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PRBLX vs. VSMPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRBLX and VSMPX is 0.95, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

PRBLX vs. VSMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Parnassus Core Equity Fund (PRBLX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
54.10%
191.63%
PRBLX
VSMPX

Key characteristics

Sharpe Ratio

PRBLX:

-0.00

VSMPX:

0.52

Sortino Ratio

PRBLX:

0.13

VSMPX:

0.85

Omega Ratio

PRBLX:

1.02

VSMPX:

1.12

Calmar Ratio

PRBLX:

-0.00

VSMPX:

0.53

Martin Ratio

PRBLX:

-0.01

VSMPX:

2.16

Ulcer Index

PRBLX:

7.95%

VSMPX:

4.72%

Daily Std Dev

PRBLX:

19.65%

VSMPX:

19.71%

Max Drawdown

PRBLX:

-45.76%

VSMPX:

-34.97%

Current Drawdown

PRBLX:

-16.01%

VSMPX:

-10.94%

Returns By Period

In the year-to-date period, PRBLX achieves a -4.03% return, which is significantly higher than VSMPX's -6.83% return.


PRBLX

YTD

-4.03%

1M

-4.32%

6M

-12.09%

1Y

-1.21%

5Y*

6.82%

10Y*

4.46%

VSMPX

YTD

-6.83%

1M

-5.10%

6M

-5.23%

1Y

8.80%

5Y*

15.46%

10Y*

N/A

*Annualized

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PRBLX vs. VSMPX - Expense Ratio Comparison

PRBLX has a 0.82% expense ratio, which is higher than VSMPX's 0.02% expense ratio.


Expense ratio chart for PRBLX: current value is 0.82%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRBLX: 0.82%
Expense ratio chart for VSMPX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSMPX: 0.02%

Risk-Adjusted Performance

PRBLX vs. VSMPX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRBLX
The Risk-Adjusted Performance Rank of PRBLX is 2525
Overall Rank
The Sharpe Ratio Rank of PRBLX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of PRBLX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of PRBLX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of PRBLX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of PRBLX is 2525
Martin Ratio Rank

VSMPX
The Risk-Adjusted Performance Rank of VSMPX is 6262
Overall Rank
The Sharpe Ratio Rank of VSMPX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VSMPX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VSMPX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VSMPX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VSMPX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRBLX vs. VSMPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Parnassus Core Equity Fund (PRBLX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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.


The chart of Sharpe ratio for PRBLX, currently valued at -0.00, compared to the broader market-1.000.001.002.003.00
PRBLX: -0.00
VSMPX: 0.52
The chart of Sortino ratio for PRBLX, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.00
PRBLX: 0.13
VSMPX: 0.85
The chart of Omega ratio for PRBLX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.00
PRBLX: 1.02
VSMPX: 1.12
The chart of Calmar ratio for PRBLX, currently valued at -0.00, compared to the broader market0.002.004.006.008.0010.00
PRBLX: -0.00
VSMPX: 0.53
The chart of Martin ratio for PRBLX, currently valued at -0.01, compared to the broader market0.0010.0020.0030.0040.0050.00
PRBLX: -0.01
VSMPX: 2.16

The current PRBLX Sharpe Ratio is -0.00, which is lower than the VSMPX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PRBLX and VSMPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.00
0.52
PRBLX
VSMPX

Dividends

PRBLX vs. VSMPX - Dividend Comparison

PRBLX's dividend yield for the trailing twelve months is around 0.33%, less than VSMPX's 1.39% yield.


TTM20242023202220212020201920182017201620152014
PRBLX
Parnassus Core Equity Fund
0.33%0.38%0.57%0.49%0.83%0.57%0.73%1.14%1.30%1.02%2.17%1.46%
VSMPX
Vanguard Total Stock Market Index Fund Institutional Plus Shares
1.39%1.27%1.44%1.67%1.22%1.43%1.78%2.05%1.73%1.95%1.52%0.00%

Drawdowns

PRBLX vs. VSMPX - Drawdown Comparison

The maximum PRBLX drawdown since its inception was -45.76%, which is greater than VSMPX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for PRBLX and VSMPX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.01%
-10.94%
PRBLX
VSMPX

Volatility

PRBLX vs. VSMPX - Volatility Comparison

The current volatility for Parnassus Core Equity Fund (PRBLX) is 12.75%, while Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) has a volatility of 14.32%. This indicates that PRBLX experiences smaller price fluctuations and is considered to be less risky than VSMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.75%
14.32%
PRBLX
VSMPX