PARWX vs. LEXCX
Compare and contrast key facts about Parnassus Endeavor Fund (PARWX) and Voya Corporate Leaders Trust Fund (LEXCX).
PARWX is managed by Parnassus. It was launched on Apr 29, 2005. LEXCX is managed by Voya. It was launched on Nov 18, 1935.
Performance
PARWX vs. LEXCX - Performance Comparison
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PARWX vs. LEXCX - 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% | 19.85% |
LEXCX Voya Corporate Leaders Trust Fund | 15.63% | 7.04% | 3.60% | 14.53% | 3.95% | 26.77% | 4.36% | 21.43% | -5.44% | 16.61% |
Returns By Period
In the year-to-date period, PARWX achieves a -1.56% return, which is significantly lower than LEXCX's 15.63% return. Over the past 10 years, PARWX has outperformed LEXCX with an annualized return of 13.56%, while LEXCX has yielded a comparatively lower 11.90% annualized 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%
LEXCX
- 1D
- 0.32%
- 1M
- -0.30%
- YTD
- 15.63%
- 6M
- 12.84%
- 1Y
- 14.00%
- 3Y*
- 13.10%
- 5Y*
- 11.78%
- 10Y*
- 11.90%
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PARWX vs. LEXCX - Expense Ratio Comparison
PARWX has a 0.88% expense ratio, which is higher than LEXCX's 0.52% expense ratio.
Return for Risk
PARWX vs. LEXCX — Risk / Return Rank
PARWX
LEXCX
PARWX vs. LEXCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Endeavor Fund (PARWX) and Voya Corporate Leaders Trust Fund (LEXCX). 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 | LEXCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.92 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.40 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.10 | +0.39 |
Martin ratioReturn relative to average drawdown | 6.63 | 3.77 | +2.86 |
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 | LEXCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.92 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.74 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.64 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.53 | +0.04 |
Correlation
The correlation between PARWX and LEXCX is 0.75, 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. LEXCX - Dividend Comparison
PARWX's dividend yield for the trailing twelve months is around 12.34%, more than LEXCX's 1.43% 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% |
LEXCX Voya Corporate Leaders Trust Fund | 1.43% | 1.65% | 1.66% | 1.58% | 1.65% | 1.54% | 1.91% | 1.86% | 2.03% | 1.79% | 3.93% | 2.37% |
Drawdowns
PARWX vs. LEXCX - Drawdown Comparison
The maximum PARWX drawdown since its inception was -47.76%, smaller than the maximum LEXCX drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for PARWX and LEXCX.
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Drawdown Indicators
| PARWX | LEXCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.76% | -50.42% | +2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -12.78% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -32.27% | -19.75% | -12.52% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -39.21% | +2.00% |
Current DrawdownCurrent decline from peak | -6.59% | -0.55% | -6.04% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -7.14% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 3.75% | -0.99% |
Volatility
PARWX vs. LEXCX - Volatility Comparison
Parnassus Endeavor Fund (PARWX) has a higher volatility of 4.93% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 3.32%. This indicates that PARWX's price experiences larger fluctuations and is considered to be riskier than LEXCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PARWX | LEXCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 3.32% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 9.42% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.34% | 17.71% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.76% | 16.39% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.06% | 18.90% | +2.16% |