PAGRX vs. SVOL
Compare and contrast key facts about Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and Simplify Volatility Premium ETF (SVOL).
PAGRX is managed by Permanent Portfolio. It was launched on Jan 2, 1990. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PAGRX or SVOL.
Correlation
The correlation between PAGRX and SVOL is 0.63, 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. SVOL - Performance Comparison
Key characteristics
PAGRX:
1.92
SVOL:
0.53
PAGRX:
2.53
SVOL:
0.80
PAGRX:
1.34
SVOL:
1.14
PAGRX:
1.24
SVOL:
0.70
PAGRX:
11.81
SVOL:
3.76
PAGRX:
3.44%
SVOL:
2.02%
PAGRX:
21.15%
SVOL:
14.27%
PAGRX:
-79.19%
SVOL:
-15.62%
PAGRX:
-6.19%
SVOL:
-2.49%
Returns By Period
In the year-to-date period, PAGRX achieves a 1.35% return, which is significantly lower than SVOL's 1.49% return.
PAGRX
1.35%
-1.09%
12.39%
42.01%
11.76%
4.87%
SVOL
1.49%
-1.14%
0.89%
8.37%
N/A
N/A
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PAGRX vs. SVOL - Expense Ratio Comparison
PAGRX has a 1.21% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
PAGRX vs. SVOL — Risk-Adjusted Performance Rank
PAGRX
SVOL
PAGRX vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and Simplify Volatility Premium ETF (SVOL). 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. SVOL - Dividend Comparison
PAGRX's dividend yield for the trailing twelve months is around 0.22%, less than SVOL's 16.54% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAGRX Permanent Portfolio Aggressive Growth Portfolio | 0.22% | 0.22% | 0.14% | 0.29% | 0.05% | 0.16% | 0.54% | 0.23% | 0.99% | 0.68% | 1.62% | 0.30% |
SVOL Simplify Volatility Premium ETF | 16.54% | 16.79% | 16.37% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PAGRX vs. SVOL - Drawdown Comparison
The maximum PAGRX drawdown since its inception was -79.19%, which is greater than SVOL's maximum drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for PAGRX and SVOL. For additional features, visit the drawdowns tool.
Volatility
PAGRX vs. SVOL - Volatility Comparison
The current volatility for Permanent Portfolio Aggressive Growth Portfolio (PAGRX) is 7.02%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 7.98%. This indicates that PAGRX experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.