PAGRX vs. VFINX
Compare and contrast key facts about Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and Vanguard 500 Index Fund Investor Shares (VFINX).
PAGRX is managed by Permanent Portfolio. It was launched on Jan 2, 1990. VFINX is managed by Vanguard.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PAGRX or VFINX.
Performance
PAGRX vs. VFINX - Performance Comparison
Returns By Period
In the year-to-date period, PAGRX achieves a 43.04% return, which is significantly higher than VFINX's 24.40% return. Over the past 10 years, PAGRX has underperformed VFINX with an annualized return of 4.36%, while VFINX has yielded a comparatively higher 13.06% annualized return.
PAGRX
43.04%
2.61%
20.07%
50.99%
12.26%
4.36%
VFINX
24.40%
0.57%
11.34%
31.85%
15.29%
13.06%
Key characteristics
| PAGRX | VFINX | |
|---|---|---|
| Sharpe Ratio | 2.52 | 2.62 |
| Sortino Ratio | 3.28 | 3.50 |
| Omega Ratio | 1.44 | 1.49 |
| Calmar Ratio | 1.38 | 3.79 |
| Martin Ratio | 18.16 | 17.09 |
| Ulcer Index | 2.84% | 1.88% |
| Daily Std Dev | 20.46% | 12.25% |
| Max Drawdown | -79.19% | -55.25% |
| Current Drawdown | -1.75% | -2.14% |
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PAGRX vs. VFINX - Expense Ratio Comparison
PAGRX has a 1.21% expense ratio, which is higher than VFINX's 0.14% expense ratio.
Correlation
The correlation between PAGRX and VFINX is 0.89, 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. VFINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and Vanguard 500 Index Fund Investor Shares (VFINX). 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. VFINX - Dividend Comparison
PAGRX's dividend yield for the trailing twelve months is around 0.10%, less than VFINX's 1.16% 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% |
VFINX Vanguard 500 Index Fund Investor Shares | 1.16% | 1.36% | 1.57% | 1.15% | 1.84% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% | 1.74% | 1.73% |
Drawdowns
PAGRX vs. VFINX - Drawdown Comparison
The maximum PAGRX drawdown since its inception was -79.19%, which is greater than VFINX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PAGRX and VFINX. For additional features, visit the drawdowns tool.
Volatility
PAGRX vs. VFINX - Volatility Comparison
Permanent Portfolio Aggressive Growth Portfolio (PAGRX) has a higher volatility of 5.72% compared to Vanguard 500 Index Fund Investor Shares (VFINX) at 4.05%. This indicates that PAGRX's price experiences larger fluctuations and is considered to be riskier than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.