PRPDX vs. QBDSX
PRPDX (Permanent Portfolio Fund Class A) and QBDSX (Quantified Managed Income Fund) are both Diversified Portfolio funds. Over the past 5 years, PRPDX returned 10.57%/yr vs 0.70%/yr for QBDSX. Their 0.40 correlation means their historical movements had little consistent relationship. PRPDX charges 1.06%/yr vs 1.31%/yr for QBDSX.
Performance
PRPDX vs. QBDSX - Performance Comparison
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Returns By Period
In the year-to-date period, PRPDX achieves a 1.71% return, which is significantly higher than QBDSX's -0.25% return.
PRPDX
- 1D
- -0.24%
- 1M
- -0.42%
- 6M
- -2.22%
- YTD
- 1.71%
- 1Y
- 15.28%
- 3Y*
- 17.46%
- 5Y*
- 10.57%
- 10Y*
- —
- ALL TIME*
- 10.65%
QBDSX
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- -1.00%
- YTD
- -0.25%
- 1Y
- 0.15%
- 3Y*
- 2.28%
- 5Y*
- 0.70%
- 10Y*
- 0.56%
- ALL TIME*
- 0.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRPDX vs. QBDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRPDX Permanent Portfolio Fund Class A | 1.71% | 28.45% | 19.06% | 11.69% | -5.71% | 10.58% | 18.51% | 18.92% | -6.45% | 10.35% |
QBDSX Quantified Managed Income Fund | -0.25% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Correlation
The correlation between PRPDX and QBDSX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.40 |
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Return for Risk
PRPDX vs. QBDSX — Risk / Return Rank
PRPDX
QBDSX
PRPDX vs. QBDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Fund Class A (PRPDX) and Quantified Managed Income Fund (QBDSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRPDX | QBDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.00 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | -0.03 | +1.57 |
| Martin ratioReturn relative to average drawdown | 3.41 | -0.07 | +3.48 |
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Drawdowns
PRPDX vs. QBDSX - Drawdown Comparison
The maximum PRPDX drawdown since its inception was -20.87%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for PRPDX and QBDSX.
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Drawdown Indicators
| PRPDX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.87% | -18.38% | -2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -3.09% | -6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -9.82% | -3.76% | -6.06% |
Max Drawdown (5Y)Largest decline over 5 years | -15.67% | -7.40% | -8.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.38% | — |
Current DrawdownCurrent decline from peak | -9.00% | -8.29% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -6.86% | +3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 1.43% | +3.00% |
Volatility
PRPDX vs. QBDSX - Volatility Comparison
Permanent Portfolio Fund Class A (PRPDX) has a higher volatility of 2.42% compared to Quantified Managed Income Fund (QBDSX) at 0.75%. This indicates that PRPDX's price experiences larger fluctuations and is considered to be riskier than QBDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRPDX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 0.75% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 2.38% | +8.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.07% | 3.52% | +9.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.11% | 4.31% | +6.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.79% | 5.24% | +5.55% |
PRPDX vs. QBDSX - Expense Ratio Comparison
PRPDX has a 1.06% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Dividends
PRPDX vs. QBDSX - Dividend Comparison
PRPDX's dividend yield for the trailing twelve months is around 3.04%, less than QBDSX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRPDX Permanent Portfolio Fund Class A | 3.04% | 3.10% | 1.61% | 1.20% | 1.30% | 1.86% | 5.26% | 4.49% | 7.57% | 1.97% | 0.00% | 0.00% |
QBDSX Quantified Managed Income Fund | 4.49% | 4.47% | 3.98% | 4.51% | 0.54% | 0.71% | 0.87% | 2.26% | 2.04% | 2.51% | 1.00% | 3.89% |
Frequently Asked Questions
PRPDX and QBDSX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRPDX has higher volatility (2.42%) compared to QBDSX (0.75%). In terms of maximum drawdown, PRPDX dropped -20.87% vs QBDSX's -18.38%.
PRPDX currently has the higher Sharpe Ratio (1.16 vs -0.03), 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.
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