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AIIEX vs. PRBLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIIEX vs. PRBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco EQV International Equity Fund (AIIEX) and Parnassus Core Equity Fund (PRBLX). The values are adjusted to include any dividend payments, if applicable.

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AIIEX vs. PRBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIIEX
AIIEX Risk / Return Rank: 1414
Overall Rank
AIIEX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AIIEX Sortino Ratio Rank: 1313
Sortino Ratio Rank
AIIEX Omega Ratio Rank: 1313
Omega Ratio Rank
AIIEX Calmar Ratio Rank: 1414
Calmar Ratio Rank
AIIEX Martin Ratio Rank: 1515
Martin Ratio Rank

PRBLX
PRBLX Risk / Return Rank: 1212
Overall Rank
PRBLX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PRBLX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PRBLX Omega Ratio Rank: 1313
Omega Ratio Rank
PRBLX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PRBLX Martin Ratio Rank: 1111
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.

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.


AIIEXPRBLXDifference

Sharpe ratio

Return per unit of total volatility

0.36

0.30

+0.06

Sortino ratio

Return per unit of downside risk

0.61

0.55

+0.05

Omega ratio

Gain probability vs. loss probability

1.08

1.08

+0.01

Calmar ratio

Return relative to maximum drawdown

0.36

0.24

+0.13

Martin ratio

Return relative to average drawdown

1.39

0.86

+0.53

AIIEX vs. PRBLX - Sharpe Ratio Comparison

The current AIIEX Sharpe Ratio is 0.36, which is comparable to the PRBLX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of AIIEX and PRBLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AIIEXPRBLXDifference

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.


TTM20252024202320222021202020192018201720162015
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


AIIEXPRBLXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-12.55%

-11.61%

-0.94%

Average Drawdown

Average peak-to-trough decline

-14.31%

-4.06%

-10.25%

Ulcer Index

Depth 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


AIIEXPRBLXDifference

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%