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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Parnassus Endeavor Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Parnassus Endeavor Fund (PARWX) has returned -4.03% so far this year and 16.58% over the past 12 months. Looking at the last ten years, PARWX has achieved an annualized return of 13.27%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
Parnassus Endeavor Fund
- 1D
- -0.71%
- 1M
- -8.31%
- YTD
- -4.03%
- 6M
- 1.17%
- 1Y
- 16.58%
- 3Y*
- 12.78%
- 5Y*
- 7.09%
- 10Y*
- 13.27%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 29, 2005, PARWX's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, your investment would double in approximately 5.3 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2009 with a return of +20.6%, while the worst month was Mar 2020 at -19.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, PARWX closed higher 53% of trading days. The best single day was Nov 18, 2021 with a return of +15.1%, while the worst single day was Nov 19, 2021 at -13.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.12% | 0.54% | -8.31% | -4.03% | |||||||||
| 2025 | 4.46% | -1.24% | -4.99% | -3.07% | 4.92% | 5.45% | 2.68% | 2.01% | 2.58% | 2.28% | 2.41% | 0.64% | 19.07% |
| 2024 | 1.01% | 2.59% | 6.32% | -6.02% | 2.01% | 0.34% | 3.53% | 1.10% | 2.50% | -1.98% | 6.21% | -5.35% | 12.03% |
| 2023 | 7.33% | -3.64% | -1.92% | 0.83% | -3.87% | 6.45% | 3.61% | -2.08% | -5.18% | -3.07% | 9.54% | 6.34% | 13.67% |
| 2022 | -2.70% | -3.35% | 0.30% | -7.04% | 1.67% | -8.01% | 5.94% | -4.11% | -8.96% | 11.47% | 6.90% | -4.50% | -13.71% |
| 2021 | 1.47% | 9.24% | 5.42% | 4.61% | 1.47% | 1.75% | -0.57% | 1.50% | -5.40% | 3.92% | -2.64% | 7.54% | 31.09% |
Benchmark Metrics
Parnassus Endeavor Fund has an annualized alpha of 3.65%, beta of 1.01, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since May 02, 2005.
- This fund captured 115.75% of S&P 500 Index gains but only 99.20% of its losses — a favorable profile for investors.
- This fund generated an annualized alpha of 3.65% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.01 and R² of 0.83, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.65%
- Beta
- 1.01
- R²
- 0.83
- Upside Capture
- 115.75%
- Downside Capture
- 99.20%
Expense Ratio
PARWX has an expense ratio of 0.88%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PARWX ranks 52 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Parnassus Endeavor Fund (PARWX) and compare them to a chosen benchmark (S&P 500 Index).
| PARWX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.90 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.39 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.40 | -0.21 |
Martin ratioReturn relative to average drawdown | 5.30 | 6.61 | -1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PARWX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Parnassus Endeavor Fund provided a 12.65% dividend yield over the last twelve months, with an annual payout of $6.75 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $6.75 | $6.75 | $4.33 | $0.89 | $1.35 | $9.05 | $0.34 | $0.30 | $3.56 | $2.35 | $1.08 | $2.88 |
Dividend yield | 12.65% | 12.14% | 8.25% | 1.76% | 2.97% | 16.75% | 0.70% | 0.79% | 12.34% | 6.32% | 3.27% | 10.26% |
Monthly Dividends
The table displays the monthly dividend distributions for Parnassus Endeavor Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.75 | $6.75 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.33 | $4.33 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.60 | $0.89 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.76 | $0.58 | $1.35 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $8.08 | $0.97 | $9.05 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Parnassus Endeavor Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Parnassus Endeavor Fund was 47.76%, occurring on Mar 9, 2009. Recovery took 153 trading sessions.
The current Parnassus Endeavor Fund drawdown is 8.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.76% | Oct 15, 2007 | 352 | Mar 9, 2009 | 153 | Oct 14, 2009 | 505 |
| -37.21% | Feb 13, 2020 | 27 | Mar 23, 2020 | 138 | Oct 7, 2020 | 165 |
| -32.27% | Nov 19, 2021 | 217 | Sep 30, 2022 | 511 | Oct 14, 2024 | 728 |
| -25.58% | Jan 29, 2018 | 229 | Dec 24, 2018 | 145 | Jul 24, 2019 | 374 |
| -23.53% | Feb 22, 2011 | 156 | Oct 3, 2011 | 109 | Mar 9, 2012 | 265 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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