R1GB.L vs. PRPFX
R1GB.L (iShares Russell 1000 Growth UCITS ETF USD Acc) and PRPFX (Permanent Portfolio Class I) are both funds - R1GB.L is a Large Cap Growth Equities fund tracking the Russell 1000 Growth UCITS 30/18 Capped Net Tax 15% Index, while PRPFX is a Diversified Portfolio fund actively managed by Permanent Portfolio. R1GB.L is passively managed, while PRPFX is actively managed. Over the past year, R1GB.L returned 14.21% vs 16.15% for PRPFX. At a 0.32 correlation, their price movements are largely independent. R1GB.L charges 0.18%/yr vs 0.81%/yr for PRPFX.
Performance
R1GB.L vs. PRPFX - Performance Comparison
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Different Trading Currencies
R1GB.L is traded in GBP, while PRPFX is traded in USD. To make them comparable, the PRPFX values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, R1GB.L achieves a 3.86% return, which is significantly higher than PRPFX's 3.16% return.
R1GB.L
- 1D
- 0.00%
- 1M
- -0.72%
- 6M
- 5.47%
- YTD
- 3.86%
- 1Y
- 14.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PRPFX
- 1D
- 0.50%
- 1M
- -2.28%
- 6M
- -1.94%
- YTD
- 3.16%
- 1Y
- 16.15%
- 3Y*
- 17.52%
- 5Y*
- 11.80%
- 10Y*
- 9.93%
R1GB.L vs. PRPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
R1GB.L iShares Russell 1000 Growth UCITS ETF USD Acc | 3.86% | 9.47% | -13.92% |
PRPFX Permanent Portfolio Class I | 3.16% | 19.60% | 9.11% |
Correlation
The correlation between R1GB.L and PRPFX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2024 | 0.32 |
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Return for Risk
R1GB.L vs. PRPFX — Risk / Return Rank
R1GB.L
PRPFX
R1GB.L vs. PRPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) and Permanent Portfolio Class I (PRPFX). 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.
| R1GB.L | PRPFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.26 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.95 | -1.04 |
| Martin ratioReturn relative to average drawdown | 2.43 | 4.69 | -2.26 |
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Drawdowns
R1GB.L vs. PRPFX - Drawdown Comparison
The maximum R1GB.L drawdown since its inception was -33.43%, which is greater than PRPFX's maximum drawdown of -14.55%. Use the drawdown chart below to compare losses from any high point for R1GB.L and PRPFX.
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Drawdown Indicators
| R1GB.L | PRPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -14.55% | -18.88% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -8.14% | -7.61% |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.47% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.35% | — |
Current DrawdownCurrent decline from peak | -3.81% | -7.52% | +3.71% |
Average DrawdownAverage peak-to-trough decline | -14.72% | -3.43% | -11.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.85% | 3.37% | +2.48% |
Volatility
R1GB.L vs. PRPFX - Volatility Comparison
iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) has a higher volatility of 6.06% compared to Permanent Portfolio Class I (PRPFX) at 2.55%. This indicates that R1GB.L's price experiences larger fluctuations and is considered to be riskier than PRPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| R1GB.L | PRPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 2.55% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.85% | 10.11% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 11.96% | +4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.42% | 10.21% | +14.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.42% | 10.82% | +13.60% |
R1GB.L vs. PRPFX - Expense Ratio Comparison
R1GB.L has a 0.18% expense ratio, which is lower than PRPFX's 0.81% expense ratio.
Dividends
R1GB.L vs. PRPFX - Dividend Comparison
R1GB.L has not paid dividends to shareholders, while PRPFX's dividend yield for the trailing twelve months is around 3.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRPFX Permanent Portfolio Class I | 3.19% | 3.27% | 1.86% | 1.39% | 1.58% | 2.05% | 5.38% | 4.69% | 6.90% | 2.14% | 0.95% | 7.06% |
R1GB.L iShares Russell 1000 Growth UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
R1GB.L and PRPFX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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