PARWX vs. VGT
Compare and contrast key facts about Parnassus Endeavor Fund (PARWX) and Vanguard Information Technology ETF (VGT).
PARWX is managed by Parnassus. It was launched on Apr 29, 2005. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Mar 25, 2004.
Performance
PARWX vs. VGT - Performance Comparison
Loading graphics...
PARWX vs. VGT - 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% |
VGT Vanguard Information Technology ETF | -6.16% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Returns By Period
In the year-to-date period, PARWX achieves a -1.56% return, which is significantly higher than VGT's -6.16% return. Over the past 10 years, PARWX has underperformed VGT with an annualized return of 13.56%, while VGT has yielded a comparatively higher 21.51% 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%
VGT
- 1D
- 1.28%
- 1M
- -3.61%
- YTD
- -6.16%
- 6M
- -5.90%
- 1Y
- 29.76%
- 3Y*
- 23.10%
- 5Y*
- 14.83%
- 10Y*
- 21.51%
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. VGT - Expense Ratio Comparison
PARWX has a 0.88% expense ratio, which is higher than VGT's 0.09% expense ratio.
Return for Risk
PARWX vs. VGT — Risk / Return Rank
PARWX
VGT
PARWX vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Endeavor Fund (PARWX) and Vanguard Information Technology ETF (VGT). 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 | VGT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.10 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.67 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.88 | -0.38 |
Martin ratioReturn relative to average drawdown | 6.63 | 5.77 | +0.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PARWX | VGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.10 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.59 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.88 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.61 | -0.03 |
Correlation
The correlation between PARWX and VGT is 0.81, 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. VGT - Dividend Comparison
PARWX's dividend yield for the trailing twelve months is around 12.34%, more than VGT's 0.43% 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% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Drawdowns
PARWX vs. VGT - Drawdown Comparison
The maximum PARWX drawdown since its inception was -47.76%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for PARWX and VGT.
Loading graphics...
Drawdown Indicators
| PARWX | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.76% | -54.63% | +6.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -16.40% | +4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -32.27% | -35.07% | +2.80% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -35.07% | -2.14% |
Current DrawdownCurrent decline from peak | -6.59% | -11.66% | +5.07% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -8.00% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 5.35% | -2.59% |
Volatility
PARWX vs. VGT - Volatility Comparison
The current volatility for Parnassus Endeavor Fund (PARWX) is 4.93%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.03%. This indicates that PARWX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PARWX | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 8.03% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 16.35% | -7.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.34% | 27.27% | -9.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.76% | 25.06% | -6.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.06% | 24.48% | -3.42% |