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PRVBX vs. MDHVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRVBX vs. MDHVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Permanent Portfolio Versatile Bond Portfolio (PRVBX) and MainStay MacKay Short Duration High Yield Fund (MDHVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRVBX achieves a 1.22% return, which is significantly lower than MDHVX's 1.89% return. Both investments have delivered pretty close results over the past 10 years, with PRVBX having a 4.22% annualized return and MDHVX not far ahead at 4.39%.


PRVBX

1D
0.03%
1M
-0.02%
6M
0.54%
YTD
1.22%
1Y
3.28%
3Y*
5.31%
5Y*
2.53%
10Y*
4.22%
ALL TIME*
3.67%

MDHVX

1D
0.11%
1M
-0.21%
6M
1.56%
YTD
1.89%
1Y
3.89%
3Y*
6.03%
5Y*
4.24%
10Y*
4.39%
ALL TIME*
4.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PRVBX vs. MDHVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRVBX
Permanent Portfolio Versatile Bond Portfolio
1.22%5.66%5.78%6.91%-5.91%2.93%9.88%9.29%2.01%0.69%
MDHVX
MainStay MacKay Short Duration High Yield Fund
1.89%5.38%6.51%9.86%-2.81%4.38%2.92%9.00%-0.13%4.30%

Correlation

The correlation between PRVBX and MDHVX is 0.47, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.47

Correlation (3Y)
Balances recent behavior with more history.

0.50

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (10Y)
Provides a long-term view across more market conditions.

0.36

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2012

0.33

The correlation between PRVBX and MDHVX shifts across timeframes, from 0.33 (all time) to 0.50 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PRVBX vs. MDHVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PRVBX
PRVBX Risk / Return Rank: 7878
Overall Rank
PRVBX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PRVBX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PRVBX Omega Ratio Rank: 8080
Omega Ratio Rank
PRVBX Calmar Ratio Rank: 7373
Calmar Ratio Rank
PRVBX Martin Ratio Rank: 7474
Martin Ratio Rank

MDHVX
MDHVX Risk / Return Rank: 8989
Overall Rank
MDHVX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MDHVX Sortino Ratio Rank: 8484
Sortino Ratio Rank
MDHVX Omega Ratio Rank: 9191
Omega Ratio Rank
MDHVX Calmar Ratio Rank: 9191
Calmar Ratio Rank
MDHVX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PRVBX vs. MDHVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Versatile Bond Portfolio (PRVBX) and MainStay MacKay Short Duration High Yield Fund (MDHVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRVBXMDHVXDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.37

1.51

-0.14

Calmar ratioReturn relative to maximum drawdown

2.36

3.53

-1.17

Martin ratioReturn relative to average drawdown

8.97

16.88

-7.91

PRVBX vs. MDHVX - Sharpe Ratio Comparison

The current PRVBX Sharpe Ratio is 1.94, which is comparable to the MDHVX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of PRVBX and MDHVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRVBX vs. MDHVX - Drawdown Comparison

The maximum PRVBX drawdown since its inception was -16.91%, smaller than the maximum MDHVX drawdown of -18.04%. Use the drawdown chart below to compare losses from any high point for PRVBX and MDHVX.


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Drawdown Indicators


PRVBXMDHVXDifference

Max Drawdown

Largest peak-to-trough decline

-16.91%

-18.04%

+1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-1.51%

-1.06%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-1.51%

-2.65%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-8.22%

-6.26%

-1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-16.91%

-18.04%

+1.13%

Current Drawdown

Current decline from peak

-0.23%

-0.32%

+0.09%

Average Drawdown

Average peak-to-trough decline

-0.72%

-0.77%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.22%

+0.18%

Volatility

PRVBX vs. MDHVX - Volatility Comparison

Permanent Portfolio Versatile Bond Portfolio (PRVBX) and MainStay MacKay Short Duration High Yield Fund (MDHVX) have volatilities of 0.48% and 0.46%, 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


PRVBXMDHVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

0.46%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

1.33%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

1.84%

1.80%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.37%

2.59%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.35%

3.41%

+0.94%

PRVBX vs. MDHVX - Expense Ratio Comparison

PRVBX has a 0.64% expense ratio, which is lower than MDHVX's 1.10% expense ratio.


Dividends

PRVBX vs. MDHVX - Dividend Comparison

PRVBX's dividend yield for the trailing twelve months is around 4.13%, less than MDHVX's 4.80% yield.


PositionTTM20252024202320222021202020192018201720162015
MDHVX
MainStay MacKay Short Duration High Yield Fund
4.80%5.47%6.01%5.53%4.31%3.80%4.44%4.37%4.33%4.03%4.95%4.87%
PRVBX
Permanent Portfolio Versatile Bond Portfolio
4.13%4.18%3.61%3.16%1.83%0.85%4.73%2.51%1.71%3.30%3.27%5.71%

Frequently Asked Questions


PRVBX and MDHVX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRVBX has higher volatility (0.48%) compared to MDHVX (0.46%). In terms of maximum drawdown, PRVBX dropped -16.91% vs MDHVX's -18.04%.

MDHVX currently has the higher Sharpe Ratio (2.07 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PRVBX and MDHVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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