IGIB vs. PRVBX
Compare and contrast key facts about iShares Intermediate-Term Corporate Bond ETF (IGIB) and Permanent Portfolio Versatile Bond Portfolio (PRVBX).
IGIB is a passively managed fund by iShares that tracks the performance of the Bloomberg Barclays U.S. Intermediate Credit Index. It was launched on Jan 11, 2007. PRVBX is managed by Permanent Portfolio. It was launched on Sep 27, 1991.
Performance
IGIB vs. PRVBX - Performance Comparison
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IGIB vs. PRVBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
IGIB
PRVBX
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.
| IGIB | PRVBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 2.18 | -0.92 |
Sortino ratioReturn per unit of downside risk | 1.75 | 3.16 | -1.40 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.44 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.67 | -0.59 |
Martin ratioReturn relative to average drawdown | 7.37 | 10.23 | -2.86 |
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
| IGIB | PRVBX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| IGIB | PRVBX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.91% | -1.34% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -2.59% | -0.72% | -1.87% |
Ulcer IndexDepth 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
| IGIB | PRVBX | Difference | |
|---|---|---|---|
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% |