PRILX vs. FSKAX
Compare and contrast key facts about Parnassus Core Equity Institutional Shares (PRILX) and Fidelity Total Market Index Fund (FSKAX).
PRILX is managed by Parnassus. FSKAX is managed by Fidelity.
Performance
PRILX vs. FSKAX - Performance Comparison
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PRILX vs. FSKAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRILX Parnassus Core Equity Institutional Shares | -8.59% | 11.91% | 18.81% | 25.25% | -18.47% | 27.86% | 21.50% | 30.95% | -0.06% | 16.87% |
FSKAX Fidelity Total Market Index Fund | -6.77% | 17.06% | 23.89% | 26.12% | -19.53% | 25.66% | 20.79% | 30.92% | -5.32% | 20.85% |
Returns By Period
In the year-to-date period, PRILX achieves a -8.59% return, which is significantly lower than FSKAX's -6.77% return. Over the past 10 years, PRILX has underperformed FSKAX with an annualized return of 12.21%, while FSKAX has yielded a comparatively higher 13.23% annualized return.
PRILX
- 1D
- 0.02%
- 1M
- -8.57%
- YTD
- -8.59%
- 6M
- -7.05%
- 1Y
- 4.82%
- 3Y*
- 12.26%
- 5Y*
- 8.16%
- 10Y*
- 12.21%
FSKAX
- 1D
- -0.47%
- 1M
- -7.69%
- YTD
- -6.77%
- 6M
- -4.56%
- 1Y
- 14.73%
- 3Y*
- 16.72%
- 5Y*
- 10.13%
- 10Y*
- 13.23%
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PRILX vs. FSKAX - Expense Ratio Comparison
PRILX has a 0.61% expense ratio, which is higher than FSKAX's 0.02% expense ratio.
Return for Risk
PRILX vs. FSKAX — Risk / Return Rank
PRILX
FSKAX
PRILX vs. FSKAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Core Equity Institutional Shares (PRILX) and Fidelity Total Market Index Fund (FSKAX). 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.
| PRILX | FSKAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.83 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.57 | 1.29 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.19 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.04 | -0.79 |
Martin ratioReturn relative to average drawdown | 0.93 | 5.05 | -4.12 |
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
| PRILX | FSKAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.83 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.59 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.72 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.78 | -0.16 |
Correlation
The correlation between PRILX and FSKAX 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.
Dividends
PRILX vs. FSKAX - Dividend Comparison
PRILX's dividend yield for the trailing twelve months is around 20.85%, more than FSKAX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRILX Parnassus Core Equity Institutional Shares | 20.85% | 19.16% | 10.17% | 6.18% | 10.34% | 7.94% | 6.04% | 8.23% | 9.89% | 7.37% | 3.99% | 9.84% |
FSKAX Fidelity Total Market Index Fund | 1.09% | 1.01% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.07% | 2.43% | 0.82% |
Drawdowns
PRILX vs. FSKAX - Drawdown Comparison
The maximum PRILX drawdown since its inception was -42.00%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for PRILX and FSKAX.
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Drawdown Indicators
| PRILX | FSKAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.00% | -35.01% | -6.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -12.42% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -25.39% | -0.79% |
Max Drawdown (10Y)Largest decline over 10 years | -30.02% | -35.01% | +4.99% |
Current DrawdownCurrent decline from peak | -11.59% | -8.92% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -4.05% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.57% | +0.59% |
Volatility
PRILX vs. FSKAX - Volatility Comparison
The current volatility for Parnassus Core Equity Institutional Shares (PRILX) is 4.08%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 4.42%. This indicates that PRILX experiences smaller price fluctuations and is considered to be less risky than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRILX | FSKAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 4.42% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 9.40% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 18.50% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 17.38% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 18.42% | -1.23% |