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PAGRX vs. SSSYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAGRX vs. SSSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and State Street Equity 500 Index Fund Class K (SSSYX). The values are adjusted to include any dividend payments, if applicable.

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PAGRX vs. SSSYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAGRX
Permanent Portfolio Aggressive Growth Portfolio
-0.28%36.92%44.52%38.73%-26.06%24.84%37.65%40.34%-12.41%21.19%
SSSYX
State Street Equity 500 Index Fund Class K
-4.34%17.81%24.99%26.27%-18.16%28.51%18.31%31.38%-4.38%21.61%

Returns By Period

In the year-to-date period, PAGRX achieves a -0.28% return, which is significantly higher than SSSYX's -4.34% return. Over the past 10 years, PAGRX has outperformed SSSYX with an annualized return of 19.12%, while SSSYX has yielded a comparatively lower 14.02% annualized return.


PAGRX

1D
3.71%
1M
-5.53%
YTD
-0.28%
6M
4.30%
1Y
43.96%
3Y*
35.66%
5Y*
17.52%
10Y*
19.12%

SSSYX

1D
2.92%
1M
-5.02%
YTD
-4.34%
6M
-2.15%
1Y
17.29%
3Y*
18.28%
5Y*
11.75%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAGRX vs. SSSYX - Expense Ratio Comparison

PAGRX has a 1.21% expense ratio, which is higher than SSSYX's 0.02% expense ratio.


Return for Risk

PAGRX vs. SSSYX — Risk / Return Rank

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

PAGRX
PAGRX Risk / Return Rank: 9191
Overall Rank
PAGRX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PAGRX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PAGRX Omega Ratio Rank: 8686
Omega Ratio Rank
PAGRX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PAGRX Martin Ratio Rank: 9797
Martin Ratio Rank

SSSYX
SSSYX Risk / Return Rank: 5959
Overall Rank
SSSYX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5555
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 7575
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. SSSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.


PAGRXSSSYXDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.97

+0.77

Sortino ratio

Return per unit of downside risk

2.49

1.49

+0.99

Omega ratio

Gain probability vs. loss probability

1.37

1.23

+0.14

Calmar ratio

Return relative to maximum drawdown

3.21

1.52

+1.69

Martin ratio

Return relative to average drawdown

16.28

7.30

+8.98

PAGRX vs. SSSYX - Sharpe Ratio Comparison

The current PAGRX Sharpe Ratio is 1.74, which is higher than the SSSYX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PAGRX and SSSYX, 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


PAGRXSSSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.97

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.70

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.11

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.11

+0.42

Correlation

The correlation between PAGRX and SSSYX is 0.88, 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. SSSYX - Dividend Comparison

PAGRX's dividend yield for the trailing twelve months is around 0.03%, less than SSSYX's 1.51% 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%
SSSYX
State Street Equity 500 Index Fund Class K
1.51%1.44%1.63%1.78%2.16%2.76%1.86%4.44%5.18%5.94%2.07%1.84%

Drawdowns

PAGRX vs. SSSYX - Drawdown Comparison

The maximum PAGRX drawdown since its inception was -55.87%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for PAGRX and SSSYX.


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Drawdown Indicators


PAGRXSSSYXDifference

Max Drawdown

Largest peak-to-trough decline

-55.87%

-91.48%

+35.61%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-12.10%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-36.52%

-24.49%

-12.03%

Max Drawdown (10Y)

Largest decline over 10 years

-38.01%

-91.48%

+53.47%

Current Drawdown

Current decline from peak

-5.77%

-6.22%

+0.45%

Average Drawdown

Average peak-to-trough decline

-10.09%

-4.20%

-5.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.52%

+0.21%

Volatility

PAGRX vs. SSSYX - Volatility Comparison

Permanent Portfolio Aggressive Growth Portfolio (PAGRX) has a higher volatility of 6.77% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 5.34%. This indicates that PAGRX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAGRXSSSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

5.34%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.91%

9.53%

+4.38%

Volatility (1Y)

Calculated over the trailing 1-year period

25.69%

18.29%

+7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.53%

16.89%

+7.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.49%

124.43%

-99.94%