PRILX vs. DODGX
Compare and contrast key facts about Parnassus Core Equity Institutional Shares (PRILX) and Dodge & Cox Stock Fund Class I (DODGX).
PRILX is managed by Parnassus. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRILX or DODGX.
Performance
PRILX vs. DODGX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with PRILX having a 21.47% return and DODGX slightly lower at 20.91%. Over the past 10 years, PRILX has underperformed DODGX with an annualized return of 6.31%, while DODGX has yielded a comparatively higher 11.28% annualized return.
PRILX
21.47%
2.19%
11.21%
27.07%
8.83%
6.31%
DODGX
20.91%
3.23%
12.21%
28.92%
13.91%
11.28%
Key characteristics
| PRILX | DODGX | |
|---|---|---|
| Sharpe Ratio | 2.23 | 2.71 |
| Sortino Ratio | 2.99 | 3.76 |
| Omega Ratio | 1.41 | 1.50 |
| Calmar Ratio | 1.34 | 5.51 |
| Martin Ratio | 14.61 | 20.03 |
| Ulcer Index | 1.85% | 1.46% |
| Daily Std Dev | 12.16% | 10.84% |
| Max Drawdown | -42.00% | -63.25% |
| Current Drawdown | -0.74% | -0.79% |
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PRILX vs. DODGX - Expense Ratio Comparison
PRILX has a 0.61% expense ratio, which is higher than DODGX's 0.51% expense ratio.
Correlation
The correlation between PRILX and DODGX is 0.86, 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
PRILX vs. DODGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Core Equity Institutional Shares (PRILX) and Dodge & Cox Stock Fund Class I (DODGX). 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
PRILX vs. DODGX - Dividend Comparison
PRILX's dividend yield for the trailing twelve months is around 0.52%, less than DODGX's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRILX Parnassus Core Equity Institutional Shares | 0.52% | 0.76% | 0.72% | 1.02% | 0.76% | 0.96% | 1.40% | 1.52% | 1.22% | 2.40% | 1.65% | 1.48% |
DODGX Dodge & Cox Stock Fund Class I | 1.39% | 1.45% | 1.43% | 1.25% | 1.74% | 1.88% | 1.68% | 1.53% | 1.64% | 1.51% | 3.17% | 1.25% |
Drawdowns
PRILX vs. DODGX - Drawdown Comparison
The maximum PRILX drawdown since its inception was -42.00%, smaller than the maximum DODGX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for PRILX and DODGX. For additional features, visit the drawdowns tool.
Volatility
PRILX vs. DODGX - Volatility Comparison
Parnassus Core Equity Institutional Shares (PRILX) and Dodge & Cox Stock Fund Class I (DODGX) have volatilities of 4.09% and 4.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.