PARWX vs. CTCAX
Compare and contrast key facts about Parnassus Endeavor Fund (PARWX) and Columbia Global Technology Growth Fund Class A (CTCAX).
PARWX is managed by Parnassus. It was launched on Apr 29, 2005. CTCAX is managed by Columbia. It was launched on Nov 9, 2000.
Performance
PARWX vs. CTCAX - Performance Comparison
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PARWX vs. CTCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PARWX Parnassus Endeavor Fund | -4.03% | 19.07% | 12.03% | 13.67% | -13.71% | 31.09% | 27.42% | 33.28% | -13.58% | 19.85% |
CTCAX Columbia Global Technology Growth Fund Class A | -10.22% | 24.78% | 31.39% | 56.46% | -34.81% | 22.73% | 49.46% | 43.91% | -1.48% | 42.99% |
Returns By Period
In the year-to-date period, PARWX achieves a -4.03% return, which is significantly higher than CTCAX's -10.22% return. Over the past 10 years, PARWX has underperformed CTCAX with an annualized return of 13.27%, while CTCAX has yielded a comparatively higher 20.26% annualized return.
PARWX
- 1D
- -0.71%
- 1M
- -8.31%
- YTD
- -4.03%
- 6M
- 1.17%
- 1Y
- 16.58%
- 3Y*
- 12.78%
- 5Y*
- 7.09%
- 10Y*
- 13.27%
CTCAX
- 1D
- -1.69%
- 1M
- -9.75%
- YTD
- -10.22%
- 6M
- -8.54%
- 1Y
- 27.76%
- 3Y*
- 23.83%
- 5Y*
- 12.52%
- 10Y*
- 20.26%
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PARWX vs. CTCAX - Expense Ratio Comparison
PARWX has a 0.88% expense ratio, which is lower than CTCAX's 1.18% expense ratio.
Return for Risk
PARWX vs. CTCAX — Risk / Return Rank
PARWX
CTCAX
PARWX vs. CTCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Endeavor Fund (PARWX) and Columbia Global Technology Growth Fund Class A (CTCAX). 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.
| PARWX | CTCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.02 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.57 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.67 | -0.48 |
Martin ratioReturn relative to average drawdown | 5.30 | 5.92 | -0.63 |
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
| PARWX | CTCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.02 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.49 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.82 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.70 | -0.13 |
Correlation
The correlation between PARWX and CTCAX is 0.80, 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
PARWX vs. CTCAX - Dividend Comparison
PARWX's dividend yield for the trailing twelve months is around 12.65%, more than CTCAX's 3.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PARWX Parnassus Endeavor Fund | 12.65% | 12.14% | 8.25% | 1.76% | 2.97% | 16.75% | 0.70% | 0.79% | 12.34% | 6.32% | 3.27% | 10.26% |
CTCAX Columbia Global Technology Growth Fund Class A | 3.66% | 3.29% | 1.08% | 2.36% | 3.53% | 4.15% | 0.91% | 2.55% | 5.82% | 3.52% | 0.36% | 1.80% |
Drawdowns
PARWX vs. CTCAX - Drawdown Comparison
The maximum PARWX drawdown since its inception was -47.76%, smaller than the maximum CTCAX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for PARWX and CTCAX.
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Drawdown Indicators
| PARWX | CTCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.76% | -61.04% | +13.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -14.43% | +2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -32.27% | -39.55% | +7.28% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -39.55% | +2.34% |
Current DrawdownCurrent decline from peak | -8.92% | -14.43% | +5.51% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -10.75% | +3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 4.07% | -1.25% |
Volatility
PARWX vs. CTCAX - Volatility Comparison
The current volatility for Parnassus Endeavor Fund (PARWX) is 3.94%, while Columbia Global Technology Growth Fund Class A (CTCAX) has a volatility of 7.45%. This indicates that PARWX experiences smaller price fluctuations and is considered to be less risky than CTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PARWX | CTCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 7.45% | -3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 16.24% | -7.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 27.00% | -9.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.73% | 25.81% | -7.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.04% | 24.66% | -3.62% |