Correlation
The correlation between PRVBX and SGOV is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
PRVBX vs. SGOV
Compare and contrast key facts about Permanent Portfolio Versatile Bond Portfolio (PRVBX) and iShares 0-3 Month Treasury Bond ETF (SGOV).
PRVBX is managed by Permanent Portfolio. It was launched on Sep 27, 1991. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Bill Index. It was launched on May 26, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRVBX or SGOV.
Performance
PRVBX vs. SGOV - Performance Comparison
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Key characteristics
PRVBX:
2.38
SGOV:
21.65
PRVBX:
3.97
SGOV:
480.39
PRVBX:
1.52
SGOV:
481.39
PRVBX:
3.91
SGOV:
491.92
PRVBX:
13.97
SGOV:
7,808.94
PRVBX:
0.38%
SGOV:
0.00%
PRVBX:
2.03%
SGOV:
0.22%
PRVBX:
-16.91%
SGOV:
-0.03%
PRVBX:
-0.51%
SGOV:
0.00%
Returns By Period
In the year-to-date period, PRVBX achieves a 1.24% return, which is significantly lower than SGOV's 1.78% return.
PRVBX
1.24%
-0.40%
0.86%
4.80%
3.91%
3.94%
3.75%
SGOV
1.78%
0.34%
2.16%
4.81%
4.55%
2.75%
N/A
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PRVBX vs. SGOV - Expense Ratio Comparison
PRVBX has a 0.64% expense ratio, which is higher than SGOV's 0.03% expense ratio.
Risk-Adjusted Performance
PRVBX vs. SGOV — Risk-Adjusted Performance Rank
PRVBX
SGOV
PRVBX vs. SGOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Versatile Bond Portfolio (PRVBX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
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Dividends
PRVBX vs. SGOV - Dividend Comparison
PRVBX's dividend yield for the trailing twelve months is around 3.57%, less than SGOV's 5.07% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRVBX Permanent Portfolio Versatile Bond Portfolio | 3.57% | 3.61% | 3.16% | 1.83% | 0.85% | 4.72% | 2.51% | 1.71% | 3.30% | 3.27% | 5.71% | 4.37% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.07% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRVBX vs. SGOV - Drawdown Comparison
The maximum PRVBX drawdown since its inception was -16.91%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for PRVBX and SGOV.
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Volatility
PRVBX vs. SGOV - Volatility Comparison
Permanent Portfolio Versatile Bond Portfolio (PRVBX) has a higher volatility of 0.70% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that PRVBX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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