PAGRX vs. IWDA.L
Compare and contrast key facts about Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L).
PAGRX is managed by Permanent Portfolio. It was launched on Jan 2, 1990. IWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PAGRX or IWDA.L.
Key characteristics
| PAGRX | IWDA.L | |
|---|---|---|
| YTD Return | 27.08% | 15.69% |
| 1Y Return | 43.37% | 25.44% |
| 3Y Return (Ann) | 9.38% | 7.22% |
| 5Y Return (Ann) | 19.69% | 12.32% |
| 10Y Return (Ann) | 11.66% | 9.61% |
| Sharpe Ratio | 2.05 | 2.02 |
| Daily Std Dev | 20.50% | 12.17% |
| Max Drawdown | -55.87% | -34.11% |
| Current Drawdown | -0.98% | -0.65% |
Correlation
The correlation between PAGRX and IWDA.L 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.
Performance
PAGRX vs. IWDA.L - Performance Comparison
In the year-to-date period, PAGRX achieves a 27.08% return, which is significantly higher than IWDA.L's 15.69% return. Over the past 10 years, PAGRX has outperformed IWDA.L with an annualized return of 11.66%, while IWDA.L has yielded a comparatively lower 9.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PAGRX vs. IWDA.L - Expense Ratio Comparison
PAGRX has a 1.21% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.
Risk-Adjusted Performance
PAGRX vs. IWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). 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.
Dividends
PAGRX vs. IWDA.L - Dividend Comparison
PAGRX's dividend yield for the trailing twelve months is around 2.14%, while IWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAGRX Permanent Portfolio Aggressive Growth Portfolio | 2.14% | 2.72% | 7.79% | 6.82% | 15.08% | 9.02% | 12.33% | 8.70% | 16.94% | 6.31% | 0.30% | 2.54% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PAGRX vs. IWDA.L - Drawdown Comparison
The maximum PAGRX drawdown since its inception was -55.87%, which is greater than IWDA.L's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for PAGRX and IWDA.L. For additional features, visit the drawdowns tool.
Volatility
PAGRX vs. IWDA.L - Volatility Comparison
Permanent Portfolio Aggressive Growth Portfolio (PAGRX) has a higher volatility of 7.68% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.72%. This indicates that PAGRX's price experiences larger fluctuations and is considered to be riskier than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.