PRPFX vs. TIBIX
Compare and contrast key facts about Permanent Portfolio Permanent Portfolio (PRPFX) and Thornburg Investment Income Builder Fund Class I (TIBIX).
PRPFX is managed by Permanent Portfolio. It was launched on Nov 30, 1982. TIBIX is an actively managed fund by Thornburg. It was launched on Dec 24, 2002.
Performance
PRPFX vs. TIBIX - Performance Comparison
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PRPFX vs. TIBIX - 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% |
TIBIX Thornburg Investment Income Builder Fund Class I | 8.00% | 37.01% | 13.48% | 18.28% | -7.69% | 20.36% | -0.40% | 18.01% | -4.31% | 15.23% |
Returns By Period
In the year-to-date period, PRPFX achieves a 2.72% return, which is significantly lower than TIBIX's 8.00% return. Over the past 10 years, PRPFX has underperformed TIBIX with an annualized return of 10.84%, while TIBIX has yielded a comparatively higher 11.99% 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%
TIBIX
- 1D
- 0.34%
- 1M
- -4.84%
- YTD
- 8.00%
- 6M
- 15.48%
- 1Y
- 36.10%
- 3Y*
- 23.52%
- 5Y*
- 15.26%
- 10Y*
- 11.99%
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PRPFX vs. TIBIX - Expense Ratio Comparison
PRPFX has a 0.81% expense ratio, which is lower than TIBIX's 0.93% expense ratio.
Return for Risk
PRPFX vs. TIBIX — Risk / Return Rank
PRPFX
TIBIX
PRPFX vs. TIBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Permanent Portfolio (PRPFX) and Thornburg Investment Income Builder Fund Class I (TIBIX). 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 | TIBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 3.35 | -1.49 |
Sortino ratioReturn per unit of downside risk | 2.31 | 4.27 | -1.96 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.74 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 3.07 | 4.14 | -1.07 |
Martin ratioReturn relative to average drawdown | 11.17 | 20.50 | -9.33 |
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 | TIBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 3.35 | -1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 1.38 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.89 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.74 | +0.06 |
Correlation
The correlation between PRPFX and TIBIX is 0.65, 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. TIBIX - Dividend Comparison
PRPFX's dividend yield for the trailing twelve months is around 3.18%, less than TIBIX's 5.49% 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% |
TIBIX Thornburg Investment Income Builder Fund Class I | 5.49% | 5.83% | 5.67% | 4.89% | 5.89% | 5.33% | 4.31% | 4.46% | 4.77% | 4.52% | 4.14% | 4.66% |
Drawdowns
PRPFX vs. TIBIX - Drawdown Comparison
The maximum PRPFX drawdown since its inception was -27.16%, smaller than the maximum TIBIX drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for PRPFX and TIBIX.
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Drawdown Indicators
| PRPFX | TIBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.16% | -48.88% | +21.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.10% | -8.58% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -15.49% | -20.79% | +5.30% |
Max Drawdown (10Y)Largest decline over 10 years | -20.84% | -34.85% | +14.01% |
Current DrawdownCurrent decline from peak | -8.10% | -5.07% | -3.03% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -6.00% | +2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 1.73% | +0.49% |
Volatility
PRPFX vs. TIBIX - Volatility Comparison
Permanent Portfolio Permanent Portfolio (PRPFX) has a higher volatility of 3.59% compared to Thornburg Investment Income Builder Fund Class I (TIBIX) at 3.22%. This indicates that PRPFX's price experiences larger fluctuations and is considered to be riskier than TIBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRPFX | TIBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 3.22% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 6.38% | +4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 10.73% | +3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.04% | 11.09% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.57% | 13.47% | -2.90% |