PARWX vs. FSKAX
Compare and contrast key facts about Parnassus Endeavor Fund (PARWX) and Fidelity Total Market Index Fund (FSKAX).
PARWX is managed by Parnassus. It was launched on Apr 29, 2005. FSKAX is managed by Fidelity.
Performance
PARWX vs. FSKAX - Performance Comparison
Loading graphics...
PARWX vs. FSKAX - 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% |
FSKAX Fidelity Total Market Index Fund | -6.77% | 17.06% | 23.89% | 26.12% | -19.53% | 25.66% | 20.79% | 30.92% | -5.32% | 20.85% |
Returns By Period
In the year-to-date period, PARWX achieves a -4.03% return, which is significantly higher than FSKAX's -6.77% return. Both investments have delivered pretty close results over the past 10 years, with PARWX having a 13.27% annualized return and FSKAX not far behind at 13.23%.
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%
FSKAX
- 1D
- -0.47%
- 1M
- -7.69%
- YTD
- -6.77%
- 6M
- -4.56%
- 1Y
- 14.73%
- 3Y*
- 16.72%
- 5Y*
- 10.13%
- 10Y*
- 13.23%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PARWX vs. FSKAX - Expense Ratio Comparison
PARWX has a 0.88% expense ratio, which is higher than FSKAX's 0.02% expense ratio.
Return for Risk
PARWX vs. FSKAX — Risk / Return Rank
PARWX
FSKAX
PARWX vs. FSKAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Endeavor Fund (PARWX) and Fidelity Total Market Index Fund (FSKAX). 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 | FSKAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.83 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.29 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.04 | +0.15 |
Martin ratioReturn relative to average drawdown | 5.30 | 5.05 | +0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PARWX | FSKAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.83 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.59 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.72 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.78 | -0.21 |
Correlation
The correlation between PARWX and FSKAX 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. FSKAX - Dividend Comparison
PARWX's dividend yield for the trailing twelve months is around 12.65%, more than FSKAX's 1.09% 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% |
FSKAX Fidelity Total Market Index Fund | 1.09% | 1.01% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.07% | 2.43% | 0.82% |
Drawdowns
PARWX vs. FSKAX - Drawdown Comparison
The maximum PARWX drawdown since its inception was -47.76%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for PARWX and FSKAX.
Loading graphics...
Drawdown Indicators
| PARWX | FSKAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.76% | -35.01% | -12.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -12.42% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -32.27% | -25.39% | -6.88% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -35.01% | -2.20% |
Current DrawdownCurrent decline from peak | -8.92% | -8.92% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -4.05% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.57% | +0.25% |
Volatility
PARWX vs. FSKAX - Volatility Comparison
The current volatility for Parnassus Endeavor Fund (PARWX) is 3.94%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 4.42%. This indicates that PARWX experiences smaller price fluctuations and is considered to be less risky than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PARWX | FSKAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 4.42% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 9.40% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 18.50% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.73% | 17.38% | +1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.04% | 18.42% | +2.62% |