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PAGRX vs. YFSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAGRX vs. YFSIX - Performance Comparison

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

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PAGRX vs. YFSIX - 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%18.69%
YFSIX
AMG Yacktman Global Fund
8.16%14.91%-0.34%16.64%-9.15%13.13%18.46%24.40%2.18%20.95%

Returns By Period

In the year-to-date period, PAGRX achieves a -3.85% return, which is significantly lower than YFSIX's 8.16% 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%

YFSIX

1D
-1.07%
1M
-10.67%
YTD
8.16%
6M
0.34%
1Y
22.29%
3Y*
11.70%
5Y*
6.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAGRX vs. YFSIX - Expense Ratio Comparison

PAGRX has a 1.21% expense ratio, which is higher than YFSIX's 0.95% expense ratio.


Return for Risk

PAGRX vs. YFSIX — 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

YFSIX
YFSIX Risk / Return Rank: 5151
Overall Rank
YFSIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
YFSIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
YFSIX Omega Ratio Rank: 6868
Omega Ratio Rank
YFSIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
YFSIX Martin Ratio Rank: 4343
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. YFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Aggressive Growth Portfolio (PAGRX) and AMG Yacktman Global Fund (YFSIX). 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.


PAGRXYFSIXDifference

Sharpe ratio

Return per unit of total volatility

1.55

0.99

+0.56

Sortino ratio

Return per unit of downside risk

2.25

1.16

+1.08

Omega ratio

Gain probability vs. loss probability

1.33

1.26

+0.08

Calmar ratio

Return relative to maximum drawdown

2.59

1.36

+1.23

Martin ratio

Return relative to average drawdown

13.26

4.42

+8.84

PAGRX vs. YFSIX - Sharpe Ratio Comparison

The current PAGRX Sharpe Ratio is 1.55, which is higher than the YFSIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of PAGRX and YFSIX, 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


PAGRXYFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

0.99

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.45

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.71

-0.19

Correlation

The correlation between PAGRX and YFSIX is 0.67, 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.


Dividends

PAGRX vs. YFSIX - Dividend Comparison

PAGRX's dividend yield for the trailing twelve months is around 0.03%, while YFSIX has not paid dividends to shareholders.


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%
YFSIX
AMG Yacktman Global Fund
0.00%0.00%8.68%8.02%4.32%8.18%4.76%6.59%0.71%2.63%0.00%0.00%

Drawdowns

PAGRX vs. YFSIX - Drawdown Comparison

The maximum PAGRX drawdown since its inception was -55.87%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for PAGRX and YFSIX.


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Drawdown Indicators


PAGRXYFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.87%

-35.10%

-20.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-14.20%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-36.52%

-25.14%

-11.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.01%

Current Drawdown

Current decline from peak

-9.14%

-11.03%

+1.89%

Average Drawdown

Average peak-to-trough decline

-10.09%

-4.93%

-5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

4.38%

-1.68%

Volatility

PAGRX vs. YFSIX - Volatility Comparison

The current volatility for Permanent Portfolio Aggressive Growth Portfolio (PAGRX) is 5.49%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.23%. This indicates that PAGRX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAGRXYFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

9.23%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

13.43%

19.89%

-6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

25.49%

21.29%

+4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.49%

15.11%

+9.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

16.20%

+8.27%