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 Securities Index. It was launched on May 26, 2020.
Performance
PRVBX vs. SGOV - Performance Comparison
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PRVBX vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PRVBX Permanent Portfolio Versatile Bond Portfolio | -0.17% | 5.66% | 5.78% | 6.91% | -5.91% | 2.93% | 10.77% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.88% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Returns By Period
In the year-to-date period, PRVBX achieves a -0.17% return, which is significantly lower than SGOV's 0.88% return.
PRVBX
- 1D
- 0.08%
- 1M
- -1.13%
- YTD
- -0.17%
- 6M
- 0.35%
- 1Y
- 4.06%
- 3Y*
- 5.37%
- 5Y*
- 2.62%
- 10Y*
- 4.67%
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 0.88%
- 6M
- 1.89%
- 1Y
- 4.07%
- 3Y*
- 4.80%
- 5Y*
- 3.41%
- 10Y*
- —
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PRVBX vs. SGOV - Expense Ratio Comparison
PRVBX has a 0.64% expense ratio, which is higher than SGOV's 0.09% expense ratio.
Return for Risk
PRVBX vs. SGOV — Risk / Return Rank
PRVBX
SGOV
PRVBX vs. SGOV - Risk-Adjusted Trends 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.
| PRVBX | SGOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 20.61 | -18.40 |
Sortino ratioReturn per unit of downside risk | 3.21 | 283.87 | -280.66 |
Omega ratioGain probability vs. loss probability | 1.45 | 201.33 | -199.88 |
Calmar ratioReturn relative to maximum drawdown | 2.77 | 411.31 | -408.54 |
Martin ratioReturn relative to average drawdown | 10.85 | 4,618.08 | -4,607.23 |
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
| PRVBX | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 20.61 | -18.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 14.12 | -12.99 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.29 | 12.34 | -11.06 |
Correlation
The correlation between PRVBX and SGOV is 0.01, 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.
Dividends
PRVBX vs. SGOV - Dividend Comparison
PRVBX's dividend yield for the trailing twelve months is around 4.19%, more than SGOV's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRVBX Permanent Portfolio Versatile Bond Portfolio | 4.19% | 4.18% | 3.61% | 3.16% | 1.83% | 0.85% | 4.73% | 2.51% | 1.71% | 3.30% | 3.27% | 5.71% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.95% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 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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Drawdown Indicators
| PRVBX | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.91% | -0.03% | -16.88% |
Max Drawdown (1Y)Largest decline over 1 year | -1.51% | -0.01% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -8.22% | -0.03% | -8.19% |
Max Drawdown (10Y)Largest decline over 10 years | -16.91% | — | — |
Current DrawdownCurrent decline from peak | -1.30% | 0.00% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -0.72% | 0.00% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 0.00% | +0.38% |
Volatility
PRVBX vs. SGOV - Volatility Comparison
Permanent Portfolio Versatile Bond Portfolio (PRVBX) has a higher volatility of 0.73% 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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Volatility by Period
| PRVBX | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 0.06% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 1.21% | 0.13% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.85% | 0.20% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.33% | 0.24% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.38% | 0.24% | +4.14% |