- ISIN
- US7017695070
- CUSIP
- 701769507
- Issuer
- Parnassus
- Inception Date
- Dec 11, 2024
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities, ESG
- 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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Performance
PRCS Performance Chart
Parnassus Core Select ETF (PRCS) is up 2.9% since the beginning of the year. PRCS is currently trading at $28 per share.
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Returns By Period
Parnassus Core Select ETF (PRCS) has returned 2.88% so far this year and 12.71% over the past 12 months.
Parnassus Core Select ETF
- 1D
- -0.46%
- 1M
- 1.15%
- YTD
- 2.88%
- 6M
- 2.48%
- 1Y
- 12.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
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 +0.61%. At this rate, an investment would double in approximately 9.5 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +10.2%, 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 56% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.30% | -1.51% | -6.72% | 10.24% | 0.67% | -0.41% | 2.88% | ||||||
| 2025 | 3.68% | -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 -6.71%, 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 110.52% of S&P 500 Index downside but only 71.19% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -6.71% 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
- -6.71%
- Beta
- 0.92
- R²
- 0.90
- Upside Capture
- 71.19%
- Downside Capture
- 110.52%
Expense Ratio
PRCS has an expense ratio of 0.58%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PRCS ranks 27 for risk / return — below 27% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Parnassus Core Select ETF (PRCS) and compare them to S&P 500 Index.
| PRCS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.41 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.93 | -1.93 |
| Martin ratioReturn relative to average drawdown | 3.94 | 13.52 | -9.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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.
| Period | TTM | 2025 |
|---|---|---|
| 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.
| 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 | $0.04 | $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 0.89%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -18.20%Apr 2025 | 2mo 14d | 2mo 19d | 5mo 3dJan 2025 - Jun 2025 |
2026 correction2026 | -12.77%Mar 2026 | 1mo 28d | — | 4mo 7dJan 2026 - now |
2025 pullback2025 | -4.44%Nov 2025 | 23d | 15d | 1mo 8dOct 2025 - Dec 2025 |
2025 pullback2025 | -4.36%Jan 2025 | 28d | 12d | 1mo 10dDec 2024 - Jan 2025 |
2025 pullback2025 | -2.79%Oct 2025 | 3d | 11d | 14dOct 2025 - Oct 2025 |
Drawdown Indicators
| PRCS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.20% | -56.78% | +38.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -9.10% | -3.67% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.89% | -0.74% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -3.00% | -10.72% | +7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.97% | +1.26% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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