PRILX vs. PARWX
Compare and contrast key facts about Parnassus Core Equity Institutional Shares (PRILX) and Parnassus Endeavor Fund (PARWX).
PRILX is managed by Parnassus. PARWX is managed by Parnassus. It was launched on Apr 29, 2005.
Performance
PRILX vs. PARWX - Performance Comparison
Loading graphics...
PRILX vs. PARWX - 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% |
PARWX Parnassus Endeavor Fund | -4.03% | 19.07% | 12.03% | 13.67% | -13.71% | 31.09% | 27.42% | 33.28% | -13.58% | 19.85% |
Returns By Period
In the year-to-date period, PRILX achieves a -8.59% return, which is significantly lower than PARWX's -4.03% return. Over the past 10 years, PRILX has underperformed PARWX with an annualized return of 12.21%, while PARWX has yielded a comparatively higher 13.27% 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%
PARWX
- 1D
- -0.71%
- 1M
- -8.31%
- YTD
- -4.03%
- 6M
- 1.17%
- 1Y
- 16.58%
- 3Y*
- 12.78%
- 5Y*
- 7.09%
- 10Y*
- 13.27%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRILX vs. PARWX - Expense Ratio Comparison
PRILX has a 0.61% expense ratio, which is lower than PARWX's 0.88% expense ratio.
Return for Risk
PRILX vs. PARWX — Risk / Return Rank
PRILX
PARWX
PRILX vs. PARWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Core Equity Institutional Shares (PRILX) and Parnassus Endeavor Fund (PARWX). 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 | PARWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 1.02 | -0.70 |
Sortino ratioReturn per unit of downside risk | 0.57 | 1.50 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.19 | -0.93 |
Martin ratioReturn relative to average drawdown | 0.93 | 5.30 | -4.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PRILX | PARWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.02 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.38 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.63 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.57 | +0.05 |
Correlation
The correlation between PRILX and PARWX 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
PRILX vs. PARWX - Dividend Comparison
PRILX's dividend yield for the trailing twelve months is around 20.85%, more than PARWX's 12.65% 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% |
PARWX Parnassus Endeavor Fund | 12.65% | 12.14% | 8.25% | 1.76% | 2.97% | 16.75% | 0.70% | 0.79% | 12.34% | 6.32% | 3.27% | 10.26% |
Drawdowns
PRILX vs. PARWX - Drawdown Comparison
The maximum PRILX drawdown since its inception was -42.00%, smaller than the maximum PARWX drawdown of -47.76%. Use the drawdown chart below to compare losses from any high point for PRILX and PARWX.
Loading graphics...
Drawdown Indicators
| PRILX | PARWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.00% | -47.76% | +5.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -12.20% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -32.27% | +6.09% |
Max Drawdown (10Y)Largest decline over 10 years | -30.02% | -37.21% | +7.19% |
Current DrawdownCurrent decline from peak | -11.59% | -8.92% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -6.93% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.82% | +0.34% |
Volatility
PRILX vs. PARWX - Volatility Comparison
Parnassus Core Equity Institutional Shares (PRILX) and Parnassus Endeavor Fund (PARWX) have volatilities of 4.08% and 3.94%, 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.
Loading graphics...
Volatility by Period
| PRILX | PARWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.94% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 8.74% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 17.19% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 18.73% | -2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 21.04% | -3.85% |