PRILX vs. JENSX
PRILX (Parnassus Core Equity Institutional Shares) and JENSX (Jensen Quality Growth Fund) are both Large Cap Blend Equities funds. Over the past 10 years, PRILX returned 14.21%/yr vs 9.03%/yr for JENSX. Their correlation of 0.92 suggests significant overlap in exposure. PRILX charges 0.61%/yr vs 0.81%/yr for JENSX.
Performance
PRILX vs. JENSX - Performance Comparison
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Returns By Period
In the year-to-date period, PRILX achieves a 7.08% return, which is significantly higher than JENSX's -3.14% return. Over the past 10 years, PRILX has outperformed JENSX with an annualized return of 14.21%, while JENSX has yielded a comparatively lower 9.03% annualized return.
PRILX
- 1D
- -0.73%
- 1M
- 1.76%
- YTD
- 7.08%
- 6M
- 6.45%
- 1Y
- 14.91%
- 3Y*
- 16.21%
- 5Y*
- 10.34%
- 10Y*
- 14.21%
JENSX
- 1D
- -1.55%
- 1M
- -2.10%
- YTD
- -3.14%
- 6M
- -3.82%
- 1Y
- 1.16%
- 3Y*
- 2.49%
- 5Y*
- 3.17%
- 10Y*
- 9.03%
PRILX vs. JENSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRILX Parnassus Core Equity Institutional Shares | 7.08% | 11.91% | 18.81% | 25.25% | -18.47% | 27.86% | 21.50% | 30.95% | -0.06% | 16.87% |
JENSX Jensen Quality Growth Fund | -3.14% | 4.46% | -1.03% | 16.60% | -16.58% | 30.32% | 8.24% | 29.02% | 2.01% | 23.21% |
Correlation
The correlation between PRILX and JENSX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2006 | 0.92 |
The correlation between PRILX and JENSX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
PRILX vs. JENSX — Risk / Return Rank
PRILX
JENSX
PRILX vs. JENSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Core Equity Institutional Shares (PRILX) and Jensen Quality Growth Fund (JENSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRILX | JENSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.04 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 0.14 | +1.23 |
| Martin ratioReturn relative to average drawdown | 5.35 | 0.49 | +4.86 |
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Drawdowns
PRILX vs. JENSX - Drawdown Comparison
The maximum PRILX drawdown since its inception was -42.00%, smaller than the maximum JENSX drawdown of -45.54%. Use the drawdown chart below to compare losses from any high point for PRILX and JENSX.
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Drawdown Indicators
| PRILX | JENSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.00% | -45.54% | +3.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -14.74% | +3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -16.28% | -22.85% | +6.57% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -23.81% | -2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -30.02% | -30.72% | +0.70% |
Current DrawdownCurrent decline from peak | -0.86% | -12.23% | +11.37% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -6.27% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 4.32% | -1.34% |
Volatility
PRILX vs. JENSX - Volatility Comparison
Parnassus Core Equity Institutional Shares (PRILX) and Jensen Quality Growth Fund (JENSX) have volatilities of 4.61% and 4.40%, 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.
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Volatility by Period
| PRILX | JENSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 4.40% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 10.00% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 12.14% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 16.06% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 17.18% | +0.11% |
PRILX vs. JENSX - Expense Ratio Comparison
PRILX has a 0.61% expense ratio, which is lower than JENSX's 0.81% expense ratio.
Dividends
PRILX vs. JENSX - Dividend Comparison
PRILX's dividend yield for the trailing twelve months is around 17.86%, less than JENSX's 39.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JENSX Jensen Quality Growth Fund | 39.62% | 38.59% | 0.64% | 7.82% | 3.02% | 6.69% | 0.94% | 8.12% | 10.12% | 3.24% | 4.62% | 11.65% |
PRILX Parnassus Core Equity Institutional Shares | 17.86% | 19.16% | 10.17% | 6.18% | 10.34% | 7.94% | 6.04% | 8.23% | 9.89% | 7.37% | 3.99% | 9.84% |
Frequently Asked Questions
With a correlation of 0.91, PRILX and JENSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PRILX has higher volatility (4.61%) compared to JENSX (4.40%). In terms of maximum drawdown, PRILX dropped -42.00% vs JENSX's -45.54%.
PRILX currently has the higher Sharpe Ratio (1.29 vs 0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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