PRILX vs. TRLGX
Compare and contrast key facts about Parnassus Core Equity Institutional Shares (PRILX) and T. Rowe Price Large-Cap Growth Fund (TRLGX).
PRILX is managed by Parnassus. TRLGX is managed by T. Rowe Price. It was launched on Oct 31, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRILX or TRLGX.
Performance
PRILX vs. TRLGX - Performance Comparison
Returns By Period
In the year-to-date period, PRILX achieves a 21.47% return, which is significantly lower than TRLGX's 30.92% return. Over the past 10 years, PRILX has underperformed TRLGX with an annualized return of 6.31%, while TRLGX has yielded a comparatively higher 11.32% annualized return.
PRILX
21.47%
2.19%
11.21%
27.07%
8.83%
6.31%
TRLGX
30.92%
3.55%
13.17%
32.96%
14.38%
11.32%
Key characteristics
| PRILX | TRLGX | |
|---|---|---|
| Sharpe Ratio | 2.23 | 2.09 |
| Sortino Ratio | 2.99 | 2.79 |
| Omega Ratio | 1.41 | 1.38 |
| Calmar Ratio | 1.34 | 1.63 |
| Martin Ratio | 14.61 | 12.58 |
| Ulcer Index | 1.85% | 2.62% |
| Daily Std Dev | 12.16% | 15.80% |
| Max Drawdown | -42.00% | -56.16% |
| Current Drawdown | -0.74% | -1.66% |
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PRILX vs. TRLGX - Expense Ratio Comparison
PRILX has a 0.61% expense ratio, which is higher than TRLGX's 0.55% expense ratio.
Correlation
The correlation between PRILX and TRLGX is 0.88, 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. TRLGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Core Equity Institutional Shares (PRILX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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. TRLGX - Dividend Comparison
PRILX's dividend yield for the trailing twelve months is around 0.52%, while TRLGX has not paid dividends to shareholders.
| 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% |
TRLGX T. Rowe Price Large-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.41% | 0.28% | 0.24% | 0.24% | 0.03% | 0.07% | 0.04% |
Drawdowns
PRILX vs. TRLGX - Drawdown Comparison
The maximum PRILX drawdown since its inception was -42.00%, smaller than the maximum TRLGX drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for PRILX and TRLGX. For additional features, visit the drawdowns tool.
Volatility
PRILX vs. TRLGX - Volatility Comparison
The current volatility for Parnassus Core Equity Institutional Shares (PRILX) is 4.09%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 4.95%. This indicates that PRILX experiences smaller price fluctuations and is considered to be less risky than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.