STLG vs. PRFIX

In the year-to-date period, STLG achieves a 2.63% return, which is significantly higher than PRFIX's -5.18% return.

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STLG has a 0.25% expense ratio, which is lower than PRFIX's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and Parnassus Fixed Income Fund (PRFIX). 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.

The current STLG Sharpe Ratio is 0.72, which is higher than the PRFIX Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of STLG and PRFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

STLG's dividend yield for the trailing twelve months is around 0.20%, less than PRFIX's 3.78% yield.

The maximum STLG drawdown since its inception was -31.34%, which is greater than PRFIX's maximum drawdown of -21.14%. Use the drawdown chart below to compare losses from any high point for STLG and PRFIX. For additional features, visit the drawdowns tool.

iShares Factors US Growth Style ETF (STLG) and Parnassus Fixed Income Fund (PRFIX) have volatilities of 7.27% and 7.09%, 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.