mellon Sustainable U.S. Equity Fund	7.29%	15.96%	39.07%	24.01%	-23.10%	26.71%	24.21%	34.01%	-4.54%	15.01%
PAGRX Permanent Portfolio Aggressive Growth Portfolio Class I	6.91%	36.92%	44.52%	38.73%	-26.06%	24.84%	37.65%	40.34%	-12.41%	21.19%

Correlation

The correlation between DRTHX and PAGRX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.79
Correlation (3Y) Balances recent behavior with more history.	0.83
Correlation (5Y) Shows whether the relationship held over a longer period.	0.85
Correlation (10Y) Provides a long-term view across more market conditions.	0.84
Correlation (All Time) Calculated using the full available price history since Jan 2, 1990	0.87

The correlation between DRTHX and PAGRX has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.

Return for Risk

DRTHX vs. PAGRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRTHX

DRTHX Risk / Return Rank: 29
DRTHX Sharpe Ratio Rank: 28
DRTHX Sortino Ratio Rank: 27
DRTHX Omega Ratio Rank: 27
DRTHX Calmar Ratio Rank: 27
DRTHX Martin Ratio Rank: 36

PAGRX

PAGRX Risk / Return Rank: 49
PAGRX Sharpe Ratio Rank: 42
PAGRX Sortino Ratio Rank: 40
PAGRX Omega Ratio Rank: 39
PAGRX Calmar Ratio Rank: 74
PAGRX Martin Ratio Rank: 52

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRTHX vs. PAGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and Permanent Portfolio Aggressive Growth Portfolio Class I (PAGRX). 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.

	DRTHX	PAGRX	Difference
Sharpe ratio: Return per unit of total volatility	0.94	1.19	-0.24
Sortino ratio: Return per unit of downside risk	1.37	1.69	-0.31
Omega ratio: Gain probability vs. loss probability	1.17	1.21	-0.04
Calmar ratio: Return relative to maximum drawdown	1.25	2.34	-1.09
Martin ratio: Return relative to average drawdown	5.22	6.90	-1.68

DRTHX vs. PAGRX - Sharpe Ratio Comparison

The current DRTHX Sharpe Ratio is 0.94, which is comparable to the PAGRX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of DRTHX and PAGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DRTHX vs. PAGRX - Drawdown Comparison

The maximum DRTHX drawdown since its inception was -63.27%, which is greater than PAGRX's maximum drawdown of -55.87%. Use the drawdown chart below to compare losses from any high point for DRTHX and PAGRX.

Drawdown Indicators

	DRTHX	PAGRX	Difference
Max Drawdown Largest peak-to-trough decline	-63.27%	-55.87%	-7.40%
Max Drawdown (1Y) Largest decline over 1 year	-10.66%	-9.16%	-1.50%
Max Drawdown (3Y) Largest decline over 3 years	-21.55%	-26.34%	+4.79%
Max Drawdown (5Y) Largest decline over 5 years	-27.58%	-36.52%	+8.94%
Max Drawdown (10Y) Largest decline over 10 years	-31.34%	-38.01%	+6.67%
Current Drawdown Current decline from peak	-1.20%	-8.09%	+6.89%
Average Drawdown Average peak-to-trough decline	-17.34%	-10.03%	-7.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	3.11%	-0.56%

Volatility

DRTHX vs. PAGRX - Volatility Comparison

BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and Permanent Portfolio Aggressive Growth Portfolio Class I (PAGRX) have volatilities of 4.15% and 4.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRTHX	PAGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	4.20%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	11.17%	13.89%	-2.72%
Volatility (1Y) Calculated over the trailing 1-year period	14.13%	18.12%	-3.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.74%	24.54%	-5.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.46%	24.48%	-6.02%

DRTHX vs. PAGRX - Expense Ratio Comparison

DRTHX has a 0.74% expense ratio, which is lower than PAGRX's 1.10% expense ratio.

Dividends

DRTHX vs. PAGRX - Dividend Comparison

DRTHX's dividend yield for the trailing twelve months is around 9.91%, more than PAGRX's 0.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRTHX BNY Mellon Sustainable U.S. Equity Fund	9.91%	10.63%	17.93%	3.41%	12.94%	4.19%	3.13%	2.31%	4.74%	26.74%	5.37%	15.21%
PAGRX Permanent Portfolio Aggressive Growth Portfolio Class I	0.03%	0.03%	5.62%	2.72%	7.79%	6.82%	15.08%	17.51%	12.33%	8.70%	16.94%	6.31%

Frequently Asked Questions

Can I hold both DRTHX and PAGRX in my portfolio?

DRTHX and PAGRX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRTHX or PAGRX?

PAGRX has higher volatility (4.20%) compared to DRTHX (4.15%). In terms of maximum drawdown, DRTHX dropped -63.27% vs PAGRX's -55.87%.

Which has better risk-adjusted returns?

PAGRX currently has the higher Sharpe Ratio (1.19 vs 0.94), 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.