PARWX vs. DAGVX

In the year-to-date period, PARWX achieves a -2.94% return, which is significantly lower than DAGVX's 0.70% return. Over the past 10 years, PARWX has outperformed DAGVX with an annualized return of 11.46%, while DAGVX has yielded a comparatively lower 1.91% annualized return.

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PARWX has a 0.88% expense ratio, which is lower than DAGVX's 0.93% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Parnassus Endeavor Fund (PARWX) and BNY Mellon Dynamic Value Fund (DAGVX). 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.

The current PARWX Sharpe Ratio is 0.13, which is higher than the DAGVX Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of PARWX and DAGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PARWX's dividend yield for the trailing twelve months is around 1.10%, more than DAGVX's 0.98% yield.

The maximum PARWX drawdown since its inception was -47.76%, smaller than the maximum DAGVX drawdown of -57.60%. Use the drawdown chart below to compare losses from any high point for PARWX and DAGVX. For additional features, visit the drawdowns tool.

Parnassus Endeavor Fund (PARWX) has a higher volatility of 6.50% compared to BNY Mellon Dynamic Value Fund (DAGVX) at 6.17%. This indicates that PARWX's price experiences larger fluctuations and is considered to be riskier than DAGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.