PPFIX vs. BPRLX

Last updated Jun 4, 2026

PPFIX (Princeton Premium Fund) and BPRLX (Beacon Planned Return Strategy Fund) are both Options Trading funds. Over the past 5 years, PPFIX returned 5.62%/yr vs 12.19%/yr for BPRLX. At a 0.32 correlation, their price movements are largely independent. PPFIX charges 1.95%/yr vs 1.19%/yr for BPRLX.

Performance

PPFIX vs. BPRLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Princeton Premium Fund (PPFIX) and Beacon Planned Return Strategy Fund (BPRLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PPFIX achieves a 1.77% return, which is significantly lower than BPRLX's 5.08% return.

PPFIX

• 1D: 0.00%
• 1M: 0.42%
• YTD: 1.77%
• 6M: 1.87%
• 1Y: 6.36%
• 3Y*: 6.03%
• 5Y*: 5.62%
• 10Y*: —

BPRLX

• 1D: 0.00%
• 1M: 1.67%
• YTD: 5.08%
• 6M: 5.70%
• 1Y: 13.20%
• 3Y*: 18.50%
• 5Y*: 12.19%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PPFIX vs. BPRLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PPFIX Princeton Premium Fund	1.77%	7.45%	4.29%	7.54%	1.84%	14.93%	3.32%	8.75%	-5.38%	1.37%
BPRLX Beacon Planned Return Strategy Fund	5.08%	11.18%	31.86%	19.10%	-7.52%	9.62%	9.48%	18.01%	-2.47%	2.13%

Correlation

The correlation between PPFIX and BPRLX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (All Time) Calculated using the full available price history since Oct 16, 2017	0.32

The correlation between PPFIX and BPRLX shifts across timeframes, from 0.16 (3 years) to 0.32 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PPFIX vs. BPRLX — Risk / Return Rank

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

PPFIX

PPFIX Risk / Return Rank: 100
PPFIX Sharpe Ratio Rank: 100
PPFIX Sortino Ratio Rank: 100
PPFIX Omega Ratio Rank: 100
PPFIX Calmar Ratio Rank: 100
PPFIX Martin Ratio Rank: 100

BPRLX

BPRLX Risk / Return Rank: 83
BPRLX Sharpe Ratio Rank: 81
BPRLX Sortino Ratio Rank: 84
BPRLX Omega Ratio Rank: 87
BPRLX Calmar Ratio Rank: 72
BPRLX Martin Ratio Rank: 93

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.

PPFIX vs. BPRLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Princeton Premium Fund (PPFIX) and Beacon Planned Return Strategy Fund (BPRLX). 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.

	PPFIX	BPRLX	Difference
Sharpe ratio: Return per unit of total volatility	7.64	2.65	+4.99
Sortino ratio: Return per unit of downside risk	21.79	4.01	+17.79
Omega ratio: Gain probability vs. loss probability	10.49	1.61	+8.87
Calmar ratio: Return relative to maximum drawdown	25.78	3.29	+22.48
Martin ratio: Return relative to average drawdown	127.88	20.03	+107.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PPFIX vs. BPRLX - Sharpe Ratio Comparison

The current PPFIX Sharpe Ratio is 7.64, which is higher than the BPRLX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of PPFIX and BPRLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PPFIX	BPRLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	7.64	2.65	+4.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.50	0.77	+0.73
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.71	+0.09

Drawdowns

PPFIX vs. BPRLX - Drawdown Comparison

The maximum PPFIX drawdown since its inception was -15.64%, smaller than the maximum BPRLX drawdown of -24.28%. Use the drawdown chart below to compare losses from any high point for PPFIX and BPRLX.

Drawdown Indicators

	PPFIX	BPRLX	Difference
Max Drawdown Largest peak-to-trough decline	-15.64%	-24.28%	+8.64%
Max Drawdown (1Y) Largest decline over 1 year	-0.25%	-4.12%	+3.87%
Max Drawdown (3Y) Largest decline over 3 years	-4.49%	-11.63%	+7.14%
Max Drawdown (5Y) Largest decline over 5 years	-4.49%	-24.28%	+19.79%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.35%	-4.11%	+2.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.05%	0.68%	-0.63%

Volatility

PPFIX vs. BPRLX - Volatility Comparison

The current volatility for Princeton Premium Fund (PPFIX) is 0.17%, while Beacon Planned Return Strategy Fund (BPRLX) has a volatility of 0.69%. This indicates that PPFIX experiences smaller price fluctuations and is considered to be less risky than BPRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PPFIX	BPRLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.17%	0.69%	-0.52%
Volatility (6M) Calculated over the trailing 6-month period	0.54%	4.28%	-3.74%
Volatility (1Y) Calculated over the trailing 1-year period	0.84%	5.14%	-4.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.77%	15.96%	-12.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.12%	15.06%	-7.94%

PPFIX vs. BPRLX - Expense Ratio Comparison

PPFIX has a 1.95% expense ratio, which is higher than BPRLX's 1.19% expense ratio.

Dividends

PPFIX vs. BPRLX - Dividend Comparison

PPFIX's dividend yield for the trailing twelve months is around 5.59%, less than BPRLX's 11.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BPRLX Beacon Planned Return Strategy Fund	11.94%	12.54%	32.86%	5.82%	0.00%	14.20%	5.09%	6.68%	8.70%	0.32%
PPFIX Princeton Premium Fund	5.59%	5.62%	6.24%	6.86%	1.92%	7.16%	0.44%	0.23%	0.93%	2.68%

Frequently Asked Questions

Can I hold both PPFIX and BPRLX in my portfolio?

PPFIX and BPRLX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PPFIX or BPRLX?

BPRLX has higher volatility (0.69%) compared to PPFIX (0.17%). In terms of maximum drawdown, PPFIX dropped -15.64% vs BPRLX's -24.28%.

Which has better risk-adjusted returns?

PPFIX currently has the higher Sharpe Ratio (7.64 vs 2.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.