- ISIN
- US7017658698
- CUSIP
- 701765869
- Issuer
- Parnassus
- Inception Date
- Apr 29, 2005
- Category
- Large Cap Value Equities
- Min. Investment
- $2,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
PARWX Performance Chart
Parnassus Endeavor Fund (PARWX) is up 14.9% since the beginning of the year. PARWX is currently trading at $64 per share. Investors who bought $1,000 worth of PARWX shares 5 years ago would now be looking at an investment worth $1,606.
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Returns By Period
Parnassus Endeavor Fund (PARWX) has returned 14.87% so far this year and 34.49% over the past 12 months. Looking at the last ten years, PARWX has achieved an annualized return of 15.13%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
Parnassus Endeavor Fund
- 1D
- 1.00%
- 1M
- 3.99%
- YTD
- 14.87%
- 6M
- 14.64%
- 1Y
- 34.49%
- 3Y*
- 18.45%
- 5Y*
- 9.94%
- 10Y*
- 15.13%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
PARWX Monthly Returns History
Based on dividend-adjusted daily data since Apr 29, 2005, PARWX's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.
Historically, 64% of months were positive and 36% 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% | -5.96% | 10.50% | 2.66% | 2.87% | 14.87% | ||||||
| 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 3.61%, beta of 1.01, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since April 29, 2005.
- This fund captured 114.45% of S&P 500 Index gains but only 98.35% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 3.61% 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
- 3.61%
- Beta
- 1.01
- R²
- 0.83
- Upside Capture
- 114.45%
- Downside Capture
- 98.35%
Expense Ratio
PARWX has an expense ratio of 0.88%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PARWX ranks 88 for risk / return — in the top 88% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Parnassus Endeavor Fund (PARWX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PARWX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.37 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | 2.78 | +1.09 |
| Martin ratioReturn relative to average drawdown | 18.23 | 12.44 | +5.79 |
Dividends
Dividend History
Parnassus Endeavor Fund provided a 10.57% 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 | 10.57% | 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 | $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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -47.76%Mar 2009 | 1y 4mo | 7mo 9d | 2yOct 2007 - Oct 2009 |
COVID crash2020 | -37.21%Mar 2020 | 1mo 9d | 6mo 18d | 7mo 27dFeb 2020 - Oct 2020 |
Bear market2022 | -32.27%Sep 2022 | 10mo 15d | 2y 15d | 2y 11moNov 2021 - Oct 2024 |
Rate-hike selloffLate 2018 | -25.58%Dec 2018 | 10mo 29d | 7mo 2d | 1y 5moJan 2018 - Jul 2019 |
2011 bear market2011 | -23.53%Oct 2011 | 7mo 13d | 5mo 8d | 1y 16dFeb 2011 - Mar 2012 |
Drawdown Indicators
| PARWX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.76% | -56.78% | +9.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -9.10% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -18.90% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -32.27% | -25.43% | -6.84% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -33.92% | -3.29% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -6.87% | -10.71% | +3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 2.03% | -0.14% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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