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QWLD vs. PRBLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QWLD vs. PRBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI World StrategicFactors ETF (QWLD) and Parnassus Core Equity Fund (PRBLX). The values are adjusted to include any dividend payments, if applicable.

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QWLD vs. PRBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QWLD
SPDR MSCI World StrategicFactors ETF
0.53%17.93%14.44%19.59%-13.30%21.57%10.24%27.59%-7.02%22.44%
PRBLX
Parnassus Core Equity Fund
-6.17%11.67%18.58%24.97%-18.64%27.59%21.21%30.68%-0.30%16.63%

Returns By Period

In the year-to-date period, QWLD achieves a 0.53% return, which is significantly higher than PRBLX's -6.17% return. Over the past 10 years, QWLD has underperformed PRBLX with an annualized return of 11.14%, while PRBLX has yielded a comparatively higher 12.27% annualized return.


QWLD

1D
0.61%
1M
-4.33%
YTD
0.53%
6M
3.21%
1Y
15.02%
3Y*
15.26%
5Y*
9.99%
10Y*
11.14%

PRBLX

1D
2.68%
1M
-6.10%
YTD
-6.17%
6M
-5.13%
1Y
6.94%
3Y*
13.02%
5Y*
8.22%
10Y*
12.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QWLD vs. PRBLX - Expense Ratio Comparison

QWLD has a 0.30% expense ratio, which is lower than PRBLX's 0.82% expense ratio.


Return for Risk

QWLD vs. PRBLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QWLD
QWLD Risk / Return Rank: 6060
Overall Rank
QWLD Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QWLD Sortino Ratio Rank: 6161
Sortino Ratio Rank
QWLD Omega Ratio Rank: 6060
Omega Ratio Rank
QWLD Calmar Ratio Rank: 5353
Calmar Ratio Rank
QWLD Martin Ratio Rank: 6767
Martin Ratio Rank

PRBLX
PRBLX Risk / Return Rank: 1616
Overall Rank
PRBLX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRBLX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRBLX Omega Ratio Rank: 1515
Omega Ratio Rank
PRBLX Calmar Ratio Rank: 1616
Calmar Ratio Rank
PRBLX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QWLD vs. PRBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World StrategicFactors ETF (QWLD) and Parnassus Core Equity Fund (PRBLX). 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.


QWLDPRBLXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.44

+0.62

Sortino ratio

Return per unit of downside risk

1.61

0.76

+0.85

Omega ratio

Gain probability vs. loss probability

1.23

1.11

+0.13

Calmar ratio

Return relative to maximum drawdown

1.44

0.49

+0.95

Martin ratio

Return relative to average drawdown

7.15

1.81

+5.35

QWLD vs. PRBLX - Sharpe Ratio Comparison

The current QWLD Sharpe Ratio is 1.07, which is higher than the PRBLX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of QWLD and PRBLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QWLDPRBLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.44

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.51

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.71

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.69

-0.02

Correlation

The correlation between QWLD and PRBLX is 0.74, 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

QWLD vs. PRBLX - Dividend Comparison

QWLD's dividend yield for the trailing twelve months is around 1.84%, less than PRBLX's 20.28% yield.


TTM20252024202320222021202020192018201720162015
QWLD
SPDR MSCI World StrategicFactors ETF
1.84%1.85%1.74%1.78%2.02%1.77%1.77%2.13%2.33%2.73%2.22%3.42%
PRBLX
Parnassus Core Equity Fund
20.28%19.08%10.00%6.01%10.13%7.77%5.87%8.02%9.64%7.16%3.80%9.62%

Drawdowns

QWLD vs. PRBLX - Drawdown Comparison

The maximum QWLD drawdown since its inception was -31.89%, smaller than the maximum PRBLX drawdown of -42.20%. Use the drawdown chart below to compare losses from any high point for QWLD and PRBLX.


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Drawdown Indicators


QWLDPRBLXDifference

Max Drawdown

Largest peak-to-trough decline

-31.89%

-42.20%

+10.31%

Max Drawdown (1Y)

Largest decline over 1 year

-10.44%

-11.63%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.84%

-26.31%

+3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.89%

-30.09%

-1.80%

Current Drawdown

Current decline from peak

-4.82%

-9.24%

+4.42%

Average Drawdown

Average peak-to-trough decline

-3.74%

-4.06%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

3.14%

-1.04%

Volatility

QWLD vs. PRBLX - Volatility Comparison

The current volatility for SPDR MSCI World StrategicFactors ETF (QWLD) is 4.62%, while Parnassus Core Equity Fund (PRBLX) has a volatility of 5.11%. This indicates that QWLD experiences smaller price fluctuations and is considered to be less risky than PRBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QWLDPRBLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

5.11%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

8.96%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

16.86%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

16.23%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.20%

17.24%

-2.04%