RPXIX vs. PBT
Compare and contrast key facts about RiverPark Large Growth Fund (RPXIX) and Permian Basin Royalty Trust (PBT).
RPXIX is managed by RiverPark Funds. It was launched on Sep 30, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RPXIX or PBT.
Key characteristics
| RPXIX | PBT | |
|---|---|---|
| YTD Return | 22.91% | -13.48% |
| 1Y Return | 39.88% | -23.72% |
| 3Y Return (Ann) | -7.15% | 16.80% |
| 5Y Return (Ann) | 5.77% | 30.74% |
| 10Y Return (Ann) | 4.91% | 5.63% |
| Sharpe Ratio | 2.52 | -0.63 |
| Sortino Ratio | 3.30 | -0.72 |
| Omega Ratio | 1.45 | 0.92 |
| Calmar Ratio | 0.90 | -0.47 |
| Martin Ratio | 15.17 | -0.88 |
| Ulcer Index | 2.58% | 31.56% |
| Daily Std Dev | 15.53% | 43.76% |
| Max Drawdown | -59.98% | -83.08% |
| Current Drawdown | -21.16% | -54.48% |
Correlation
The correlation between RPXIX and PBT is 0.22, 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.
Performance
RPXIX vs. PBT - Performance Comparison
In the year-to-date period, RPXIX achieves a 22.91% return, which is significantly higher than PBT's -13.48% return. Over the past 10 years, RPXIX has underperformed PBT with an annualized return of 4.91%, while PBT has yielded a comparatively higher 5.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RPXIX vs. PBT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RiverPark Large Growth Fund (RPXIX) and Permian Basin Royalty Trust (PBT). 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.
Dividends
RPXIX vs. PBT - Dividend Comparison
RPXIX has not paid dividends to shareholders, while PBT's dividend yield for the trailing twelve months is around 6.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPXIX RiverPark Large Growth Fund | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.66% | 0.15% | 0.26% | 0.20% |
PBT Permian Basin Royalty Trust | 6.60% | 4.30% | 4.56% | 2.28% | 7.10% | 10.83% | 11.20% | 7.09% | 5.40% | 6.82% | 10.73% | 6.75% |
Drawdowns
RPXIX vs. PBT - Drawdown Comparison
The maximum RPXIX drawdown since its inception was -59.98%, smaller than the maximum PBT drawdown of -83.08%. Use the drawdown chart below to compare losses from any high point for RPXIX and PBT. For additional features, visit the drawdowns tool.
Volatility
RPXIX vs. PBT - Volatility Comparison
The current volatility for RiverPark Large Growth Fund (RPXIX) is 4.15%, while Permian Basin Royalty Trust (PBT) has a volatility of 13.16%. This indicates that RPXIX experiences smaller price fluctuations and is considered to be less risky than PBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.