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 Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRPFX or SCHG.
Performance
PRPFX vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, PRPFX achieves a 24.01% return, which is significantly lower than SCHG's 32.77% return. Over the past 10 years, PRPFX has underperformed SCHG with an annualized return of 7.96%, while SCHG has yielded a comparatively higher 16.44% annualized return.
PRPFX
24.01%
1.58%
14.57%
29.31%
12.25%
7.96%
SCHG
32.77%
2.85%
15.79%
38.25%
20.42%
16.44%
Key characteristics
| PRPFX | SCHG | |
|---|---|---|
| Sharpe Ratio | 3.19 | 2.29 |
| Sortino Ratio | 4.39 | 2.97 |
| Omega Ratio | 1.59 | 1.42 |
| Calmar Ratio | 6.69 | 3.14 |
| Martin Ratio | 23.01 | 12.46 |
| Ulcer Index | 1.26% | 3.12% |
| Daily Std Dev | 9.11% | 16.99% |
| Max Drawdown | -27.16% | -34.59% |
| Current Drawdown | 0.00% | -1.33% |
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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.
Correlation
The correlation between PRPFX and SCHG is 0.62, 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.
Risk-Adjusted Performance
PRPFX vs. SCHG - Risk-Adjusted Performance 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.
Dividends
PRPFX vs. SCHG - Dividend Comparison
PRPFX's dividend yield for the trailing twelve months is around 0.52%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRPFX Permanent Portfolio Permanent Portfolio | 0.52% | 0.65% | 0.31% | 0.36% | 0.93% | 0.97% | 0.88% | 0.82% | 0.82% | 1.19% | 0.68% | 0.58% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
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. For additional features, visit the drawdowns tool.
Volatility
PRPFX vs. SCHG - Volatility Comparison
The current volatility for Permanent Portfolio Permanent Portfolio (PRPFX) is 2.38%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.50%. 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.