PRDGX vs. PRBLX
Compare and contrast key facts about T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and Parnassus Core Equity Fund (PRBLX).
PRDGX is managed by T. Rowe Price. It was launched on Dec 30, 1992. PRBLX is managed by Parnassus. It was launched on Aug 31, 1992.
Performance
PRDGX vs. PRBLX - Performance Comparison
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PRDGX vs. PRBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | -2.47% | 14.74% | 13.48% | 13.68% | -10.22% | 26.03% | 13.92% | 31.76% | -1.06% | 18.89% |
PRBLX Parnassus Core Equity Fund | -8.62% | 11.67% | 18.58% | 24.97% | -18.64% | 27.59% | 21.21% | 30.68% | -0.30% | 16.63% |
Returns By Period
In the year-to-date period, PRDGX achieves a -2.47% return, which is significantly higher than PRBLX's -8.62% return. Both investments have delivered pretty close results over the past 10 years, with PRDGX having a 12.09% annualized return and PRBLX not far behind at 11.97%.
PRDGX
- 1D
- 0.03%
- 1M
- -7.31%
- YTD
- -2.47%
- 6M
- -0.01%
- 1Y
- 9.42%
- 3Y*
- 12.29%
- 5Y*
- 9.25%
- 10Y*
- 12.09%
PRBLX
- 1D
- 0.02%
- 1M
- -8.59%
- YTD
- -8.62%
- 6M
- -7.14%
- 1Y
- 4.60%
- 3Y*
- 12.03%
- 5Y*
- 7.94%
- 10Y*
- 11.97%
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PRDGX vs. PRBLX - Expense Ratio Comparison
PRDGX has a 0.62% expense ratio, which is lower than PRBLX's 0.82% expense ratio.
Return for Risk
PRDGX vs. PRBLX — Risk / Return Rank
PRDGX
PRBLX
PRDGX vs. PRBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and Parnassus Core Equity Fund (PRBLX). 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.
| PRDGX | PRBLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.30 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.08 | 0.55 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.08 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 0.24 | +0.56 |
Martin ratioReturn relative to average drawdown | 3.83 | 0.86 | +2.97 |
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
| PRDGX | PRBLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.30 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.49 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.70 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.69 | -0.04 |
Correlation
The correlation between PRDGX and PRBLX 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.
Dividends
PRDGX vs. PRBLX - Dividend Comparison
PRDGX's dividend yield for the trailing twelve months is around 8.30%, less than PRBLX's 20.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 8.30% | 8.02% | 4.66% | 2.78% | 3.81% | 2.00% | 1.03% | 2.33% | 3.67% | 1.82% | 3.07% | 7.57% |
PRBLX Parnassus Core Equity Fund | 20.83% | 19.08% | 10.00% | 6.01% | 10.13% | 7.77% | 5.87% | 8.02% | 9.64% | 7.16% | 3.80% | 9.62% |
Drawdowns
PRDGX vs. PRBLX - Drawdown Comparison
The maximum PRDGX drawdown since its inception was -49.79%, which is greater than PRBLX's maximum drawdown of -42.20%. Use the drawdown chart below to compare losses from any high point for PRDGX and PRBLX.
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Drawdown Indicators
| PRDGX | PRBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.79% | -42.20% | -7.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -11.63% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -19.31% | -26.31% | +7.00% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | -30.09% | -3.09% |
Current DrawdownCurrent decline from peak | -7.32% | -11.61% | +4.29% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -4.06% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 3.17% | -0.83% |
Volatility
PRDGX vs. PRBLX - Volatility Comparison
The current volatility for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) is 3.43%, while Parnassus Core Equity Fund (PRBLX) has a volatility of 4.09%. This indicates that PRDGX experiences smaller price fluctuations and is considered to be less risky than PRBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRDGX | PRBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 4.09% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 8.57% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 16.68% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 16.19% | -2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 17.22% | -1.36% |