PRBLX vs. DFIEX
Compare and contrast key facts about Parnassus Core Equity Fund (PRBLX) and DFA International Core Equity Portfolio I (DFIEX).
PRBLX is managed by Parnassus. It was launched on Aug 31, 1992. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
PRBLX vs. DFIEX - Performance Comparison
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PRBLX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRBLX Parnassus Core Equity Fund | -6.17% | 11.67% | 18.58% | 24.97% | -18.64% | 27.59% | 21.21% | 30.68% | -0.30% | 16.63% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, PRBLX achieves a -6.17% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, PRBLX has outperformed DFIEX with an annualized return of 12.27%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
PRBLX
- 1D
- 2.68%
- 1M
- -6.10%
- YTD
- -6.17%
- 6M
- -5.13%
- 1Y
- 6.94%
- 3Y*
- 13.02%
- 5Y*
- 8.22%
- 10Y*
- 12.27%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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PRBLX vs. DFIEX - Expense Ratio Comparison
PRBLX has a 0.82% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
PRBLX vs. DFIEX — Risk / Return Rank
PRBLX
DFIEX
PRBLX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Core Equity Fund (PRBLX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| PRBLX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 1.95 | -1.51 |
Sortino ratioReturn per unit of downside risk | 0.76 | 2.55 | -1.79 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.39 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 2.57 | -2.09 |
Martin ratioReturn relative to average drawdown | 1.81 | 10.07 | -8.27 |
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
| PRBLX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 1.95 | -1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.60 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.59 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.35 | +0.34 |
Correlation
The correlation between PRBLX and DFIEX is 0.76, 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
PRBLX vs. DFIEX - Dividend Comparison
PRBLX's dividend yield for the trailing twelve months is around 20.28%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRBLX Parnassus Core Equity Fund | 20.28% | 19.08% | 10.00% | 6.01% | 10.13% | 7.77% | 5.87% | 8.02% | 9.64% | 7.16% | 3.80% | 9.62% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
PRBLX vs. DFIEX - Drawdown Comparison
The maximum PRBLX drawdown since its inception was -42.20%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for PRBLX and DFIEX.
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Drawdown Indicators
| PRBLX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.20% | -62.22% | +20.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -11.01% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -26.31% | -28.66% | +2.35% |
Max Drawdown (10Y)Largest decline over 10 years | -30.09% | -41.04% | +10.95% |
Current DrawdownCurrent decline from peak | -9.24% | -7.75% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -12.26% | +8.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.81% | +0.33% |
Volatility
PRBLX vs. DFIEX - Volatility Comparison
The current volatility for Parnassus Core Equity Fund (PRBLX) is 5.11%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that PRBLX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRBLX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 7.09% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 8.96% | 10.45% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.86% | 15.90% | +0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 15.65% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 16.35% | +0.89% |