DODGX vs. PRILX
Compare and contrast key facts about Dodge & Cox Stock Fund Class I (DODGX) and Parnassus Core Equity Institutional Shares (PRILX).
DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965. PRILX is managed by Parnassus.
Performance
DODGX vs. PRILX - Performance Comparison
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DODGX vs. PRILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | -1.65% | 13.66% | 14.36% | 17.49% | -7.25% | 31.72% | 7.10% | 24.30% | -7.15% | 18.33% |
PRILX Parnassus Core Equity Institutional Shares | -6.18% | 11.91% | 18.81% | 25.25% | -18.47% | 27.86% | 21.50% | 30.95% | -0.06% | 16.87% |
Returns By Period
In the year-to-date period, DODGX achieves a -1.65% return, which is significantly higher than PRILX's -6.18% return. Both investments have delivered pretty close results over the past 10 years, with DODGX having a 12.55% annualized return and PRILX not far behind at 12.50%.
DODGX
- 1D
- 2.09%
- 1M
- -5.31%
- YTD
- -1.65%
- 6M
- 0.63%
- 1Y
- 8.01%
- 3Y*
- 13.95%
- 5Y*
- 9.38%
- 10Y*
- 12.55%
PRILX
- 1D
- 2.63%
- 1M
- -6.13%
- YTD
- -6.18%
- 6M
- -5.08%
- 1Y
- 7.11%
- 3Y*
- 13.24%
- 5Y*
- 8.43%
- 10Y*
- 12.50%
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DODGX vs. PRILX - Expense Ratio Comparison
DODGX has a 0.51% expense ratio, which is lower than PRILX's 0.61% expense ratio.
Return for Risk
DODGX vs. PRILX — Risk / Return Rank
DODGX
PRILX
DODGX vs. PRILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) and Parnassus Core Equity Institutional Shares (PRILX). 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.
| DODGX | PRILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.45 | +0.04 |
Sortino ratioReturn per unit of downside risk | 0.78 | 0.77 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 0.50 | +0.10 |
Martin ratioReturn relative to average drawdown | 2.50 | 1.86 | +0.64 |
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
| DODGX | PRILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.45 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.52 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.73 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.63 | -0.01 |
Correlation
The correlation between DODGX and PRILX is 0.86, 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
DODGX vs. PRILX - Dividend Comparison
DODGX's dividend yield for the trailing twelve months is around 9.89%, less than PRILX's 20.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | 9.89% | 9.86% | 8.20% | 3.76% | 5.47% | 3.22% | 6.74% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% |
PRILX Parnassus Core Equity Institutional Shares | 20.32% | 19.16% | 10.17% | 6.18% | 10.34% | 7.94% | 6.04% | 8.23% | 9.89% | 7.37% | 3.99% | 9.84% |
Drawdowns
DODGX vs. PRILX - Drawdown Comparison
The maximum DODGX drawdown since its inception was -63.24%, which is greater than PRILX's maximum drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for DODGX and PRILX.
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Drawdown Indicators
| DODGX | PRILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.24% | -42.00% | -21.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -11.61% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -21.85% | -26.18% | +4.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.41% | -30.02% | -10.39% |
Current DrawdownCurrent decline from peak | -5.31% | -9.27% | +3.96% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -4.68% | -2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.13% | -0.19% |
Volatility
DODGX vs. PRILX - Volatility Comparison
The current volatility for Dodge & Cox Stock Fund Class I (DODGX) is 4.23%, while Parnassus Core Equity Institutional Shares (PRILX) has a volatility of 5.07%. This indicates that DODGX experiences smaller price fluctuations and is considered to be less risky than PRILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODGX | PRILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 5.07% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 8.94% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 16.84% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 16.22% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 17.21% | +2.04% |