PARWX vs. DODFX
Compare and contrast key facts about Parnassus Endeavor Fund (PARWX) and Dodge & Cox International Stock Fund (DODFX).
PARWX is managed by Parnassus. It was launched on Apr 29, 2005. DODFX is managed by Dodge & Cox.
Performance
PARWX vs. DODFX - Performance Comparison
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PARWX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PARWX Parnassus Endeavor Fund | -0.65% | 19.07% | 12.03% | 13.67% | -13.71% | 31.09% | 27.42% | 33.28% | -13.58% | 19.85% |
DODFX Dodge & Cox International Stock Fund | 2.00% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
Returns By Period
In the year-to-date period, PARWX achieves a -0.65% return, which is significantly lower than DODFX's 2.00% return. Over the past 10 years, PARWX has outperformed DODFX with an annualized return of 13.66%, while DODFX has yielded a comparatively lower 10.23% annualized return.
PARWX
- 1D
- 0.93%
- 1M
- -3.63%
- YTD
- -0.65%
- 6M
- 3.62%
- 1Y
- 19.92%
- 3Y*
- 14.09%
- 5Y*
- 7.43%
- 10Y*
- 13.66%
DODFX
- 1D
- 1.27%
- 1M
- -2.16%
- YTD
- 2.00%
- 6M
- 6.79%
- 1Y
- 28.45%
- 3Y*
- 17.31%
- 5Y*
- 10.42%
- 10Y*
- 10.23%
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PARWX vs. DODFX - Expense Ratio Comparison
PARWX has a 0.88% expense ratio, which is higher than DODFX's 0.62% expense ratio.
Return for Risk
PARWX vs. DODFX — Risk / Return Rank
PARWX
DODFX
PARWX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Endeavor Fund (PARWX) and Dodge & Cox International Stock Fund (DODFX). 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 | DODFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.89 | -0.70 |
Sortino ratioReturn per unit of downside risk | 1.74 | 2.42 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.54 | -0.79 |
Martin ratioReturn relative to average drawdown | 7.70 | 9.52 | -1.82 |
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 | DODFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.89 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.66 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.56 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.39 | +0.18 |
Correlation
The correlation between PARWX and DODFX is 0.74, 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. DODFX - Dividend Comparison
PARWX's dividend yield for the trailing twelve months is around 12.22%, more than DODFX's 4.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PARWX Parnassus Endeavor Fund | 12.22% | 12.14% | 8.25% | 1.76% | 2.97% | 16.75% | 0.70% | 0.79% | 12.34% | 6.32% | 3.27% | 10.26% |
DODFX Dodge & Cox International Stock Fund | 4.96% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
Drawdowns
PARWX vs. DODFX - Drawdown Comparison
The maximum PARWX drawdown since its inception was -47.76%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for PARWX and DODFX.
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Drawdown Indicators
| PARWX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.76% | -63.23% | +15.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -11.14% | +2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -32.27% | -24.52% | -7.75% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -44.61% | +7.40% |
Current DrawdownCurrent decline from peak | -5.72% | -7.44% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -11.72% | +4.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 3.05% | -0.27% |
Volatility
PARWX vs. DODFX - Volatility Comparison
The current volatility for Parnassus Endeavor Fund (PARWX) is 4.97%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 6.23%. This indicates that PARWX experiences smaller price fluctuations and is considered to be less risky than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PARWX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 6.23% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 10.08% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.35% | 15.18% | +2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.75% | 15.82% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.06% | 18.25% | +2.81% |