PRBLX vs. WSEFX
Compare and contrast key facts about Parnassus Core Equity Fund (PRBLX) and Boston Trust Walden Equity Fund (WSEFX).
PRBLX is managed by Parnassus. It was launched on Aug 31, 1992. WSEFX is managed by Boston Trust Walden Funds. It was launched on Jun 18, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRBLX or WSEFX.
Performance
PRBLX vs. WSEFX - Performance Comparison
Returns By Period
In the year-to-date period, PRBLX achieves a 19.95% return, which is significantly higher than WSEFX's 10.85% return. Over the past 10 years, PRBLX has underperformed WSEFX with an annualized return of 5.82%, while WSEFX has yielded a comparatively higher 10.91% annualized return.
PRBLX
19.95%
-0.05%
9.48%
25.80%
8.36%
5.82%
WSEFX
10.85%
-0.21%
4.28%
15.34%
11.04%
10.91%
Key characteristics
| PRBLX | WSEFX | |
|---|---|---|
| Sharpe Ratio | 2.14 | 1.49 |
| Sortino Ratio | 2.91 | 2.06 |
| Omega Ratio | 1.39 | 1.28 |
| Calmar Ratio | 1.26 | 2.18 |
| Martin Ratio | 13.80 | 8.51 |
| Ulcer Index | 1.87% | 1.81% |
| Daily Std Dev | 12.05% | 10.38% |
| Max Drawdown | -45.76% | -49.83% |
| Current Drawdown | -1.83% | -1.61% |
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PRBLX vs. WSEFX - Expense Ratio Comparison
PRBLX has a 0.82% expense ratio, which is lower than WSEFX's 1.00% expense ratio.
Correlation
The correlation between PRBLX and WSEFX is 0.92, 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.
Risk-Adjusted Performance
PRBLX vs. WSEFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Core Equity Fund (PRBLX) and Boston Trust Walden Equity Fund (WSEFX). 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
PRBLX vs. WSEFX - Dividend Comparison
PRBLX's dividend yield for the trailing twelve months is around 0.37%, less than WSEFX's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRBLX Parnassus Core Equity Fund | 0.37% | 0.57% | 0.49% | 0.83% | 0.57% | 0.73% | 1.14% | 1.30% | 1.02% | 2.17% | 1.46% | 1.32% |
WSEFX Boston Trust Walden Equity Fund | 0.62% | 0.69% | 0.70% | 0.34% | 0.75% | 0.77% | 0.90% | 0.92% | 0.94% | 1.36% | 0.94% | 0.86% |
Drawdowns
PRBLX vs. WSEFX - Drawdown Comparison
The maximum PRBLX drawdown since its inception was -45.76%, smaller than the maximum WSEFX drawdown of -49.83%. Use the drawdown chart below to compare losses from any high point for PRBLX and WSEFX. For additional features, visit the drawdowns tool.
Volatility
PRBLX vs. WSEFX - Volatility Comparison
Parnassus Core Equity Fund (PRBLX) has a higher volatility of 4.07% compared to Boston Trust Walden Equity Fund (WSEFX) at 3.39%. This indicates that PRBLX's price experiences larger fluctuations and is considered to be riskier than WSEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.