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PAGRX vs. PRVBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAGRX vs. PRVBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and Permanent Portfolio Versatile Bond Portfolio (PRVBX). The values are adjusted to include any dividend payments, if applicable.

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PAGRX vs. PRVBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAGRX
Permanent Portfolio Aggressive Growth Portfolio
-3.85%36.92%44.52%38.73%-26.06%24.84%37.65%40.34%-12.41%21.19%
PRVBX
Permanent Portfolio Versatile Bond Portfolio
-0.17%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, PAGRX achieves a -3.85% return, which is significantly lower than PRVBX's -0.17% return. Over the past 10 years, PAGRX has outperformed PRVBX with an annualized return of 18.68%, while PRVBX has yielded a comparatively lower 4.67% annualized return.


PAGRX

1D
-1.68%
1M
-8.33%
YTD
-3.85%
6M
0.87%
1Y
39.42%
3Y*
34.02%
5Y*
17.10%
10Y*
18.68%

PRVBX

1D
0.08%
1M
-1.13%
YTD
-0.17%
6M
0.35%
1Y
4.06%
3Y*
5.37%
5Y*
2.62%
10Y*
4.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAGRX vs. PRVBX - Expense Ratio Comparison

PAGRX has a 1.21% expense ratio, which is higher than PRVBX's 0.64% expense ratio.


Return for Risk

PAGRX vs. PRVBX — Risk / Return Rank

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

PAGRX
PAGRX Risk / Return Rank: 8888
Overall Rank
PAGRX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PAGRX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PAGRX Omega Ratio Rank: 8383
Omega Ratio Rank
PAGRX Calmar Ratio Rank: 9191
Calmar Ratio Rank
PAGRX Martin Ratio Rank: 9595
Martin Ratio Rank

PRVBX
PRVBX Risk / Return Rank: 9393
Overall Rank
PRVBX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PRVBX Sortino Ratio Rank: 9595
Sortino Ratio Rank
PRVBX Omega Ratio Rank: 9393
Omega Ratio Rank
PRVBX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRVBX Martin Ratio Rank: 9292
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.

PAGRX vs. PRVBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Aggressive Growth Portfolio (PAGRX) 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.


PAGRXPRVBXDifference

Sharpe ratio

Return per unit of total volatility

1.55

2.21

-0.67

Sortino ratio

Return per unit of downside risk

2.25

3.21

-0.96

Omega ratio

Gain probability vs. loss probability

1.33

1.45

-0.12

Calmar ratio

Return relative to maximum drawdown

2.59

2.77

-0.17

Martin ratio

Return relative to average drawdown

13.26

10.85

+2.40

PAGRX vs. PRVBX - Sharpe Ratio Comparison

The current PAGRX Sharpe Ratio is 1.55, which is lower than the PRVBX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of PAGRX 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


PAGRXPRVBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

2.21

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

1.13

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

1.07

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.29

-0.76

Correlation

The correlation between PAGRX and PRVBX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PAGRX vs. PRVBX - Dividend Comparison

PAGRX's dividend yield for the trailing twelve months is around 0.03%, less than PRVBX's 4.19% yield.


TTM20252024202320222021202020192018201720162015
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%
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

PAGRX vs. PRVBX - Drawdown Comparison

The maximum PAGRX drawdown since its inception was -55.87%, which is greater than PRVBX's maximum drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for PAGRX and PRVBX.


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Drawdown Indicators


PAGRXPRVBXDifference

Max Drawdown

Largest peak-to-trough decline

-55.87%

-16.91%

-38.96%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-1.51%

-12.29%

Max Drawdown (5Y)

Largest decline over 5 years

-36.52%

-8.22%

-28.30%

Max Drawdown (10Y)

Largest decline over 10 years

-38.01%

-16.91%

-21.10%

Current Drawdown

Current decline from peak

-9.14%

-1.30%

-7.84%

Average Drawdown

Average peak-to-trough decline

-10.09%

-0.72%

-9.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

0.38%

+2.32%

Volatility

PAGRX vs. PRVBX - Volatility Comparison

Permanent Portfolio Aggressive Growth Portfolio (PAGRX) has a higher volatility of 5.49% compared to Permanent Portfolio Versatile Bond Portfolio (PRVBX) at 0.73%. This indicates that PAGRX'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


PAGRXPRVBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

0.73%

+4.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.43%

1.21%

+12.22%

Volatility (1Y)

Calculated over the trailing 1-year period

25.49%

1.85%

+23.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.49%

2.33%

+22.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

4.38%

+20.09%