AIIEX vs. PRBLX
Compare and contrast key facts about Invesco EQV International Equity Fund (AIIEX) and Parnassus Core Equity Fund (PRBLX).
AIIEX is managed by Invesco. It was launched on Apr 6, 1992. PRBLX is managed by Parnassus. It was launched on Aug 31, 1992.
Performance
AIIEX vs. PRBLX - Performance Comparison
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AIIEX vs. PRBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIIEX Invesco EQV International Equity Fund | -6.83% | 15.92% | 0.24% | 17.55% | -18.58% | 5.53% | 13.35% | 25.47% | -15.48% | 22.65% |
PRBLX Parnassus Core Equity Fund | -8.62% | 11.67% | 18.58% | 24.97% | -18.64% | 27.59% | 21.21% | 30.68% | -0.30% | 16.63% |
Returns By Period
In the year-to-date period, AIIEX achieves a -6.83% return, which is significantly higher than PRBLX's -8.62% return. Over the past 10 years, AIIEX has underperformed PRBLX with an annualized return of 4.68%, while PRBLX has yielded a comparatively higher 11.97% annualized return.
AIIEX
- 1D
- -0.15%
- 1M
- -11.80%
- YTD
- -6.83%
- 6M
- -4.81%
- 1Y
- 6.75%
- 3Y*
- 5.00%
- 5Y*
- 1.22%
- 10Y*
- 4.68%
PRBLX
- 1D
- 0.02%
- 1M
- -8.59%
- YTD
- -8.62%
- 6M
- -7.14%
- 1Y
- 4.60%
- 3Y*
- 12.03%
- 5Y*
- 7.94%
- 10Y*
- 11.97%
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AIIEX vs. PRBLX - Expense Ratio Comparison
AIIEX has a 1.35% expense ratio, which is higher than PRBLX's 0.82% expense ratio.
Return for Risk
AIIEX vs. PRBLX — Risk / Return Rank
AIIEX
PRBLX
AIIEX vs. PRBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQV International Equity Fund (AIIEX) and Parnassus Core Equity Fund (PRBLX). 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.
| AIIEX | PRBLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 0.30 | +0.06 |
Sortino ratioReturn per unit of downside risk | 0.61 | 0.55 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.08 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.24 | +0.13 |
Martin ratioReturn relative to average drawdown | 1.39 | 0.86 | +0.53 |
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
| AIIEX | PRBLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.30 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.49 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.70 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.69 | -0.28 |
Correlation
The correlation between AIIEX and PRBLX is 0.64, 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
AIIEX vs. PRBLX - Dividend Comparison
AIIEX's dividend yield for the trailing twelve months is around 19.19%, less than PRBLX's 20.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIIEX Invesco EQV International Equity Fund | 19.19% | 17.88% | 7.57% | 1.56% | 11.90% | 25.61% | 12.69% | 8.80% | 9.83% | 2.56% | 1.22% | 1.24% |
PRBLX Parnassus Core Equity Fund | 20.83% | 19.08% | 10.00% | 6.01% | 10.13% | 7.77% | 5.87% | 8.02% | 9.64% | 7.16% | 3.80% | 9.62% |
Drawdowns
AIIEX vs. PRBLX - Drawdown Comparison
The maximum AIIEX drawdown since its inception was -58.58%, which is greater than PRBLX's maximum drawdown of -42.20%. Use the drawdown chart below to compare losses from any high point for AIIEX and PRBLX.
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Drawdown Indicators
| AIIEX | PRBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.58% | -42.20% | -16.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -11.63% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -30.76% | -26.31% | -4.45% |
Max Drawdown (10Y)Largest decline over 10 years | -36.94% | -30.09% | -6.85% |
Current DrawdownCurrent decline from peak | -12.55% | -11.61% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -14.31% | -4.06% | -10.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.17% | +0.08% |
Volatility
AIIEX vs. PRBLX - Volatility Comparison
Invesco EQV International Equity Fund (AIIEX) has a higher volatility of 6.47% compared to Parnassus Core Equity Fund (PRBLX) at 4.09%. This indicates that AIIEX's price experiences larger fluctuations and is considered to be riskier than PRBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIIEX | PRBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 4.09% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 8.57% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 16.68% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 16.19% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 17.22% | -0.60% |