PARWX vs. FLCOX
Compare and contrast key facts about Parnassus Endeavor Fund (PARWX) and Fidelity Large Cap Value Index Fund (FLCOX).
PARWX is managed by Parnassus. It was launched on Apr 29, 2005. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
PARWX vs. FLCOX - Performance Comparison
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PARWX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PARWX Parnassus Endeavor Fund | -1.56% | 19.07% | 12.03% | 13.67% | -13.71% | 31.09% | 27.42% | 33.28% | -13.58% | 18.13% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, PARWX achieves a -1.56% return, which is significantly lower than FLCOX's 2.08% return.
PARWX
- 1D
- 2.57%
- 1M
- -5.65%
- YTD
- -1.56%
- 6M
- 2.76%
- 1Y
- 19.46%
- 3Y*
- 13.74%
- 5Y*
- 7.23%
- 10Y*
- 13.56%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
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PARWX vs. FLCOX - Expense Ratio Comparison
PARWX has a 0.88% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
PARWX vs. FLCOX — Risk / Return Rank
PARWX
FLCOX
PARWX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Endeavor Fund (PARWX) and Fidelity Large Cap Value Index Fund (FLCOX). 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 | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.02 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.48 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.44 | +0.06 |
Martin ratioReturn relative to average drawdown | 6.63 | 6.76 | -0.13 |
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 | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.02 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.62 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.54 | +0.04 |
Correlation
The correlation between PARWX and FLCOX is 0.89, 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. FLCOX - Dividend Comparison
PARWX's dividend yield for the trailing twelve months is around 12.34%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PARWX Parnassus Endeavor Fund | 12.34% | 12.14% | 8.25% | 1.76% | 2.97% | 16.75% | 0.70% | 0.79% | 12.34% | 6.32% | 3.27% | 10.26% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
PARWX vs. FLCOX - Drawdown Comparison
The maximum PARWX drawdown since its inception was -47.76%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for PARWX and FLCOX.
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Drawdown Indicators
| PARWX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.76% | -38.28% | -9.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -11.81% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -32.27% | -19.00% | -13.27% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | — | — |
Current DrawdownCurrent decline from peak | -6.59% | -4.82% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -4.52% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.51% | +0.25% |
Volatility
PARWX vs. FLCOX - Volatility Comparison
Parnassus Endeavor Fund (PARWX) has a higher volatility of 4.93% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 4.38%. This indicates that PARWX's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PARWX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.38% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 8.29% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.34% | 15.73% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.76% | 14.83% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.06% | 17.73% | +3.33% |