PARWX vs. IVV
Compare and contrast key facts about Parnassus Endeavor Fund (PARWX) and iShares Core S&P 500 ETF (IVV).
PARWX is managed by Parnassus. It was launched on Apr 29, 2005. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Performance
PARWX vs. IVV - Performance Comparison
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PARWX vs. IVV - 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% |
IVV iShares Core S&P 500 ETF | -4.38% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Returns By Period
In the year-to-date period, PARWX achieves a -4.03% return, which is significantly higher than IVV's -4.38% return. Over the past 10 years, PARWX has underperformed IVV with an annualized return of 13.27%, while IVV has yielded a comparatively higher 14.02% 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%
IVV
- 1D
- 2.88%
- 1M
- -4.99%
- YTD
- -4.38%
- 6M
- -1.80%
- 1Y
- 17.69%
- 3Y*
- 18.29%
- 5Y*
- 11.76%
- 10Y*
- 14.02%
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PARWX vs. IVV - Expense Ratio Comparison
PARWX has a 0.88% expense ratio, which is higher than IVV's 0.03% expense ratio.
Return for Risk
PARWX vs. IVV — Risk / Return Rank
PARWX
IVV
PARWX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Endeavor Fund (PARWX) and iShares Core S&P 500 ETF (IVV). 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 | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.97 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.49 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.53 | -0.35 |
Martin ratioReturn relative to average drawdown | 5.30 | 7.32 | -2.02 |
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 | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.97 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.70 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.78 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.42 | +0.15 |
Correlation
The correlation between PARWX and IVV 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. IVV - Dividend Comparison
PARWX's dividend yield for the trailing twelve months is around 12.65%, more than IVV's 1.23% 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% |
IVV iShares Core S&P 500 ETF | 1.23% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
PARWX vs. IVV - Drawdown Comparison
The maximum PARWX drawdown since its inception was -47.76%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PARWX and IVV.
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Drawdown Indicators
| PARWX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.76% | -55.25% | +7.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -12.06% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -32.27% | -24.53% | -7.74% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -33.90% | -3.31% |
Current DrawdownCurrent decline from peak | -8.92% | -6.26% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -10.85% | +3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.53% | +0.29% |
Volatility
PARWX vs. IVV - Volatility Comparison
The current volatility for Parnassus Endeavor Fund (PARWX) is 3.94%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.30%. This indicates that PARWX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PARWX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 5.30% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 9.45% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 18.31% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.73% | 16.89% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.04% | 18.04% | +3.00% |