PARWX vs. LSVVX
PARWX (Parnassus Endeavor Fund) and LSVVX (LSV Conservative Value Equity Fund) are both Large Cap Value Equities funds. Over the past 10 years, PARWX returned 15.11%/yr vs 11.26%/yr for LSVVX. Their correlation of 0.89 means they have usually moved in the same direction. PARWX charges 0.88%/yr vs 0.35%/yr for LSVVX.
Performance
PARWX vs. LSVVX - Performance Comparison
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Returns By Period
In the year-to-date period, PARWX achieves a 17.13% return, which is significantly lower than LSVVX's 21.02% return. Over the past 10 years, PARWX has outperformed LSVVX with an annualized return of 15.11%, while LSVVX has yielded a comparatively lower 11.26% annualized return.
PARWX
- 1D
- 0.82%
- 1M
- 0.54%
- 6M
- 11.27%
- YTD
- 17.13%
- 1Y
- 31.23%
- 3Y*
- 17.82%
- 5Y*
- 9.87%
- 10Y*
- 15.11%
- ALL TIME*
- 12.95%
LSVVX
- 1D
- 0.35%
- 1M
- 3.76%
- 6M
- 15.85%
- YTD
- 21.02%
- 1Y
- 39.58%
- 3Y*
- 15.88%
- 5Y*
- 11.32%
- 10Y*
- 11.26%
- ALL TIME*
- 7.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PARWX vs. LSVVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PARWX Parnassus Endeavor Fund | 17.13% | 19.07% | 12.03% | 13.67% | -13.71% | 31.09% | 27.42% | 33.28% | -13.58% | 19.85% |
LSVVX LSV Conservative Value Equity Fund | 21.02% | 19.63% | 3.97% | 12.19% | -4.02% | 28.57% | -3.46% | 25.29% | -11.10% | 16.18% |
Correlation
The correlation between PARWX and LSVVX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2007 | 0.89 |
The correlation between PARWX and LSVVX has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
PARWX vs. LSVVX — Risk / Return Rank
PARWX
LSVVX
PARWX vs. LSVVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Endeavor Fund (PARWX) and LSV Conservative Value Equity Fund (LSVVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PARWX | LSVVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.62 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 6.10 | -2.79 |
| Martin ratioReturn relative to average drawdown | 15.41 | 24.16 | -8.75 |
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Drawdowns
PARWX vs. LSVVX - Drawdown Comparison
The maximum PARWX drawdown since its inception was -47.76%, smaller than the maximum LSVVX drawdown of -61.62%. Use the drawdown chart below to compare losses from any high point for PARWX and LSVVX.
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Drawdown Indicators
| PARWX | LSVVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.76% | -61.62% | +13.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -6.23% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -24.61% | +6.59% |
Max Drawdown (5Y)Largest decline over 5 years | -32.27% | -24.61% | -7.66% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -40.61% | +3.40% |
Current DrawdownCurrent decline from peak | 0.00% | -0.41% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -12.10% | +5.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.57% | +0.34% |
Volatility
PARWX vs. LSVVX - Volatility Comparison
Parnassus Endeavor Fund (PARWX) has a higher volatility of 3.49% compared to LSV Conservative Value Equity Fund (LSVVX) at 2.67%. This indicates that PARWX's price experiences larger fluctuations and is considered to be riskier than LSVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PARWX | LSVVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 2.67% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 8.14% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 11.20% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.73% | 15.84% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.96% | 18.42% | +2.54% |
PARWX vs. LSVVX - Expense Ratio Comparison
PARWX has a 0.88% expense ratio, which is higher than LSVVX's 0.35% expense ratio.
Dividends
PARWX vs. LSVVX - Dividend Comparison
PARWX's dividend yield for the trailing twelve months is around 10.37%, less than LSVVX's 11.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSVVX LSV Conservative Value Equity Fund | 11.31% | 13.69% | 2.45% | 6.57% | 5.41% | 3.67% | 2.40% | 21.48% | 3.91% | 1.98% | 2.37% | 2.38% |
PARWX Parnassus Endeavor Fund | 10.37% | 12.14% | 8.25% | 1.76% | 2.97% | 16.75% | 0.70% | 0.79% | 12.34% | 6.32% | 3.27% | 10.26% |
Frequently Asked Questions
PARWX and LSVVX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PARWX has higher volatility (3.49%) compared to LSVVX (2.67%). In terms of maximum drawdown, PARWX dropped -47.76% vs LSVVX's -61.62%.
LSVVX currently has the higher Sharpe Ratio (3.40 vs 2.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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