ARTGX vs. PRBLX
Compare and contrast key facts about Artisan Global Value Fund (ARTGX) and Parnassus Core Equity Fund (PRBLX).
ARTGX is managed by Artisan. It was launched on Dec 9, 2007. PRBLX is managed by Parnassus. It was launched on Aug 31, 1992.
Performance
ARTGX vs. PRBLX - Performance Comparison
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ARTGX vs. PRBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTGX Artisan Global Value Fund | -4.90% | 34.03% | 10.66% | 26.57% | -13.56% | 15.60% | 6.48% | 23.78% | -13.09% | 21.59% |
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, ARTGX achieves a -4.90% return, which is significantly higher than PRBLX's -8.62% return. Over the past 10 years, ARTGX has underperformed PRBLX with an annualized return of 10.44%, while PRBLX has yielded a comparatively higher 11.97% annualized return.
ARTGX
- 1D
- 0.60%
- 1M
- -9.21%
- YTD
- -4.90%
- 6M
- 1.95%
- 1Y
- 16.95%
- 3Y*
- 17.59%
- 5Y*
- 10.26%
- 10Y*
- 10.44%
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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ARTGX vs. PRBLX - Expense Ratio Comparison
ARTGX has a 1.25% expense ratio, which is higher than PRBLX's 0.82% expense ratio.
Return for Risk
ARTGX vs. PRBLX — Risk / Return Rank
ARTGX
PRBLX
ARTGX vs. PRBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Global Value Fund (ARTGX) 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.
| ARTGX | PRBLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.30 | +0.93 |
Sortino ratioReturn per unit of downside risk | 1.73 | 0.55 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.08 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 0.24 | +1.25 |
Martin ratioReturn relative to average drawdown | 5.94 | 0.86 | +5.08 |
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
| ARTGX | PRBLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.30 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.49 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.70 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.69 | -0.21 |
Correlation
The correlation between ARTGX and PRBLX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ARTGX vs. PRBLX - Dividend Comparison
ARTGX's dividend yield for the trailing twelve months is around 4.82%, less than PRBLX's 20.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTGX Artisan Global Value Fund | 4.82% | 4.58% | 5.38% | 2.87% | 3.68% | 9.38% | 0.05% | 1.29% | 6.35% | 2.01% | 2.66% | 5.95% |
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
ARTGX vs. PRBLX - Drawdown Comparison
The maximum ARTGX drawdown since its inception was -49.92%, which is greater than PRBLX's maximum drawdown of -42.20%. Use the drawdown chart below to compare losses from any high point for ARTGX and PRBLX.
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Drawdown Indicators
| ARTGX | PRBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.92% | -42.20% | -7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -11.63% | +1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -26.31% | -0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -39.90% | -30.09% | -9.81% |
Current DrawdownCurrent decline from peak | -9.64% | -11.61% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -4.06% | -2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 3.17% | -0.63% |
Volatility
ARTGX vs. PRBLX - Volatility Comparison
Artisan Global Value Fund (ARTGX) and Parnassus Core Equity Fund (PRBLX) have volatilities of 4.26% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTGX | PRBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.09% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 8.57% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 16.68% | -2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 16.19% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 17.22% | +0.03% |