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GEQYX vs. PRILX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEQYX vs. PRILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds Equity Index Fund (GEQYX) and Parnassus Core Equity Institutional Shares (PRILX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GEQYX achieves a 9.46% return, which is significantly higher than PRILX's 7.08% return. Over the past 10 years, GEQYX has outperformed PRILX with an annualized return of 15.35%, while PRILX has yielded a comparatively lower 14.21% annualized return.


GEQYX

1D
-0.42%
1M
0.06%
YTD
9.46%
6M
8.46%
1Y
24.65%
3Y*
21.05%
5Y*
12.84%
10Y*
15.35%

PRILX

1D
-0.73%
1M
1.76%
YTD
7.08%
6M
6.45%
1Y
14.91%
3Y*
16.21%
5Y*
10.34%
10Y*
14.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEQYX vs. PRILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GEQYX
GuideStone Funds Equity Index Fund
9.46%17.06%24.88%26.52%-19.91%28.26%18.14%31.68%-4.48%21.97%
PRILX
Parnassus Core Equity Institutional Shares
7.08%11.91%18.81%25.25%-18.47%27.86%21.50%30.95%-0.06%16.87%

Correlation

The correlation between GEQYX and PRILX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2006

0.94

The correlation between GEQYX and PRILX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

GEQYX vs. PRILX — Risk / Return Rank

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

GEQYX
GEQYX Risk / Return Rank: 6161
Overall Rank
GEQYX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GEQYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
GEQYX Omega Ratio Rank: 5555
Omega Ratio Rank
GEQYX Calmar Ratio Rank: 6363
Calmar Ratio Rank
GEQYX Martin Ratio Rank: 7474
Martin Ratio Rank

PRILX
PRILX Risk / Return Rank: 2222
Overall Rank
PRILX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PRILX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PRILX Omega Ratio Rank: 2222
Omega Ratio Rank
PRILX Calmar Ratio Rank: 1717
Calmar Ratio Rank
PRILX Martin Ratio Rank: 2424
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.

GEQYX vs. PRILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Equity Index Fund (GEQYX) 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.

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.


GEQYXPRILXDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.38

1.23

+0.15

Calmar ratioReturn relative to maximum drawdown

2.90

1.38

+1.53

Martin ratioReturn relative to average drawdown

13.17

5.35

+7.82

GEQYX vs. PRILX - Sharpe Ratio Comparison

The current GEQYX Sharpe Ratio is 2.08, which is higher than the PRILX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of GEQYX and PRILX, 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

GEQYX vs. PRILX - Drawdown Comparison

The maximum GEQYX drawdown since its inception was -58.95%, which is greater than PRILX's maximum drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for GEQYX and PRILX.


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Drawdown Indicators


GEQYXPRILXDifference

Max Drawdown

Largest peak-to-trough decline

-58.95%

-42.00%

-16.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-11.61%

+2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-16.28%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-25.96%

-26.18%

+0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.76%

-30.02%

-3.74%

Current Drawdown

Current decline from peak

-1.77%

-0.86%

-0.91%

Average Drawdown

Average peak-to-trough decline

-11.82%

-4.64%

-7.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.98%

-1.01%

Volatility

GEQYX vs. PRILX - Volatility Comparison

GuideStone Funds Equity Index Fund (GEQYX) and Parnassus Core Equity Institutional Shares (PRILX) have volatilities of 4.70% and 4.61%, 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


GEQYXPRILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

4.61%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

9.99%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

12.37%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

16.33%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

17.29%

+0.88%

GEQYX vs. PRILX - Expense Ratio Comparison

GEQYX has a 0.12% expense ratio, which is lower than PRILX's 0.61% expense ratio.


Dividends

GEQYX vs. PRILX - Dividend Comparison

GEQYX's dividend yield for the trailing twelve months is around 1.35%, less than PRILX's 17.86% yield.


PositionTTM20252024202320222021202020192018201720162015
GEQYX
GuideStone Funds Equity Index Fund
1.35%1.54%3.82%3.95%1.27%3.29%2.35%2.26%2.08%2.18%1.58%1.75%
PRILX
Parnassus Core Equity Institutional Shares
17.86%19.16%10.17%6.18%10.34%7.94%6.04%8.23%9.89%7.37%3.99%9.84%

Frequently Asked Questions


With a correlation of 0.93, GEQYX and PRILX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GEQYX has higher volatility (4.70%) compared to PRILX (4.61%). In terms of maximum drawdown, GEQYX dropped -58.95% vs PRILX's -42.00%.

GEQYX currently has the higher Sharpe Ratio (2.08 vs 1.29), 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

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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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