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PRVBX vs. OAKBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRVBX and OAKBX is -0.02. 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

PRVBX vs. OAKBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Permanent Portfolio Versatile Bond Portfolio (PRVBX) and Oakmark Equity and Income Fund (OAKBX). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
153.06%
390.64%
PRVBX
OAKBX

Key characteristics

Sharpe Ratio

PRVBX:

2.56

OAKBX:

0.42

Sortino Ratio

PRVBX:

3.86

OAKBX:

0.71

Omega Ratio

PRVBX:

1.49

OAKBX:

1.10

Calmar Ratio

PRVBX:

3.78

OAKBX:

0.48

Martin Ratio

PRVBX:

14.55

OAKBX:

1.85

Ulcer Index

PRVBX:

0.35%

OAKBX:

2.85%

Daily Std Dev

PRVBX:

2.06%

OAKBX:

11.45%

Max Drawdown

PRVBX:

-16.91%

OAKBX:

-37.44%

Current Drawdown

PRVBX:

-0.63%

OAKBX:

-3.95%

Returns By Period

In the year-to-date period, PRVBX achieves a 1.11% return, which is significantly higher than OAKBX's 0.01% return. Over the past 10 years, PRVBX has outperformed OAKBX with an annualized return of 3.63%, while OAKBX has yielded a comparatively lower 2.47% annualized return.


PRVBX

YTD

1.11%

1M

0.50%

6M

0.85%

1Y

5.21%

5Y*

4.73%

10Y*

3.63%

OAKBX

YTD

0.01%

1M

7.81%

6M

-2.74%

1Y

4.84%

5Y*

9.21%

10Y*

2.47%

*Annualized

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PRVBX vs. OAKBX - Expense Ratio Comparison

PRVBX has a 0.64% expense ratio, which is lower than OAKBX's 0.83% expense ratio.


Risk-Adjusted Performance

PRVBX vs. OAKBX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRVBX
The Risk-Adjusted Performance Rank of PRVBX is 9595
Overall Rank
The Sharpe Ratio Rank of PRVBX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of PRVBX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of PRVBX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of PRVBX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PRVBX is 9696
Martin Ratio Rank

OAKBX
The Risk-Adjusted Performance Rank of OAKBX is 5252
Overall Rank
The Sharpe Ratio Rank of OAKBX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of OAKBX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of OAKBX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of OAKBX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of OAKBX is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRVBX vs. OAKBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Versatile Bond Portfolio (PRVBX) and Oakmark Equity and Income Fund (OAKBX). 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.


The current PRVBX Sharpe Ratio is 2.56, which is higher than the OAKBX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of PRVBX and OAKBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
2.56
0.42
PRVBX
OAKBX

Dividends

PRVBX vs. OAKBX - Dividend Comparison

PRVBX's dividend yield for the trailing twelve months is around 3.57%, more than OAKBX's 2.12% yield.


TTM20242023202220212020201920182017201620152014
PRVBX
Permanent Portfolio Versatile Bond Portfolio
3.57%3.61%3.16%1.83%0.85%4.72%2.51%1.71%3.30%2.96%4.86%3.21%
OAKBX
Oakmark Equity and Income Fund
2.12%2.06%2.28%1.44%0.86%1.14%1.74%1.88%1.35%1.53%1.18%0.85%

Drawdowns

PRVBX vs. OAKBX - Drawdown Comparison

The maximum PRVBX drawdown since its inception was -16.91%, smaller than the maximum OAKBX drawdown of -37.44%. Use the drawdown chart below to compare losses from any high point for PRVBX and OAKBX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.63%
-3.95%
PRVBX
OAKBX

Volatility

PRVBX vs. OAKBX - Volatility Comparison

The current volatility for Permanent Portfolio Versatile Bond Portfolio (PRVBX) is 0.81%, while Oakmark Equity and Income Fund (OAKBX) has a volatility of 6.17%. This indicates that PRVBX experiences smaller price fluctuations and is considered to be less risky than OAKBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%December2025FebruaryMarchAprilMay
0.81%
6.17%
PRVBX
OAKBX