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IGIB vs. PRVBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGIB vs. PRVBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate-Term Corporate Bond ETF (IGIB) and Permanent Portfolio Versatile Bond Portfolio (PRVBX). The values are adjusted to include any dividend payments, if applicable.

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IGIB vs. PRVBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGIB
iShares Intermediate-Term Corporate Bond ETF
-0.38%9.58%3.49%9.22%-14.00%-1.66%9.64%14.60%-0.71%3.50%
PRVBX
Permanent Portfolio Versatile Bond Portfolio
-0.22%5.66%5.78%6.91%-5.91%2.93%9.88%9.29%2.01%0.69%

Returns By Period

In the year-to-date period, IGIB achieves a -0.38% return, which is significantly lower than PRVBX's -0.22% return. Over the past 10 years, IGIB has underperformed PRVBX with an annualized return of 3.08%, while PRVBX has yielded a comparatively higher 4.66% annualized return.


IGIB

1D
0.07%
1M
-1.57%
YTD
-0.38%
6M
0.43%
1Y
6.04%
3Y*
5.80%
5Y*
1.58%
10Y*
3.08%

PRVBX

1D
-0.05%
1M
-1.10%
YTD
-0.22%
6M
0.02%
1Y
4.01%
3Y*
5.36%
5Y*
2.58%
10Y*
4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGIB vs. PRVBX - Expense Ratio Comparison

IGIB has a 0.06% expense ratio, which is lower than PRVBX's 0.64% expense ratio.


Return for Risk

IGIB vs. PRVBX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGIB
IGIB Risk / Return Rank: 6868
Overall Rank
IGIB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 6868
Sortino Ratio Rank
IGIB Omega Ratio Rank: 6161
Omega Ratio Rank
IGIB Calmar Ratio Rank: 7676
Calmar Ratio Rank
IGIB Martin Ratio Rank: 6969
Martin Ratio Rank

PRVBX
PRVBX Risk / Return Rank: 9292
Overall Rank
PRVBX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PRVBX Sortino Ratio Rank: 9595
Sortino Ratio Rank
PRVBX Omega Ratio Rank: 9292
Omega Ratio Rank
PRVBX Calmar Ratio Rank: 9191
Calmar Ratio Rank
PRVBX Martin Ratio Rank: 9090
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.

IGIB vs. PRVBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate-Term Corporate Bond ETF (IGIB) and Permanent Portfolio Versatile Bond Portfolio (PRVBX). 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.


IGIBPRVBXDifference

Sharpe ratio

Return per unit of total volatility

1.26

2.18

-0.92

Sortino ratio

Return per unit of downside risk

1.75

3.16

-1.40

Omega ratio

Gain probability vs. loss probability

1.23

1.44

-0.21

Calmar ratio

Return relative to maximum drawdown

2.08

2.67

-0.59

Martin ratio

Return relative to average drawdown

7.37

10.23

-2.86

IGIB vs. PRVBX - Sharpe Ratio Comparison

The current IGIB Sharpe Ratio is 1.26, which is lower than the PRVBX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of IGIB and PRVBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGIBPRVBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.18

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

1.12

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

1.07

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.29

-0.59

Correlation

The correlation between IGIB and PRVBX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGIB vs. PRVBX - Dividend Comparison

IGIB's dividend yield for the trailing twelve months is around 4.75%, more than PRVBX's 4.19% yield.


TTM20252024202320222021202020192018201720162015
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.75%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%
PRVBX
Permanent Portfolio Versatile Bond Portfolio
4.19%4.18%3.61%3.16%1.83%0.85%4.73%2.51%1.71%3.30%3.27%5.71%

Drawdowns

IGIB vs. PRVBX - Drawdown Comparison

The maximum IGIB drawdown since its inception was -20.62%, which is greater than PRVBX's maximum drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for IGIB and PRVBX.


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Drawdown Indicators


IGIBPRVBXDifference

Max Drawdown

Largest peak-to-trough decline

-20.62%

-16.91%

-3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-1.51%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

-8.22%

-12.40%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

-16.91%

-3.71%

Current Drawdown

Current decline from peak

-1.91%

-1.34%

-0.57%

Average Drawdown

Average peak-to-trough decline

-2.59%

-0.72%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.39%

+0.46%

Volatility

IGIB vs. PRVBX - Volatility Comparison

iShares Intermediate-Term Corporate Bond ETF (IGIB) has a higher volatility of 2.12% compared to Permanent Portfolio Versatile Bond Portfolio (PRVBX) at 0.73%. This indicates that IGIB's price experiences larger fluctuations and is considered to be riskier than PRVBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIBPRVBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

0.73%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

1.21%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.83%

1.85%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.55%

2.33%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.04%

4.38%

+1.66%