PRILX vs. VOO
Compare and contrast key facts about Parnassus Core Equity Institutional Shares (PRILX) and Vanguard S&P 500 ETF (VOO).
PRILX is managed by Parnassus. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRILX or VOO.
Performance
PRILX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, PRILX achieves a 21.47% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, PRILX has underperformed VOO with an annualized return of 6.31%, while VOO has yielded a comparatively higher 13.22% annualized return.
PRILX
21.47%
2.19%
11.21%
27.07%
8.83%
6.31%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| PRILX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.23 | 2.69 |
| Sortino Ratio | 2.99 | 3.59 |
| Omega Ratio | 1.41 | 1.50 |
| Calmar Ratio | 1.34 | 3.88 |
| Martin Ratio | 14.61 | 17.58 |
| Ulcer Index | 1.85% | 1.86% |
| Daily Std Dev | 12.16% | 12.19% |
| Max Drawdown | -42.00% | -33.99% |
| Current Drawdown | -0.74% | -0.53% |
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PRILX vs. VOO - Expense Ratio Comparison
PRILX has a 0.61% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between PRILX and VOO is 0.94, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Core Equity Institutional Shares (PRILX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
PRILX's dividend yield for the trailing twelve months is around 0.52%, less than VOO's 1.24% yield.
| 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PRILX vs. VOO - Drawdown Comparison
The maximum PRILX drawdown since its inception was -42.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRILX and VOO. For additional features, visit the drawdowns tool.
Volatility
PRILX vs. VOO - Volatility Comparison
Parnassus Core Equity Institutional Shares (PRILX) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.09% and 3.99%, 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.