PRPFX vs. SCHG
Compare and contrast key facts about Permanent Portfolio Permanent Portfolio (PRPFX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
PRPFX is managed by Permanent Portfolio. It was launched on Nov 30, 1982. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
PRPFX vs. SCHG - Performance Comparison
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PRPFX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHG Schwab U.S. Large-Cap Growth ETF | -10.59% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, PRPFX achieves a 2.72% return, which is significantly higher than SCHG's -10.59% return. Over the past 10 years, PRPFX has underperformed SCHG with an annualized return of 10.84%, while SCHG has yielded a comparatively higher 16.83% annualized return.
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%
SCHG
- 1D
- 3.67%
- 1M
- -5.12%
- YTD
- -10.59%
- 6M
- -8.51%
- 1Y
- 16.81%
- 3Y*
- 21.91%
- 5Y*
- 12.55%
- 10Y*
- 16.83%
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PRPFX vs. SCHG - Expense Ratio Comparison
PRPFX has a 0.81% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
PRPFX vs. SCHG — Risk / Return Rank
PRPFX
SCHG
PRPFX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Permanent Portfolio (PRPFX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| PRPFX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 0.75 | +1.11 |
Sortino ratioReturn per unit of downside risk | 2.31 | 1.23 | +1.08 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.17 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.07 | 1.03 | +2.04 |
Martin ratioReturn relative to average drawdown | 11.17 | 3.54 | +7.63 |
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
| PRPFX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 0.75 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 0.57 | +0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.79 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.79 | +0.01 |
Correlation
The correlation between PRPFX and SCHG is 0.61, 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
PRPFX vs. SCHG - Dividend Comparison
PRPFX's dividend yield for the trailing twelve months is around 3.18%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
PRPFX vs. SCHG - Drawdown Comparison
The maximum PRPFX drawdown since its inception was -27.16%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for PRPFX and SCHG.
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Drawdown Indicators
| PRPFX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.16% | -34.59% | +7.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.10% | -16.41% | +8.31% |
Max Drawdown (5Y)Largest decline over 5 years | -15.49% | -34.59% | +19.10% |
Max Drawdown (10Y)Largest decline over 10 years | -20.84% | -34.59% | +13.75% |
Current DrawdownCurrent decline from peak | -8.10% | -13.34% | +5.24% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -5.22% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 4.78% | -2.56% |
Volatility
PRPFX vs. SCHG - Volatility Comparison
The current volatility for Permanent Portfolio Permanent Portfolio (PRPFX) is 3.59%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.67%. This indicates that PRPFX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRPFX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 6.67% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 12.51% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 22.43% | -8.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.04% | 22.32% | -11.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.57% | 21.51% | -10.94% |