PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VFINX vs. PAGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFINX and PAGRX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

VFINX vs. PAGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard 500 Index Fund Investor Shares (VFINX) and Permanent Portfolio Aggressive Growth Portfolio (PAGRX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
9.58%
15.29%
VFINX
PAGRX

Key characteristics

Sharpe Ratio

VFINX:

2.18

PAGRX:

2.09

Sortino Ratio

VFINX:

2.90

PAGRX:

2.72

Omega Ratio

VFINX:

1.40

PAGRX:

1.36

Calmar Ratio

VFINX:

3.33

PAGRX:

1.38

Martin Ratio

VFINX:

13.84

PAGRX:

12.81

Ulcer Index

VFINX:

2.03%

PAGRX:

3.46%

Daily Std Dev

VFINX:

12.87%

PAGRX:

21.17%

Max Drawdown

VFINX:

-55.25%

PAGRX:

-79.19%

Current Drawdown

VFINX:

-1.41%

PAGRX:

-4.69%

Returns By Period

In the year-to-date period, VFINX achieves a 2.01% return, which is significantly lower than PAGRX's 2.96% return. Over the past 10 years, VFINX has outperformed PAGRX with an annualized return of 13.44%, while PAGRX has yielded a comparatively lower 5.00% annualized return.


VFINX

YTD

2.01%

1M

2.21%

6M

9.58%

1Y

26.98%

5Y*

14.24%

10Y*

13.44%

PAGRX

YTD

2.96%

1M

4.28%

6M

15.30%

1Y

43.04%

5Y*

12.11%

10Y*

5.00%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFINX vs. PAGRX - Expense Ratio Comparison

VFINX has a 0.14% expense ratio, which is lower than PAGRX's 1.21% expense ratio.


PAGRX
Permanent Portfolio Aggressive Growth Portfolio
Expense ratio chart for PAGRX: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%
Expense ratio chart for VFINX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

VFINX vs. PAGRX — Risk-Adjusted Performance Rank

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

VFINX
The Risk-Adjusted Performance Rank of VFINX is 9090
Overall Rank
The Sharpe Ratio Rank of VFINX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of VFINX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VFINX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of VFINX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VFINX is 9292
Martin Ratio Rank

PAGRX
The Risk-Adjusted Performance Rank of PAGRX is 8686
Overall Rank
The Sharpe Ratio Rank of PAGRX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of PAGRX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of PAGRX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of PAGRX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of PAGRX is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFINX vs. PAGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Investor Shares (VFINX) and Permanent Portfolio Aggressive Growth Portfolio (PAGRX). 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.


Sharpe ratio
The chart of Sharpe ratio for VFINX, currently valued at 2.18, compared to the broader market-1.000.001.002.003.004.002.182.09
The chart of Sortino ratio for VFINX, currently valued at 2.90, compared to the broader market0.005.0010.002.902.72
The chart of Omega ratio for VFINX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.36
The chart of Calmar ratio for VFINX, currently valued at 3.33, compared to the broader market0.005.0010.0015.0020.003.331.38
The chart of Martin ratio for VFINX, currently valued at 13.84, compared to the broader market0.0020.0040.0060.0080.0013.8412.81
VFINX
PAGRX

The current VFINX Sharpe Ratio is 2.18, which is comparable to the PAGRX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of VFINX and PAGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.18
2.09
VFINX
PAGRX

Dividends

VFINX vs. PAGRX - Dividend Comparison

VFINX's dividend yield for the trailing twelve months is around 1.12%, more than PAGRX's 0.22% yield.


TTM20242023202220212020201920182017201620152014
VFINX
Vanguard 500 Index Fund Investor Shares
1.12%1.14%1.36%1.57%1.15%1.84%1.77%1.94%1.69%1.92%1.99%1.74%
PAGRX
Permanent Portfolio Aggressive Growth Portfolio
0.22%0.22%0.14%0.29%0.05%0.16%0.54%0.23%0.99%0.68%1.62%0.30%

Drawdowns

VFINX vs. PAGRX - Drawdown Comparison

The maximum VFINX drawdown since its inception was -55.25%, smaller than the maximum PAGRX drawdown of -79.19%. Use the drawdown chart below to compare losses from any high point for VFINX and PAGRX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.41%
-4.69%
VFINX
PAGRX

Volatility

VFINX vs. PAGRX - Volatility Comparison

The current volatility for Vanguard 500 Index Fund Investor Shares (VFINX) is 5.07%, while Permanent Portfolio Aggressive Growth Portfolio (PAGRX) has a volatility of 7.21%. This indicates that VFINX experiences smaller price fluctuations and is considered to be less risky than PAGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.07%
7.21%
VFINX
PAGRX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab