SHE vs. PRBLX
Compare and contrast key facts about SPDR SSGA Gender Diversity Index ETF (SHE) and Parnassus Core Equity Fund (PRBLX).
SHE is a passively managed fund by State Street that tracks the performance of the SSGA Gender Diversity (TR). It was launched on Mar 7, 2016. PRBLX is managed by Parnassus. It was launched on Aug 31, 1992.
Performance
SHE vs. PRBLX - Performance Comparison
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SHE vs. PRBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHE SPDR SSGA Gender Diversity Index ETF | -2.98% | 15.50% | 23.35% | 22.37% | -21.73% | 15.17% | 17.93% | 23.63% | -3.48% | 19.56% |
PRBLX Parnassus Core Equity Fund | -8.62% | 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, SHE achieves a -2.98% return, which is significantly higher than PRBLX's -8.62% return. Over the past 10 years, SHE has underperformed PRBLX with an annualized return of 10.65%, while PRBLX has yielded a comparatively higher 11.97% annualized return.
SHE
- 1D
- 2.37%
- 1M
- -4.69%
- YTD
- -2.98%
- 6M
- 0.90%
- 1Y
- 13.42%
- 3Y*
- 17.00%
- 5Y*
- 7.26%
- 10Y*
- 10.65%
PRBLX
- 1D
- 0.02%
- 1M
- -8.59%
- YTD
- -8.62%
- 6M
- -7.14%
- 1Y
- 4.60%
- 3Y*
- 12.03%
- 5Y*
- 7.94%
- 10Y*
- 11.97%
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SHE vs. PRBLX - Expense Ratio Comparison
SHE has a 0.20% expense ratio, which is lower than PRBLX's 0.82% expense ratio.
Return for Risk
SHE vs. PRBLX — Risk / Return Rank
SHE
PRBLX
SHE vs. PRBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA Gender Diversity Index ETF (SHE) 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.
| SHE | PRBLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.30 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.22 | 0.55 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.08 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 0.24 | +1.03 |
Martin ratioReturn relative to average drawdown | 5.50 | 0.86 | +4.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHE | PRBLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.30 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.49 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.70 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.69 | -0.07 |
Correlation
The correlation between SHE and PRBLX 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
SHE vs. PRBLX - Dividend Comparison
SHE's dividend yield for the trailing twelve months is around 1.26%, less than PRBLX's 20.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHE SPDR SSGA Gender Diversity Index ETF | 1.26% | 1.18% | 1.14% | 1.37% | 1.54% | 0.99% | 1.24% | 1.91% | 7.39% | 5.37% | 6.41% | 0.00% |
PRBLX Parnassus Core Equity Fund | 20.83% | 19.08% | 10.00% | 6.01% | 10.13% | 7.77% | 5.87% | 8.02% | 9.64% | 7.16% | 3.80% | 9.62% |
Drawdowns
SHE vs. PRBLX - Drawdown Comparison
The maximum SHE drawdown since its inception was -35.80%, smaller than the maximum PRBLX drawdown of -42.20%. Use the drawdown chart below to compare losses from any high point for SHE and PRBLX.
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Drawdown Indicators
| SHE | PRBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.80% | -42.20% | +6.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -11.63% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -31.69% | -26.31% | -5.38% |
Max Drawdown (10Y)Largest decline over 10 years | -35.80% | -30.09% | -5.71% |
Current DrawdownCurrent decline from peak | -6.38% | -11.61% | +5.23% |
Average DrawdownAverage peak-to-trough decline | -6.40% | -4.06% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.17% | -0.59% |
Volatility
SHE vs. PRBLX - Volatility Comparison
SPDR SSGA Gender Diversity Index ETF (SHE) has a higher volatility of 4.93% compared to Parnassus Core Equity Fund (PRBLX) at 4.09%. This indicates that SHE's price experiences larger fluctuations and is considered to be riskier 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
| SHE | PRBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.09% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 8.57% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.12% | 16.68% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 16.19% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 17.22% | +0.74% |