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PRVBX vs. TNSHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRVBX vs. TNSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Permanent Portfolio Versatile Bond Portfolio (PRVBX) and TIAA-CREF Short-Term Bond Index Fund (TNSHX). The values are adjusted to include any dividend payments, if applicable.

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PRVBX vs. TNSHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRVBX
Permanent Portfolio Versatile Bond Portfolio
-0.17%5.66%5.78%6.91%-5.91%2.93%9.88%9.29%2.01%0.69%
TNSHX
TIAA-CREF Short-Term Bond Index Fund
-0.07%5.31%4.03%4.05%-3.96%-0.57%3.26%4.05%1.31%0.70%

Returns By Period

In the year-to-date period, PRVBX achieves a -0.17% return, which is significantly lower than TNSHX's -0.07% return. Over the past 10 years, PRVBX has outperformed TNSHX with an annualized return of 4.67%, while TNSHX has yielded a comparatively lower 1.78% annualized 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%

TNSHX

1D
0.21%
1M
-0.82%
YTD
-0.07%
6M
1.06%
1Y
3.56%
3Y*
3.89%
5Y*
1.72%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRVBX vs. TNSHX - Expense Ratio Comparison

PRVBX has a 0.64% expense ratio, which is higher than TNSHX's 0.09% expense ratio.


Return for Risk

PRVBX vs. TNSHX — Risk / Return Rank

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

PRVBX
PRVBX Risk / Return Rank: 9393
Overall Rank
PRVBX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PRVBX Sortino Ratio Rank: 9595
Sortino Ratio Rank
PRVBX Omega Ratio Rank: 9393
Omega Ratio Rank
PRVBX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRVBX Martin Ratio Rank: 9292
Martin Ratio Rank

TNSHX
TNSHX Risk / Return Rank: 9595
Overall Rank
TNSHX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TNSHX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TNSHX Omega Ratio Rank: 9494
Omega Ratio Rank
TNSHX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TNSHX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRVBX vs. TNSHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Versatile Bond Portfolio (PRVBX) and TIAA-CREF Short-Term Bond Index Fund (TNSHX). 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.


PRVBXTNSHXDifference

Sharpe ratio

Return per unit of total volatility

2.21

2.00

+0.21

Sortino ratio

Return per unit of downside risk

3.21

3.63

-0.42

Omega ratio

Gain probability vs. loss probability

1.45

1.50

-0.05

Calmar ratio

Return relative to maximum drawdown

2.77

3.67

-0.91

Martin ratio

Return relative to average drawdown

10.85

13.41

-2.56

PRVBX vs. TNSHX - Sharpe Ratio Comparison

The current PRVBX Sharpe Ratio is 2.21, which is comparable to the TNSHX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of PRVBX and TNSHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRVBXTNSHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

2.00

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

0.78

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.99

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

1.03

+0.26

Correlation

The correlation between PRVBX and TNSHX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRVBX vs. TNSHX - Dividend Comparison

PRVBX's dividend yield for the trailing twelve months is around 4.19%, more than TNSHX's 3.82% yield.


TTM20252024202320222021202020192018201720162015
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%
TNSHX
TIAA-CREF Short-Term Bond Index Fund
3.82%4.22%3.94%2.68%1.00%1.03%1.81%2.45%1.80%1.31%0.98%0.00%

Drawdowns

PRVBX vs. TNSHX - Drawdown Comparison

The maximum PRVBX drawdown since its inception was -16.91%, which is greater than TNSHX's maximum drawdown of -5.99%. Use the drawdown chart below to compare losses from any high point for PRVBX and TNSHX.


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Drawdown Indicators


PRVBXTNSHXDifference

Max Drawdown

Largest peak-to-trough decline

-16.91%

-5.99%

-10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-1.51%

-1.13%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-8.22%

-5.99%

-2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-16.91%

-5.99%

-10.92%

Current Drawdown

Current decline from peak

-1.30%

-0.82%

-0.48%

Average Drawdown

Average peak-to-trough decline

-0.72%

-0.90%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.31%

+0.07%

Volatility

PRVBX vs. TNSHX - Volatility Comparison

Permanent Portfolio Versatile Bond Portfolio (PRVBX) has a higher volatility of 0.73% compared to TIAA-CREF Short-Term Bond Index Fund (TNSHX) at 0.55%. This indicates that PRVBX's price experiences larger fluctuations and is considered to be riskier than TNSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRVBXTNSHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.55%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.21%

1.23%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

1.85%

1.99%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.33%

2.22%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.38%

1.80%

+2.58%