PARWX vs. VTI
Compare and contrast key facts about Parnassus Endeavor Fund (PARWX) and Vanguard Total Stock Market ETF (VTI).
PARWX is managed by Parnassus. It was launched on Apr 29, 2005. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PARWX or VTI.
Key characteristics
| PARWX | VTI | |
|---|---|---|
| YTD Return | 15.81% | 26.15% |
| 1Y Return | 26.46% | 35.28% |
| 3Y Return (Ann) | -0.65% | 8.67% |
| 5Y Return (Ann) | 10.76% | 15.15% |
| 10Y Return (Ann) | 8.30% | 12.89% |
| Sharpe Ratio | 2.45 | 3.04 |
| Sortino Ratio | 3.34 | 4.05 |
| Omega Ratio | 1.44 | 1.57 |
| Calmar Ratio | 1.30 | 4.47 |
| Martin Ratio | 11.62 | 19.73 |
| Ulcer Index | 2.51% | 1.94% |
| Daily Std Dev | 11.90% | 12.58% |
| Max Drawdown | -48.96% | -55.45% |
| Current Drawdown | -1.95% | -0.44% |
Correlation
The correlation between PARWX and VTI 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.
Performance
PARWX vs. VTI - Performance Comparison
In the year-to-date period, PARWX achieves a 15.81% return, which is significantly lower than VTI's 26.15% return. Over the past 10 years, PARWX has underperformed VTI with an annualized return of 8.30%, while VTI has yielded a comparatively higher 12.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PARWX vs. VTI - Expense Ratio Comparison
PARWX has a 0.88% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
PARWX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Endeavor Fund (PARWX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
PARWX vs. VTI - Dividend Comparison
PARWX's dividend yield for the trailing twelve months is around 1.03%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PARWX Parnassus Endeavor Fund | 1.03% | 1.20% | 1.19% | 1.80% | 0.70% | 0.79% | 1.80% | 2.08% | 0.98% | 3.11% | 1.71% | 1.85% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PARWX vs. VTI - Drawdown Comparison
The maximum PARWX drawdown since its inception was -48.96%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PARWX and VTI. For additional features, visit the drawdowns tool.
Volatility
PARWX vs. VTI - Volatility Comparison
The current volatility for Parnassus Endeavor Fund (PARWX) is 3.34%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.97%. This indicates that PARWX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.