PRILX vs. VSMPX
Compare and contrast key facts about Parnassus Core Equity Institutional Shares (PRILX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX).
PRILX is managed by Parnassus. VSMPX is managed by Vanguard. It was launched on Apr 28, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRILX or VSMPX.
Key characteristics
| PRILX | VSMPX | |
|---|---|---|
| YTD Return | 4.81% | 5.94% |
| 1Y Return | 21.73% | 25.61% |
| 3Y Return (Ann) | 6.70% | 6.43% |
| 5Y Return (Ann) | 13.08% | 12.51% |
| Sharpe Ratio | 1.82 | 2.05 |
| Daily Std Dev | 11.65% | 12.12% |
| Max Drawdown | -42.00% | -34.97% |
| Current Drawdown | -4.81% | -3.71% |
Correlation
The correlation between PRILX and VSMPX is 0.95, 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.
Performance
PRILX vs. VSMPX - Performance Comparison
In the year-to-date period, PRILX achieves a 4.81% return, which is significantly lower than VSMPX's 5.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRILX vs. VSMPX - Expense Ratio Comparison
PRILX has a 0.61% expense ratio, which is higher than VSMPX's 0.02% expense ratio.
Risk-Adjusted Performance
PRILX vs. VSMPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Parnassus Core Equity Institutional Shares (PRILX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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. VSMPX - Dividend Comparison
PRILX's dividend yield for the trailing twelve months is around 5.90%, more than VSMPX's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRILX Parnassus Core Equity Institutional Shares | 5.90% | 6.18% | 10.34% | 7.94% | 6.04% | 8.23% | 9.89% | 7.37% | 3.99% | 9.84% | 3.30% | 6.58% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 1.41% | 1.44% | 1.67% | 1.22% | 1.43% | 1.78% | 2.05% | 1.73% | 1.95% | 1.52% | 0.00% | 0.00% |
Drawdowns
PRILX vs. VSMPX - Drawdown Comparison
The maximum PRILX drawdown since its inception was -42.00%, which is greater than VSMPX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for PRILX and VSMPX. For additional features, visit the drawdowns tool.
Volatility
PRILX vs. VSMPX - Volatility Comparison
Parnassus Core Equity Institutional Shares (PRILX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) have volatilities of 4.00% and 4.13%, 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.