PRTBX vs. VFINX
Compare and contrast key facts about Permanent Portfolio Short-Term Treasury Portfolio (PRTBX) and Vanguard 500 Index Fund Investor Shares (VFINX).
PRTBX is managed by Permanent Portfolio. It was launched on Sep 21, 1987. VFINX is managed by Vanguard.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRTBX or VFINX.
Key characteristics
| PRTBX | VFINX | |
|---|---|---|
| YTD Return | 3.66% | 23.68% |
| 1Y Return | 5.02% | 37.17% |
| 3Y Return (Ann) | 1.61% | 10.81% |
| 5Y Return (Ann) | 0.92% | 16.23% |
| 10Y Return (Ann) | 0.64% | 13.86% |
| Sharpe Ratio | 7.39 | 2.83 |
| Sortino Ratio | 13.96 | 3.76 |
| Omega Ratio | 3.66 | 1.51 |
| Calmar Ratio | 2.72 | 2.99 |
| Martin Ratio | 88.55 | 18.33 |
| Ulcer Index | 0.06% | 1.93% |
| Daily Std Dev | 0.68% | 12.51% |
| Max Drawdown | -5.12% | -55.25% |
| Current Drawdown | -0.21% | -0.30% |
Correlation
The correlation between PRTBX and VFINX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
PRTBX vs. VFINX - Performance Comparison
In the year-to-date period, PRTBX achieves a 3.66% return, which is significantly lower than VFINX's 23.68% return. Over the past 10 years, PRTBX has underperformed VFINX with an annualized return of 0.64%, while VFINX has yielded a comparatively higher 13.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRTBX vs. VFINX - Expense Ratio Comparison
PRTBX has a 0.65% expense ratio, which is higher than VFINX's 0.14% expense ratio.
Risk-Adjusted Performance
PRTBX vs. VFINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Short-Term Treasury Portfolio (PRTBX) and Vanguard 500 Index Fund Investor Shares (VFINX). 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
PRTBX vs. VFINX - Dividend Comparison
PRTBX's dividend yield for the trailing twelve months is around 1.73%, more than VFINX's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRTBX Permanent Portfolio Short-Term Treasury Portfolio | 1.73% | 1.79% | 0.00% | 0.00% | 0.21% | 1.65% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFINX Vanguard 500 Index Fund Investor Shares | 1.17% | 1.36% | 1.57% | 1.15% | 1.84% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% | 1.74% | 1.73% |
Drawdowns
PRTBX vs. VFINX - Drawdown Comparison
The maximum PRTBX drawdown since its inception was -5.12%, smaller than the maximum VFINX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PRTBX and VFINX. For additional features, visit the drawdowns tool.
Volatility
PRTBX vs. VFINX - Volatility Comparison
The current volatility for Permanent Portfolio Short-Term Treasury Portfolio (PRTBX) is 0.27%, while Vanguard 500 Index Fund Investor Shares (VFINX) has a volatility of 3.00%. This indicates that PRTBX experiences smaller price fluctuations and is considered to be less risky than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.