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Parnassus Core Select ETF (PRCS)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US7017695070
CUSIP
701769507
Issuer
Parnassus
Inception Date
Dec 11, 2024
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$145M

Share Price Chart


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Parnassus Core Select ETF

Performance

PRCS Performance Chart

Parnassus Core Select ETF (PRCS) is up 0.7% since the beginning of the year. PRCS is currently trading at $27 per share.


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S&P 500 Index

Returns By Period

Parnassus Core Select ETF (PRCS) has returned 0.74% so far this year and 24.17% over the past 12 months.


Parnassus Core Select ETF

1D
-0.18%
1M
4.12%
YTD
0.74%
6M
4.46%
1Y
24.17%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.26%
1M
4.84%
YTD
2.86%
6M
6.22%
1Y
33.47%
3Y*
19.26%
5Y*
10.96%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRCS Monthly Returns History

Based on dividend-adjusted daily data since Dec 12, 2024, PRCS's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2026 with a return of +8.2%, while the worst month was Mar 2026 at -6.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, PRCS closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Apr 4, 2025 at -4.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.30%-1.51%-6.72%8.24%0.74%
20253.68%-2.20%-5.52%0.45%5.03%4.59%2.17%0.02%0.62%1.85%0.53%0.36%11.69%
2024-3.56%-3.56%

Benchmark Metrics

Parnassus Core Select ETF has an annualized alpha of -4.28%, beta of 0.92, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since December 13, 2024.

  • This ETF participated in 110.26% of S&P 500 Index downside but only 82.20% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -4.28% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 0.92 and R² of 0.90, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-4.28%
Beta
0.92
0.90
Upside Capture
82.20%
Downside Capture
110.26%

Expense Ratio

PRCS has an expense ratio of 0.58%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PRCS ranks 35 for risk / return — below 35% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


PRCS Risk / Return Rank: 3535
Overall Rank
PRCS Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PRCS Sortino Ratio Rank: 4040
Sortino Ratio Rank
PRCS Omega Ratio Rank: 3838
Omega Ratio Rank
PRCS Calmar Ratio Rank: 2525
Calmar Ratio Rank
PRCS Martin Ratio Rank: 3131
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Parnassus Core Select ETF (PRCS) and compare them to a chosen benchmark (S&P 500 Index).


PRCSBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.80

2.59

-0.79

Sortino ratio

Return per unit of downside risk

2.50

3.60

-1.10

Omega ratio

Gain probability vs. loss probability

1.32

1.48

-0.17

Calmar ratio

Return relative to maximum drawdown

1.65

3.33

-1.68

Martin ratio

Return relative to average drawdown

6.50

15.04

-8.54

Explore PRCS 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 Core Select ETF provided a 0.13% dividend yield over the last twelve months, with an annual payout of $0.04 per share.


0.13%$0.00$0.01$0.02$0.03$0.042025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.04$0.04

Dividend yield

0.13%0.13%

Monthly Dividends

The table displays the monthly dividend distributions for Parnassus Core Select ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00
2025$0.04$0.04

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 Core Select ETF. 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 Core Select ETF was 18.20%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.

The current Parnassus Core Select ETF drawdown is 2.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.2%Jan 24, 202552Apr 8, 202554Jun 26, 2025106
-12.77%Jan 28, 202642Mar 27, 2026
-4.44%Oct 28, 202518Nov 20, 202510Dec 5, 202528
-4.36%Dec 13, 202418Jan 10, 20257Jan 22, 202525
-2.79%Oct 7, 20254Oct 10, 20257Oct 21, 202511

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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