PRPFX vs. TPDAX
Compare and contrast key facts about Permanent Portfolio Permanent Portfolio (PRPFX) and Timothy Plan Defensive Strategies Fund (TPDAX).
PRPFX is managed by Permanent Portfolio. It was launched on Nov 30, 1982. TPDAX is managed by Timothy Plan. It was launched on Nov 3, 2009.
Performance
PRPFX vs. TPDAX - Performance Comparison
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Returns By Period
In the year-to-date period, PRPFX achieves a 4.57% return, which is significantly lower than TPDAX's 9.78% return. Over the past 10 years, PRPFX has outperformed TPDAX with an annualized return of 11.09%, while TPDAX has yielded a comparatively lower 7.38% annualized return.
PRPFX
- 1D
- -0.57%
- 1M
- -3.84%
- YTD
- 4.57%
- 6M
- 10.54%
- 1Y
- 34.82%
- 3Y*
- 20.40%
- 5Y*
- 12.35%
- 10Y*
- 11.09%
TPDAX
- 1D
- -0.11%
- 1M
- -2.05%
- YTD
- 9.78%
- 6M
- 14.59%
- 1Y
- 32.45%
- 3Y*
- 14.33%
- 5Y*
- 9.80%
- 10Y*
- 7.38%
PRPFX vs. TPDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRPFX Permanent Portfolio Permanent Portfolio | 4.57% | 28.78% | 19.36% | 11.96% | -5.48% | 10.87% | 18.80% | 19.20% | -7.02% | 11.42% |
TPDAX Timothy Plan Defensive Strategies Fund | 9.78% | 23.97% | 5.29% | 7.71% | -5.63% | 12.15% | 8.83% | 13.77% | -7.24% | 4.14% |
Correlation
The correlation between PRPFX and TPDAX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
PRPFX vs. TPDAX - Expense Ratio Comparison
PRPFX has a 0.81% expense ratio, which is lower than TPDAX's 1.37% expense ratio.
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Return for Risk
PRPFX vs. TPDAX — Risk / Return Rank
PRPFX
TPDAX
PRPFX vs. TPDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Permanent Portfolio (PRPFX) and Timothy Plan Defensive Strategies Fund (TPDAX). 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 | TPDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 2.17 | -0.27 |
Sortino ratioReturn per unit of downside risk | 2.37 | 2.82 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 3.55 | -0.22 |
Martin ratioReturn relative to average drawdown | 11.60 | 13.15 | -1.55 |
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 | TPDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 2.17 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.12 | 0.97 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.05 | 0.75 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.60 | +0.21 |
Drawdowns
PRPFX vs. TPDAX - Drawdown Comparison
The maximum PRPFX drawdown since its inception was -27.16%, which is greater than TPDAX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for PRPFX and TPDAX.
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Drawdown Indicators
| PRPFX | TPDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.16% | -22.29% | -4.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.10% | -7.58% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -15.49% | -17.58% | +2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -20.84% | -22.29% | +1.45% |
Current DrawdownCurrent decline from peak | -6.45% | -4.56% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -4.94% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.05% | +0.28% |
Volatility
PRPFX vs. TPDAX - Volatility Comparison
Permanent Portfolio Permanent Portfolio (PRPFX) and Timothy Plan Defensive Strategies Fund (TPDAX) have volatilities of 3.95% and 3.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRPFX | TPDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 3.96% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 9.87% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.89% | 12.30% | +1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.05% | 10.13% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.58% | 9.87% | +0.71% |
Dividends
PRPFX vs. TPDAX - Dividend Comparison
PRPFX's dividend yield for the trailing twelve months is around 3.12%, more than TPDAX's 0.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRPFX Permanent Portfolio Permanent Portfolio | 3.12% | 3.27% | 1.86% | 1.39% | 1.58% | 2.05% | 5.38% | 4.69% | 6.90% | 2.14% | 0.95% | 7.06% |
TPDAX Timothy Plan Defensive Strategies Fund | 0.73% | 0.80% | 2.76% | 2.35% | 4.48% | 0.50% | 0.00% | 2.89% | 2.69% | 0.13% | 0.33% | 0.00% |