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PRPFX vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRPFX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Permanent Portfolio Permanent Portfolio (PRPFX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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PRPFX vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

PRPFX
PRPFX Risk / Return Rank: 9191
Overall Rank
PRPFX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PRPFX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PRPFX Omega Ratio Rank: 9090
Omega Ratio Rank
PRPFX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PRPFX Martin Ratio Rank: 9292
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4646
Overall Rank
SCHG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 5050
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4949
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCHG Martin Ratio Rank: 4141
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.

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.


PRPFXSCHGDifference

Sharpe ratio

Return per unit of total volatility

1.86

0.75

+1.11

Sortino ratio

Return per unit of downside risk

2.31

1.23

+1.08

Omega ratio

Gain probability vs. loss probability

1.40

1.17

+0.23

Calmar ratio

Return relative to maximum drawdown

3.07

1.03

+2.04

Martin ratio

Return relative to average drawdown

11.17

3.54

+7.63

PRPFX vs. SCHG - Sharpe Ratio Comparison

The current PRPFX Sharpe Ratio is 1.86, which is higher than the SCHG Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of PRPFX and SCHG, 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


PRPFXSCHGDifference

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.


TTM20252024202320222021202020192018201720162015
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


PRPFXSCHGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.10%

-13.34%

+5.24%

Average Drawdown

Average peak-to-trough decline

-3.52%

-5.22%

+1.70%

Ulcer Index

Depth 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


PRPFXSCHGDifference

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%