VFINX vs. PRPFX
Compare and contrast key facts about Vanguard 500 Index Fund Investor Shares (VFINX) and Permanent Portfolio Permanent Portfolio (PRPFX).
VFINX is managed by Vanguard. PRPFX is managed by Permanent Portfolio. It was launched on Nov 30, 1982.
Performance
VFINX vs. PRPFX - Performance Comparison
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VFINX vs. PRPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFINX Vanguard 500 Index Fund Investor Shares | -7.09% | 17.71% | 24.84% | 26.12% | -18.24% | 28.53% | 18.20% | 31.33% | -4.55% | 21.66% |
PRPFX Permanent Portfolio Permanent Portfolio | 2.72% | 28.78% | 19.36% | 11.96% | -5.48% | 10.87% | 18.80% | 19.20% | -7.02% | 11.42% |
Returns By Period
In the year-to-date period, VFINX achieves a -7.09% return, which is significantly lower than PRPFX's 2.72% return. Over the past 10 years, VFINX has outperformed PRPFX with an annualized return of 13.60%, while PRPFX has yielded a comparatively lower 10.84% annualized return.
VFINX
- 1D
- -0.39%
- 1M
- -7.69%
- YTD
- -7.09%
- 6M
- -4.65%
- 1Y
- 14.30%
- 3Y*
- 17.02%
- 5Y*
- 11.26%
- 10Y*
- 13.60%
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%
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VFINX vs. PRPFX - Expense Ratio Comparison
VFINX has a 0.14% expense ratio, which is lower than PRPFX's 0.81% expense ratio.
Return for Risk
VFINX vs. PRPFX — Risk / Return Rank
VFINX
PRPFX
VFINX vs. PRPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Investor Shares (VFINX) 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.
| VFINX | PRPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.86 | -1.03 |
Sortino ratioReturn per unit of downside risk | 1.29 | 2.31 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.40 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 3.07 | -2.02 |
Martin ratioReturn relative to average drawdown | 5.08 | 11.17 | -6.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFINX | PRPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.86 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 1.11 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 1.03 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.80 | -0.20 |
Correlation
The correlation between VFINX and PRPFX is 0.56, 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
VFINX vs. PRPFX - Dividend Comparison
VFINX's dividend yield for the trailing twelve months is around 1.11%, less than PRPFX's 3.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFINX Vanguard 500 Index Fund Investor Shares | 1.11% | 1.02% | 1.14% | 1.36% | 1.57% | 1.15% | 1.45% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% |
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
VFINX vs. PRPFX - Drawdown Comparison
The maximum VFINX drawdown since its inception was -55.25%, which is greater than PRPFX's maximum drawdown of -27.16%. Use the drawdown chart below to compare losses from any high point for VFINX and PRPFX.
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Drawdown Indicators
| VFINX | PRPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.25% | -27.16% | -28.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -8.10% | -4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -15.49% | -9.10% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -20.84% | -12.99% |
Current DrawdownCurrent decline from peak | -8.92% | -8.10% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -8.31% | -3.52% | -4.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.22% | +0.28% |
Volatility
VFINX vs. PRPFX - Volatility Comparison
Vanguard 500 Index Fund Investor Shares (VFINX) has a higher volatility of 4.24% compared to Permanent Portfolio Permanent Portfolio (PRPFX) at 3.59%. This indicates that VFINX'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
| VFINX | PRPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.59% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 11.32% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 13.77% | +4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 11.04% | +5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 10.57% | +7.46% |