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MDHVX vs. PRVBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDHVX vs. PRVBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay MacKay Short Duration High Yield Fund (MDHVX) and Permanent Portfolio Versatile Bond Portfolio (PRVBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDHVX achieves a 1.85% return, which is significantly higher than PRVBX's 1.23% return. Over the past 10 years, MDHVX has outperformed PRVBX with an annualized return of 4.60%, while PRVBX has yielded a comparatively lower 4.31% annualized return.


MDHVX

1D
0.00%
1M
0.38%
YTD
1.85%
6M
2.07%
1Y
4.89%
3Y*
6.41%
5Y*
4.27%
10Y*
4.60%

PRVBX

1D
0.12%
1M
0.58%
YTD
1.23%
6M
1.36%
1Y
4.89%
3Y*
5.80%
5Y*
2.68%
10Y*
4.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDHVX vs. PRVBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDHVX
MainStay MacKay Short Duration High Yield Fund
1.85%5.38%6.51%9.86%-2.81%4.38%2.92%9.00%-0.13%4.30%
PRVBX
Permanent Portfolio Versatile Bond Portfolio
1.23%5.66%5.78%6.91%-5.91%2.93%9.88%9.29%2.01%0.69%

Correlation

The correlation between MDHVX and PRVBX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2012

0.33

The correlation between MDHVX and PRVBX shifts across timeframes, from 0.33 (all time) to 0.50 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

MDHVX vs. PRVBX — Risk / Return Rank

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

MDHVX
MDHVX Risk / Return Rank: 9393
Overall Rank
MDHVX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MDHVX Sortino Ratio Rank: 9191
Sortino Ratio Rank
MDHVX Omega Ratio Rank: 9494
Omega Ratio Rank
MDHVX Calmar Ratio Rank: 9393
Calmar Ratio Rank
MDHVX Martin Ratio Rank: 9797
Martin Ratio Rank

PRVBX
PRVBX Risk / Return Rank: 8484
Overall Rank
PRVBX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PRVBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PRVBX Omega Ratio Rank: 8888
Omega Ratio Rank
PRVBX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PRVBX Martin Ratio Rank: 7171
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.

MDHVX vs. PRVBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay MacKay Short Duration High Yield Fund (MDHVX) 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.

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.


MDHVXPRVBXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.72

1.57

+0.14

Calmar ratioReturn relative to maximum drawdown

4.79

3.30

+1.49

Martin ratioReturn relative to average drawdown

23.69

12.76

+10.93

MDHVX vs. PRVBX - Sharpe Ratio Comparison

The current MDHVX Sharpe Ratio is 2.79, which is comparable to the PRVBX Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of MDHVX and PRVBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MDHVX vs. PRVBX - Drawdown Comparison

The maximum MDHVX drawdown since its inception was -18.04%, which is greater than PRVBX's maximum drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for MDHVX and PRVBX.


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Drawdown Indicators


MDHVXPRVBXDifference

Max Drawdown

Largest peak-to-trough decline

-18.04%

-16.91%

-1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-1.06%

-1.51%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-2.65%

-1.51%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-6.26%

-8.22%

+1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-18.04%

-16.91%

-1.13%

Current Drawdown

Current decline from peak

0.00%

-0.09%

+0.09%

Average Drawdown

Average peak-to-trough decline

-0.77%

-0.72%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.39%

-0.18%

Volatility

MDHVX vs. PRVBX - Volatility Comparison

The current volatility for MainStay MacKay Short Duration High Yield Fund (MDHVX) is 0.44%, while Permanent Portfolio Versatile Bond Portfolio (PRVBX) has a volatility of 0.65%. This indicates that MDHVX experiences smaller price fluctuations and is considered to be less risky 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


MDHVXPRVBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

0.65%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.43%

1.43%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

1.82%

1.78%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.58%

2.36%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

4.35%

-0.93%

MDHVX vs. PRVBX - Expense Ratio Comparison

MDHVX has a 1.10% expense ratio, which is higher than PRVBX's 0.64% expense ratio.


Dividends

MDHVX vs. PRVBX - Dividend Comparison

MDHVX's dividend yield for the trailing twelve months is around 5.33%, more than PRVBX's 4.13% yield.


PositionTTM20252024202320222021202020192018201720162015
MDHVX
MainStay MacKay Short Duration High Yield Fund
5.33%5.47%6.01%5.53%4.31%3.80%4.44%4.37%4.33%4.03%4.95%4.87%
PRVBX
Permanent Portfolio Versatile Bond Portfolio
4.13%4.18%3.61%3.16%1.83%0.85%4.73%2.51%1.71%3.30%3.27%5.71%

Frequently Asked Questions


MDHVX and PRVBX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRVBX has higher volatility (0.65%) compared to MDHVX (0.44%). In terms of maximum drawdown, MDHVX dropped -18.04% vs PRVBX's -16.91%.

PRVBX currently has the higher Sharpe Ratio (2.79 vs 2.79), 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.

Portfolio Optimizer

Find the right allocation for MDHVX and PRVBX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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