FTZIX vs. PAGRX
Compare and contrast key facts about Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Permanent Portfolio Aggressive Growth Portfolio (PAGRX).
FTZIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. PAGRX is managed by Permanent Portfolio. It was launched on Jan 2, 1990.
Performance
FTZIX vs. PAGRX - Performance Comparison
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FTZIX vs. PAGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund | 4.19% | 22.63% | 25.31% | 27.18% | -21.31% | 25.25% | 19.60% | 33.70% |
PAGRX Permanent Portfolio Aggressive Growth Portfolio | -0.28% | 36.92% | 44.52% | 38.73% | -26.06% | 24.84% | 37.65% | 40.34% |
Returns By Period
In the year-to-date period, FTZIX achieves a 4.19% return, which is significantly higher than PAGRX's -0.28% return.
FTZIX
- 1D
- 2.95%
- 1M
- -5.28%
- YTD
- 4.19%
- 6M
- 12.90%
- 1Y
- 31.27%
- 3Y*
- 23.47%
- 5Y*
- 12.00%
- 10Y*
- —
PAGRX
- 1D
- 3.71%
- 1M
- -5.53%
- YTD
- -0.28%
- 6M
- 4.30%
- 1Y
- 43.96%
- 3Y*
- 35.66%
- 5Y*
- 17.52%
- 10Y*
- 19.12%
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FTZIX vs. PAGRX - Expense Ratio Comparison
FTZIX has a 1.12% expense ratio, which is lower than PAGRX's 1.21% expense ratio.
Return for Risk
FTZIX vs. PAGRX — Risk / Return Rank
FTZIX
PAGRX
FTZIX vs. PAGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Permanent Portfolio Aggressive Growth Portfolio (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.
| FTZIX | PAGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 1.74 | -0.19 |
Sortino ratioReturn per unit of downside risk | 2.23 | 2.49 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 3.21 | -0.58 |
Martin ratioReturn relative to average drawdown | 11.36 | 16.28 | -4.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTZIX | PAGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.74 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.72 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.53 | +0.26 |
Correlation
The correlation between FTZIX and PAGRX is 0.83, 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.
Dividends
FTZIX vs. PAGRX - Dividend Comparison
FTZIX's dividend yield for the trailing twelve months is around 0.05%, more than PAGRX's 0.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund | 0.05% | 0.05% | 0.11% | 0.19% | 0.00% | 0.00% | 0.26% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% |
PAGRX Permanent Portfolio Aggressive Growth Portfolio | 0.03% | 0.03% | 5.62% | 2.72% | 7.79% | 6.82% | 15.08% | 17.51% | 12.33% | 8.70% | 16.94% | 6.31% |
Drawdowns
FTZIX vs. PAGRX - Drawdown Comparison
The maximum FTZIX drawdown since its inception was -37.22%, smaller than the maximum PAGRX drawdown of -55.87%. Use the drawdown chart below to compare losses from any high point for FTZIX and PAGRX.
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Drawdown Indicators
| FTZIX | PAGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -55.87% | +18.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -13.80% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -36.52% | +6.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.01% | — |
Current DrawdownCurrent decline from peak | -6.34% | -5.77% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -10.09% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.73% | +0.12% |
Volatility
FTZIX vs. PAGRX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) is 6.39%, while Permanent Portfolio Aggressive Growth Portfolio (PAGRX) has a volatility of 6.77%. This indicates that FTZIX experiences smaller price fluctuations and is considered to be less risky than PAGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTZIX | PAGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.39% | 6.77% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.92% | 13.91% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.26% | 25.69% | -5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.35% | 24.53% | -5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.39% | 24.49% | -2.10% |