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ALSMX vs. PRBLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALSMX vs. PRBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Archer Multi Cap Fund (ALSMX) and Parnassus Core Equity Fund Investor Shares (PRBLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALSMX achieves a 18.47% return, which is significantly higher than PRBLX's 7.76% return.


ALSMX

1D
2.71%
1M
-3.31%
6M
13.13%
YTD
18.47%
1Y
28.94%
3Y*
19.78%
5Y*
10.55%
10Y*
ALL TIME*
12.53%

PRBLX

1D
1.79%
1M
-0.84%
6M
6.19%
YTD
7.76%
1Y
11.73%
3Y*
14.28%
5Y*
9.28%
10Y*
13.50%
ALL TIME*
11.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

ALSMX vs. PRBLX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ALSMX
Archer Multi Cap Fund
18.47%11.47%21.78%25.14%-20.12%16.58%16.01%0.00%
PRBLX
Parnassus Core Equity Fund Investor Shares
7.76%11.67%18.58%24.97%-18.64%27.59%21.21%0.28%

Correlation

The correlation between ALSMX and PRBLX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (3Y)
Balances recent behavior with more history.

0.80

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2019

0.86

The correlation between ALSMX and PRBLX shifts across timeframes, from 0.75 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ALSMX vs. PRBLX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ALSMX
ALSMX Risk / Return Rank: 6767
Overall Rank
ALSMX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ALSMX Sortino Ratio Rank: 6060
Sortino Ratio Rank
ALSMX Omega Ratio Rank: 5454
Omega Ratio Rank
ALSMX Calmar Ratio Rank: 8383
Calmar Ratio Rank
ALSMX Martin Ratio Rank: 8181
Martin Ratio Rank

PRBLX
PRBLX Risk / Return Rank: 2020
Overall Rank
PRBLX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PRBLX Sortino Ratio Rank: 2020
Sortino Ratio Rank
PRBLX Omega Ratio Rank: 1919
Omega Ratio Rank
PRBLX Calmar Ratio Rank: 1717
Calmar Ratio Rank
PRBLX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ALSMX vs. PRBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Archer Multi Cap Fund (ALSMX) and Parnassus Core Equity Fund Investor Shares (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.

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.


ALSMXPRBLXDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.26

1.13

+0.13

Calmar ratioReturn relative to maximum drawdown

2.79

0.79

+2.00

Martin ratioReturn relative to average drawdown

9.86

3.05

+6.81

ALSMX vs. PRBLX - Sharpe Ratio Comparison

The current ALSMX Sharpe Ratio is 1.46, which is higher than the PRBLX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of ALSMX and PRBLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ALSMX vs. PRBLX - Drawdown Comparison

The maximum ALSMX drawdown since its inception was -97.87%, which is greater than PRBLX's maximum drawdown of -42.20%. Use the drawdown chart below to compare losses from any high point for ALSMX and PRBLX.


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Drawdown Indicators


ALSMXPRBLXDifference

Max Drawdown

Largest peak-to-trough decline

-97.87%

-42.20%

-55.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-11.63%

+2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-97.87%

-16.31%

-81.56%

Max Drawdown (5Y)

Largest decline over 5 years

-97.87%

-26.31%

-71.56%

Max Drawdown (10Y)

Largest decline over 10 years

-30.09%

Current Drawdown

Current decline from peak

-96.62%

-1.70%

-94.92%

Average Drawdown

Average peak-to-trough decline

-29.64%

-4.03%

-25.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

3.03%

-0.37%

Volatility

ALSMX vs. PRBLX - Volatility Comparison

Archer Multi Cap Fund (ALSMX) has a higher volatility of 5.82% compared to Parnassus Core Equity Fund Investor Shares (PRBLX) at 3.70%. This indicates that ALSMX'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


ALSMXPRBLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

3.70%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

15.24%

10.38%

+4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

12.90%

+5.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,292.58%

16.40%

+1,276.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,126.70%

17.28%

+1,109.42%

ALSMX vs. PRBLX - Expense Ratio Comparison

ALSMX has a 0.96% expense ratio, which is higher than PRBLX's 0.81% expense ratio.


Dividends

ALSMX vs. PRBLX - Dividend Comparison

ALSMX's dividend yield for the trailing twelve months is around 6.04%, less than PRBLX's 17.66% yield.


PositionTTM20252024202320222021202020192018201720162015
ALSMX
Archer Multi Cap Fund
6.04%7.16%3.62%0.46%7.12%1.62%0.43%0.00%0.00%0.00%0.00%0.00%
PRBLX
Parnassus Core Equity Fund Investor Shares
17.66%19.08%10.00%6.01%10.13%7.77%5.87%8.02%9.64%7.16%3.80%9.62%

Frequently Asked Questions


ALSMX and PRBLX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALSMX has higher volatility (5.82%) compared to PRBLX (3.70%). In terms of maximum drawdown, ALSMX dropped -97.87% vs PRBLX's -42.20%.

ALSMX currently has the higher Sharpe Ratio (1.46 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ALSMX and PRBLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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