PRILX vs. OEF
Compare and contrast key facts about Parnassus Core Equity Institutional Shares (PRILX) and iShares S&P 100 ETF (OEF).
PRILX is managed by Parnassus. OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000.
Performance
PRILX vs. OEF - Performance Comparison
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PRILX vs. OEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRILX Parnassus Core Equity Institutional Shares | -6.18% | 11.91% | 18.81% | 25.25% | -18.47% | 27.86% | 21.50% | 30.95% | -0.06% | 16.87% |
OEF iShares S&P 100 ETF | -6.33% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
Returns By Period
The year-to-date returns for both stocks are quite close, with PRILX having a -6.18% return and OEF slightly lower at -6.33%. Over the past 10 years, PRILX has underperformed OEF with an annualized return of 12.50%, while OEF has yielded a comparatively higher 15.05% annualized return.
PRILX
- 1D
- 2.63%
- 1M
- -6.13%
- YTD
- -6.18%
- 6M
- -5.08%
- 1Y
- 7.11%
- 3Y*
- 13.24%
- 5Y*
- 8.43%
- 10Y*
- 12.50%
OEF
- 1D
- 0.72%
- 1M
- -4.08%
- YTD
- -6.33%
- 6M
- -3.65%
- 1Y
- 19.18%
- 3Y*
- 20.95%
- 5Y*
- 13.32%
- 10Y*
- 15.05%
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PRILX vs. OEF - Expense Ratio Comparison
PRILX has a 0.61% expense ratio, which is higher than OEF's 0.20% expense ratio.
Return for Risk
PRILX vs. OEF — Risk / Return Rank
PRILX
OEF
PRILX vs. OEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Core Equity Institutional Shares (PRILX) and iShares S&P 100 ETF (OEF). 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 | OEF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 1.00 | -0.54 |
Sortino ratioReturn per unit of downside risk | 0.77 | 1.54 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.50 | 1.63 | -1.13 |
Martin ratioReturn relative to average drawdown | 1.86 | 6.46 | -4.60 |
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 | OEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 1.00 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.76 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.82 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.41 | +0.21 |
Correlation
The correlation between PRILX and OEF is 0.93, 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. OEF - Dividend Comparison
PRILX's dividend yield for the trailing twelve months is around 20.32%, more than OEF's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRILX Parnassus Core Equity Institutional Shares | 20.32% | 19.16% | 10.17% | 6.18% | 10.34% | 7.94% | 6.04% | 8.23% | 9.89% | 7.37% | 3.99% | 9.84% |
OEF iShares S&P 100 ETF | 0.98% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Drawdowns
PRILX vs. OEF - Drawdown Comparison
The maximum PRILX drawdown since its inception was -42.00%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for PRILX and OEF.
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Drawdown Indicators
| PRILX | OEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.00% | -54.11% | +12.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -11.93% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -26.47% | +0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -30.02% | -31.44% | +1.42% |
Current DrawdownCurrent decline from peak | -9.27% | -7.55% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -11.83% | +7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.01% | +0.12% |
Volatility
PRILX vs. OEF - Volatility Comparison
The current volatility for Parnassus Core Equity Institutional Shares (PRILX) is 5.07%, while iShares S&P 100 ETF (OEF) has a volatility of 5.64%. This indicates that PRILX experiences smaller price fluctuations and is considered to be less risky than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRILX | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 5.64% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 10.10% | -1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.84% | 19.35% | -2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 17.69% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 18.41% | -1.20% |