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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHE or PRBLX.
Correlation
The correlation between SHE and PRBLX is 0.92, 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
SHE vs. PRBLX - Performance Comparison
Key characteristics
SHE:
0.59
PRBLX:
-0.03
SHE:
0.94
PRBLX:
0.09
SHE:
1.14
PRBLX:
1.01
SHE:
0.62
PRBLX:
-0.03
SHE:
2.46
PRBLX:
-0.08
SHE:
4.27%
PRBLX:
8.01%
SHE:
17.82%
PRBLX:
19.66%
SHE:
-35.80%
PRBLX:
-45.76%
SHE:
-8.86%
PRBLX:
-15.48%
Returns By Period
In the year-to-date period, SHE achieves a -2.86% return, which is significantly higher than PRBLX's -3.43% return.
SHE
-2.86%
-2.77%
-2.22%
10.67%
12.70%
N/A
PRBLX
-3.43%
-2.61%
-11.33%
-1.53%
6.67%
4.53%
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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.
Risk-Adjusted Performance
SHE vs. PRBLX — Risk-Adjusted Performance Rank
SHE
PRBLX
SHE vs. PRBLX - Risk-Adjusted Performance 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.
Dividends
SHE vs. PRBLX - Dividend Comparison
SHE's dividend yield for the trailing twelve months is around 1.23%, more than PRBLX's 0.33% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHE SPDR SSGA Gender Diversity Index ETF | 1.23% | 1.14% | 1.37% | 1.54% | 0.99% | 1.24% | 1.91% | 7.39% | 5.37% | 6.41% | 0.00% | 0.00% |
PRBLX Parnassus Core Equity Fund | 0.33% | 0.38% | 0.57% | 0.49% | 0.83% | 0.57% | 0.73% | 1.14% | 1.30% | 1.02% | 2.17% | 1.46% |
Drawdowns
SHE vs. PRBLX - Drawdown Comparison
The maximum SHE drawdown since its inception was -35.80%, smaller than the maximum PRBLX drawdown of -45.76%. Use the drawdown chart below to compare losses from any high point for SHE and PRBLX. For additional features, visit the drawdowns tool.
Volatility
SHE vs. PRBLX - Volatility Comparison
SPDR SSGA Gender Diversity Index ETF (SHE) and Parnassus Core Equity Fund (PRBLX) have volatilities of 12.64% and 12.75%, 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.