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PLBBX vs. PLBEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLBBX vs. PLBEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Plumb Balanced Fund (PLBBX) and Plumb Equity Fund (PLBEX). The values are adjusted to include any dividend payments, if applicable.

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PLBBX vs. PLBEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLBBX
Plumb Balanced Fund
-4.10%10.54%13.48%25.13%-22.24%4.02%21.66%23.22%-1.76%23.23%
PLBEX
Plumb Equity Fund
-12.08%10.58%18.01%42.77%-32.91%3.44%32.39%33.00%-2.43%39.86%

Returns By Period

In the year-to-date period, PLBBX achieves a -4.10% return, which is significantly higher than PLBEX's -12.08% return. Over the past 10 years, PLBBX has underperformed PLBEX with an annualized return of 8.95%, while PLBEX has yielded a comparatively higher 11.51% annualized return.


PLBBX

1D
-0.59%
1M
-5.98%
YTD
-4.10%
6M
-3.38%
1Y
10.13%
3Y*
11.88%
5Y*
4.49%
10Y*
8.95%

PLBEX

1D
-1.03%
1M
-9.03%
YTD
-12.08%
6M
-11.53%
1Y
6.02%
3Y*
12.60%
5Y*
3.40%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLBBX vs. PLBEX - Expense Ratio Comparison

Both PLBBX and PLBEX have an expense ratio of 1.19%.


Return for Risk

PLBBX vs. PLBEX — Risk / Return Rank

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

PLBBX
PLBBX Risk / Return Rank: 3333
Overall Rank
PLBBX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PLBBX Sortino Ratio Rank: 3030
Sortino Ratio Rank
PLBBX Omega Ratio Rank: 2828
Omega Ratio Rank
PLBBX Calmar Ratio Rank: 4040
Calmar Ratio Rank
PLBBX Martin Ratio Rank: 3636
Martin Ratio Rank

PLBEX
PLBEX Risk / Return Rank: 1111
Overall Rank
PLBEX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
PLBEX Sortino Ratio Rank: 1212
Sortino Ratio Rank
PLBEX Omega Ratio Rank: 1111
Omega Ratio Rank
PLBEX Calmar Ratio Rank: 1010
Calmar Ratio Rank
PLBEX Martin Ratio Rank: 1111
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.

PLBBX vs. PLBEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Plumb Balanced Fund (PLBBX) and Plumb Equity Fund (PLBEX). 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.


PLBBXPLBEXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.30

+0.45

Sortino ratio

Return per unit of downside risk

1.11

0.57

+0.54

Omega ratio

Gain probability vs. loss probability

1.15

1.08

+0.08

Calmar ratio

Return relative to maximum drawdown

1.07

0.23

+0.83

Martin ratio

Return relative to average drawdown

3.88

0.80

+3.08

PLBBX vs. PLBEX - Sharpe Ratio Comparison

The current PLBBX Sharpe Ratio is 0.75, which is higher than the PLBEX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of PLBBX and PLBEX, 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


PLBBXPLBEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.30

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.15

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.50

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.32

+0.07

Correlation

The correlation between PLBBX and PLBEX is 0.99, 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

PLBBX vs. PLBEX - Dividend Comparison

PLBBX's dividend yield for the trailing twelve months is around 9.79%, more than PLBEX's 5.64% yield.


TTM20252024202320222021202020192018201720162015
PLBBX
Plumb Balanced Fund
9.79%9.39%6.63%0.94%7.75%8.15%0.40%2.47%1.70%0.64%0.52%0.71%
PLBEX
Plumb Equity Fund
5.64%4.96%0.58%0.00%11.55%25.39%9.27%4.24%14.87%12.93%1.07%12.02%

Drawdowns

PLBBX vs. PLBEX - Drawdown Comparison

The maximum PLBBX drawdown since its inception was -43.26%, smaller than the maximum PLBEX drawdown of -52.48%. Use the drawdown chart below to compare losses from any high point for PLBBX and PLBEX.


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Drawdown Indicators


PLBBXPLBEXDifference

Max Drawdown

Largest peak-to-trough decline

-43.26%

-52.48%

+9.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

-16.06%

+7.88%

Max Drawdown (5Y)

Largest decline over 5 years

-30.70%

-43.69%

+12.99%

Max Drawdown (10Y)

Largest decline over 10 years

-30.70%

-43.69%

+12.99%

Current Drawdown

Current decline from peak

-7.04%

-16.06%

+9.02%

Average Drawdown

Average peak-to-trough decline

-8.30%

-11.98%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

4.64%

-2.40%

Volatility

PLBBX vs. PLBEX - Volatility Comparison

The current volatility for Plumb Balanced Fund (PLBBX) is 4.42%, while Plumb Equity Fund (PLBEX) has a volatility of 6.20%. This indicates that PLBBX experiences smaller price fluctuations and is considered to be less risky than PLBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLBBXPLBEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

6.20%

-1.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.73%

13.18%

-4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13.90%

21.20%

-7.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

22.98%

-7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.22%

23.09%

-7.87%