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TUA vs. PRVBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TUA vs. PRVBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Short Term Treasury Futures Strategy ETF (TUA) and Permanent Portfolio Versatile Bond Portfolio (PRVBX). The values are adjusted to include any dividend payments, if applicable.

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TUA vs. PRVBX - Yearly Performance Comparison


2026 (YTD)2025202420232022
TUA
Simplify Short Term Treasury Futures Strategy ETF
-3.21%7.27%-3.59%-2.04%-0.81%
PRVBX
Permanent Portfolio Versatile Bond Portfolio
-0.17%5.66%5.78%6.91%0.08%

Returns By Period

In the year-to-date period, TUA achieves a -3.21% return, which is significantly lower than PRVBX's -0.17% return.


TUA

1D
0.24%
1M
-4.04%
YTD
-3.21%
6M
-2.23%
1Y
-0.42%
3Y*
-1.82%
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TUA vs. PRVBX - Expense Ratio Comparison

TUA has a 0.16% expense ratio, which is lower than PRVBX's 0.64% expense ratio.


Return for Risk

TUA vs. PRVBX — Risk / Return Rank

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

TUA
TUA Risk / Return Rank: 1111
Overall Rank
TUA Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TUA Sortino Ratio Rank: 99
Sortino Ratio Rank
TUA Omega Ratio Rank: 99
Omega Ratio Rank
TUA Calmar Ratio Rank: 1212
Calmar Ratio Rank
TUA Martin Ratio Rank: 1212
Martin Ratio Rank

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
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.

TUA vs. PRVBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Short Term Treasury Futures Strategy ETF (TUA) and Permanent Portfolio Versatile Bond Portfolio (PRVBX). 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.


TUAPRVBXDifference

Sharpe ratio

Return per unit of total volatility

-0.05

2.21

-2.27

Sortino ratio

Return per unit of downside risk

-0.02

3.21

-3.23

Omega ratio

Gain probability vs. loss probability

1.00

1.45

-0.45

Calmar ratio

Return relative to maximum drawdown

-0.02

2.77

-2.79

Martin ratio

Return relative to average drawdown

-0.07

10.85

-10.92

TUA vs. PRVBX - Sharpe Ratio Comparison

The current TUA Sharpe Ratio is -0.05, which is lower than the PRVBX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TUA and PRVBX, 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


TUAPRVBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

2.21

-2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

1.29

-1.36

Correlation

The correlation between TUA and PRVBX is 0.62, 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

TUA vs. PRVBX - Dividend Comparison

TUA's dividend yield for the trailing twelve months is around 3.74%, less than PRVBX's 4.19% yield.


TTM20252024202320222021202020192018201720162015
TUA
Simplify Short Term Treasury Futures Strategy ETF
3.74%3.84%5.19%4.83%0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

TUA vs. PRVBX - Drawdown Comparison

The maximum TUA drawdown since its inception was -15.85%, smaller than the maximum PRVBX drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for TUA and PRVBX.


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Drawdown Indicators


TUAPRVBXDifference

Max Drawdown

Largest peak-to-trough decline

-15.85%

-16.91%

+1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.04%

-1.51%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-8.22%

Max Drawdown (10Y)

Largest decline over 10 years

-16.91%

Current Drawdown

Current decline from peak

-8.00%

-1.30%

-6.70%

Average Drawdown

Average peak-to-trough decline

-8.35%

-0.72%

-7.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

0.38%

+1.72%

Volatility

TUA vs. PRVBX - Volatility Comparison

Simplify Short Term Treasury Futures Strategy ETF (TUA) has a higher volatility of 3.08% compared to Permanent Portfolio Versatile Bond Portfolio (PRVBX) at 0.73%. This indicates that TUA's price experiences larger fluctuations and is considered to be riskier than PRVBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUAPRVBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

0.73%

+2.35%

Volatility (6M)

Calculated over the trailing 6-month period

4.61%

1.21%

+3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

7.65%

1.85%

+5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.94%

2.33%

+8.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.94%

4.38%

+6.56%