PAGRX vs. DFIEX
Compare and contrast key facts about Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and DFA International Core Equity Portfolio I (DFIEX).
PAGRX is managed by Permanent Portfolio. It was launched on Jan 2, 1990. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
PAGRX vs. DFIEX - Performance Comparison
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PAGRX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PAGRX Permanent Portfolio Aggressive Growth Portfolio | -0.08% | 36.92% | 44.52% | 38.73% | -26.06% | 24.84% | 37.65% | 40.34% | -12.41% | 21.19% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, PAGRX achieves a -0.08% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, PAGRX has outperformed DFIEX with an annualized return of 19.14%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
PAGRX
- 1D
- 0.21%
- 1M
- -4.32%
- YTD
- -0.08%
- 6M
- 3.76%
- 1Y
- 42.37%
- 3Y*
- 35.75%
- 5Y*
- 17.57%
- 10Y*
- 19.14%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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PAGRX vs. DFIEX - Expense Ratio Comparison
PAGRX has a 1.21% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
PAGRX vs. DFIEX — Risk / Return Rank
PAGRX
DFIEX
PAGRX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| PAGRX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 2.05 | -0.32 |
Sortino ratioReturn per unit of downside risk | 2.47 | 2.66 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.41 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.25 | 2.84 | +0.41 |
Martin ratioReturn relative to average drawdown | 16.34 | 11.17 | +5.17 |
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
| PAGRX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 2.05 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.62 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.60 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.35 | +0.18 |
Correlation
The correlation between PAGRX and DFIEX is 0.76, 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
PAGRX vs. DFIEX - Dividend Comparison
PAGRX's dividend yield for the trailing twelve months is around 0.03%, less than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
PAGRX vs. DFIEX - Drawdown Comparison
The maximum PAGRX drawdown since its inception was -55.87%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for PAGRX and DFIEX.
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Drawdown Indicators
| PAGRX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.87% | -62.22% | +6.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -11.01% | +1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -36.52% | -28.66% | -7.86% |
Max Drawdown (10Y)Largest decline over 10 years | -38.01% | -41.04% | +3.03% |
Current DrawdownCurrent decline from peak | -5.57% | -6.42% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -10.09% | -12.26% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.80% | -0.05% |
Volatility
PAGRX vs. DFIEX - Volatility Comparison
Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and DFA International Core Equity Portfolio I (DFIEX) have volatilities of 6.73% and 6.66%, 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.
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Volatility by Period
| PAGRX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 6.66% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.90% | 10.52% | +3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.69% | 15.92% | +9.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.52% | 15.66% | +8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.49% | 16.35% | +8.14% |