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RISN vs. PRPFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RISN vs. PRPFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Tactical Balanced ESG ETF (RISN) and Permanent Portfolio Permanent Portfolio (PRPFX). The values are adjusted to include any dividend payments, if applicable.

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RISN vs. PRPFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RISN
Inspire Tactical Balanced ESG ETF
-0.95%10.83%7.61%10.29%-18.06%22.47%7.73%
PRPFX
Permanent Portfolio Permanent Portfolio
2.72%28.78%19.36%11.96%-5.48%10.87%13.70%

Returns By Period

In the year-to-date period, RISN achieves a -0.95% return, which is significantly lower than PRPFX's 2.72% return.


RISN

1D
1.83%
1M
-5.01%
YTD
-0.95%
6M
-3.30%
1Y
12.26%
3Y*
9.71%
5Y*
4.29%
10Y*

PRPFX

1D
-0.31%
1M
-7.34%
YTD
2.72%
6M
8.96%
1Y
25.00%
3Y*
19.97%
5Y*
12.20%
10Y*
10.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RISN vs. PRPFX - Expense Ratio Comparison

RISN has a 0.82% expense ratio, which is higher than PRPFX's 0.81% expense ratio.


Return for Risk

RISN vs. PRPFX — Risk / Return Rank

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

RISN
RISN Risk / Return Rank: 4848
Overall Rank
RISN Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
RISN Sortino Ratio Rank: 4646
Sortino Ratio Rank
RISN Omega Ratio Rank: 4040
Omega Ratio Rank
RISN Calmar Ratio Rank: 5353
Calmar Ratio Rank
RISN Martin Ratio Rank: 5555
Martin Ratio Rank

PRPFX
PRPFX Risk / Return Rank: 9191
Overall Rank
PRPFX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PRPFX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PRPFX Omega Ratio Rank: 9090
Omega Ratio Rank
PRPFX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PRPFX Martin Ratio Rank: 9292
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.

RISN vs. PRPFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Tactical Balanced ESG ETF (RISN) and Permanent Portfolio Permanent Portfolio (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.


RISNPRPFXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.86

-1.04

Sortino ratio

Return per unit of downside risk

1.24

2.31

-1.07

Omega ratio

Gain probability vs. loss probability

1.16

1.40

-0.24

Calmar ratio

Return relative to maximum drawdown

1.35

3.07

-1.71

Martin ratio

Return relative to average drawdown

5.35

11.17

-5.82

RISN vs. PRPFX - Sharpe Ratio Comparison

The current RISN Sharpe Ratio is 0.82, which is lower than the PRPFX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of RISN and PRPFX, 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


RISNPRPFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.86

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

1.11

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.80

-0.25

Correlation

The correlation between RISN and PRPFX is 0.58, 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

RISN vs. PRPFX - Dividend Comparison

RISN's dividend yield for the trailing twelve months is around 1.11%, less than PRPFX's 3.18% yield.


TTM20252024202320222021202020192018201720162015
RISN
Inspire Tactical Balanced ESG ETF
1.11%0.98%1.39%2.05%1.27%9.74%4.71%0.00%0.00%0.00%0.00%0.00%
PRPFX
Permanent Portfolio Permanent Portfolio
3.18%3.27%1.86%1.39%1.58%2.05%5.38%4.69%6.90%2.14%0.95%7.06%

Drawdowns

RISN vs. PRPFX - Drawdown Comparison

The maximum RISN drawdown since its inception was -21.88%, smaller than the maximum PRPFX drawdown of -27.16%. Use the drawdown chart below to compare losses from any high point for RISN and PRPFX.


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Drawdown Indicators


RISNPRPFXDifference

Max Drawdown

Largest peak-to-trough decline

-21.88%

-27.16%

+5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-8.10%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-15.49%

-6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-20.84%

Current Drawdown

Current decline from peak

-5.73%

-8.10%

+2.37%

Average Drawdown

Average peak-to-trough decline

-7.67%

-3.52%

-4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.22%

+0.13%

Volatility

RISN vs. PRPFX - Volatility Comparison

Inspire Tactical Balanced ESG ETF (RISN) has a higher volatility of 4.23% compared to Permanent Portfolio Permanent Portfolio (PRPFX) at 3.59%. This indicates that RISN'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


RISNPRPFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

3.59%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

11.32%

-2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

13.77%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.14%

11.04%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.31%

10.57%

+0.74%