PPRMX vs. PRPFX
Compare and contrast key facts about PIMCO Inflation Response Multi-Asset Fund (PPRMX) and Permanent Portfolio Permanent Portfolio (PRPFX).
PPRMX is managed by PIMCO. It was launched on Aug 30, 2011. PRPFX is managed by Permanent Portfolio. It was launched on Nov 30, 1982.
Performance
PPRMX vs. PRPFX - Performance Comparison
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PPRMX vs. PRPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PPRMX PIMCO Inflation Response Multi-Asset Fund | 2.81% | 16.58% | 12.47% | 6.37% | -5.22% | 13.72% | 9.32% | 11.25% | -3.76% | 8.38% |
PRPFX Permanent Portfolio Permanent Portfolio | 2.72% | 28.78% | 19.36% | 11.96% | -5.48% | 10.87% | 18.80% | 19.20% | -7.02% | 11.42% |
Returns By Period
The year-to-date returns for both stocks are quite close, with PPRMX having a 2.81% return and PRPFX slightly lower at 2.72%. Over the past 10 years, PPRMX has underperformed PRPFX with an annualized return of 7.54%, while PRPFX has yielded a comparatively higher 10.84% annualized return.
PPRMX
- 1D
- 0.63%
- 1M
- -2.56%
- YTD
- 2.81%
- 6M
- 5.35%
- 1Y
- 12.93%
- 3Y*
- 12.27%
- 5Y*
- 8.80%
- 10Y*
- 7.54%
PRPFX
- 1D
- -0.31%
- 1M
- -7.34%
- YTD
- 2.72%
- 6M
- 8.96%
- 1Y
- 25.00%
- 3Y*
- 19.97%
- 5Y*
- 12.20%
- 10Y*
- 10.84%
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PPRMX vs. PRPFX - Expense Ratio Comparison
PPRMX has a 0.76% expense ratio, which is lower than PRPFX's 0.81% expense ratio.
Return for Risk
PPRMX vs. PRPFX — Risk / Return Rank
PPRMX
PRPFX
PPRMX vs. PRPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Inflation Response Multi-Asset Fund (PPRMX) and Permanent Portfolio Permanent Portfolio (PRPFX). 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.
| PPRMX | PRPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 1.86 | +0.15 |
Sortino ratioReturn per unit of downside risk | 2.68 | 2.31 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.40 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 3.07 | -0.20 |
Martin ratioReturn relative to average drawdown | 13.10 | 11.17 | +1.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PPRMX | PRPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.86 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | 1.11 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | 1.03 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.80 | -0.14 |
Correlation
The correlation between PPRMX and PRPFX is 0.72, 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
PPRMX vs. PRPFX - Dividend Comparison
PPRMX's dividend yield for the trailing twelve months is around 2.45%, less than PRPFX's 3.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPRMX PIMCO Inflation Response Multi-Asset Fund | 2.45% | 2.52% | 9.77% | 0.00% | 14.01% | 11.20% | 0.76% | 3.11% | 11.35% | 6.36% | 0.45% | 3.01% |
PRPFX Permanent Portfolio Permanent Portfolio | 3.18% | 3.27% | 1.86% | 1.39% | 1.58% | 2.05% | 5.38% | 4.69% | 6.90% | 2.14% | 0.95% | 7.06% |
Drawdowns
PPRMX vs. PRPFX - Drawdown Comparison
The maximum PPRMX drawdown since its inception was -18.70%, smaller than the maximum PRPFX drawdown of -27.16%. Use the drawdown chart below to compare losses from any high point for PPRMX and PRPFX.
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Drawdown Indicators
| PPRMX | PRPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.70% | -27.16% | +8.46% |
Max Drawdown (1Y)Largest decline over 1 year | -4.97% | -8.10% | +3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -14.36% | -15.49% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -18.20% | -20.84% | +2.64% |
Current DrawdownCurrent decline from peak | -2.66% | -8.10% | +5.44% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -3.52% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 2.22% | -1.13% |
Volatility
PPRMX vs. PRPFX - Volatility Comparison
The current volatility for PIMCO Inflation Response Multi-Asset Fund (PPRMX) is 2.29%, while Permanent Portfolio Permanent Portfolio (PRPFX) has a volatility of 3.59%. This indicates that PPRMX experiences smaller price fluctuations and is considered to be less risky than PRPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PPRMX | PRPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.29% | 3.59% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 4.71% | 11.32% | -6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.84% | 13.77% | -6.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.34% | 11.04% | -2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.53% | 10.57% | -3.04% |