PAGRX vs. SWPPX
Compare and contrast key facts about Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and Schwab S&P 500 Index Fund (SWPPX).
PAGRX is managed by Permanent Portfolio. It was launched on Jan 2, 1990. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PAGRX or SWPPX.
Performance
PAGRX vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, PAGRX achieves a 43.04% return, which is significantly higher than SWPPX's 24.51% return. Over the past 10 years, PAGRX has underperformed SWPPX with an annualized return of 4.36%, while SWPPX has yielded a comparatively higher 13.10% annualized return.
PAGRX
43.04%
2.61%
20.07%
50.99%
12.26%
4.36%
SWPPX
24.51%
0.57%
11.39%
31.99%
15.29%
13.10%
Key characteristics
| PAGRX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 2.52 | 2.61 |
| Sortino Ratio | 3.28 | 3.49 |
| Omega Ratio | 1.44 | 1.49 |
| Calmar Ratio | 1.38 | 3.80 |
| Martin Ratio | 18.16 | 17.12 |
| Ulcer Index | 2.84% | 1.88% |
| Daily Std Dev | 20.46% | 12.31% |
| Max Drawdown | -79.19% | -55.06% |
| Current Drawdown | -1.75% | -2.15% |
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PAGRX vs. SWPPX - Expense Ratio Comparison
PAGRX has a 1.21% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Correlation
The correlation between PAGRX and SWPPX is 0.90, 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.
Risk-Adjusted Performance
PAGRX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
PAGRX's dividend yield for the trailing twelve months is around 0.10%, less than SWPPX's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAGRX Permanent Portfolio Aggressive Growth Portfolio | 0.10% | 0.14% | 0.29% | 0.05% | 0.16% | 0.54% | 0.23% | 0.99% | 0.68% | 1.62% | 0.30% | 0.49% |
SWPPX Schwab S&P 500 Index Fund | 1.15% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
PAGRX vs. SWPPX - Drawdown Comparison
The maximum PAGRX drawdown since its inception was -79.19%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for PAGRX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
PAGRX vs. SWPPX - Volatility Comparison
Permanent Portfolio Aggressive Growth Portfolio (PAGRX) has a higher volatility of 5.72% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.05%. This indicates that PAGRX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.