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TISPX vs. PRILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TISPX vs. PRILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF S&P 500 Index Fund (TISPX) and Parnassus Core Equity Institutional Shares (PRILX). The values are adjusted to include any dividend payments, if applicable.

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TISPX vs. PRILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TISPX
TIAA-CREF S&P 500 Index Fund
-7.06%17.79%24.94%26.22%-18.13%28.66%18.34%31.44%-4.52%19.58%
PRILX
Parnassus Core Equity Institutional Shares
-8.59%11.91%18.81%25.25%-18.47%27.86%21.50%30.95%-0.06%16.87%

Returns By Period

In the year-to-date period, TISPX achieves a -7.06% return, which is significantly higher than PRILX's -8.59% return. Over the past 10 years, TISPX has outperformed PRILX with an annualized return of 13.49%, while PRILX has yielded a comparatively lower 12.21% annualized return.


TISPX

1D
-0.41%
1M
-7.68%
YTD
-7.06%
6M
-4.64%
1Y
14.36%
3Y*
17.11%
5Y*
11.36%
10Y*
13.49%

PRILX

1D
0.02%
1M
-8.57%
YTD
-8.59%
6M
-7.05%
1Y
4.82%
3Y*
12.26%
5Y*
8.16%
10Y*
12.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TISPX vs. PRILX - Expense Ratio Comparison

TISPX has a 0.05% expense ratio, which is lower than PRILX's 0.61% expense ratio.


Return for Risk

TISPX vs. PRILX — Risk / Return Rank

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

TISPX
TISPX Risk / Return Rank: 4444
Overall Rank
TISPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
TISPX Sortino Ratio Rank: 4444
Sortino Ratio Rank
TISPX Omega Ratio Rank: 4949
Omega Ratio Rank
TISPX Calmar Ratio Rank: 3838
Calmar Ratio Rank
TISPX Martin Ratio Rank: 5050
Martin Ratio Rank

PRILX
PRILX Risk / Return Rank: 1212
Overall Rank
PRILX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PRILX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PRILX Omega Ratio Rank: 1313
Omega Ratio Rank
PRILX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PRILX Martin Ratio Rank: 1212
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.

TISPX vs. PRILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF S&P 500 Index Fund (TISPX) and Parnassus Core Equity Institutional Shares (PRILX). 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.


TISPXPRILXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.32

+0.52

Sortino ratio

Return per unit of downside risk

1.30

0.57

+0.72

Omega ratio

Gain probability vs. loss probability

1.20

1.08

+0.12

Calmar ratio

Return relative to maximum drawdown

0.99

0.25

+0.74

Martin ratio

Return relative to average drawdown

4.83

0.93

+3.90

TISPX vs. PRILX - Sharpe Ratio Comparison

The current TISPX Sharpe Ratio is 0.84, which is higher than the PRILX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of TISPX and PRILX, 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


TISPXPRILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.32

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.51

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.71

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.62

-0.04

Correlation

The correlation between TISPX and PRILX 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.


Dividends

TISPX vs. PRILX - Dividend Comparison

TISPX's dividend yield for the trailing twelve months is around 2.53%, less than PRILX's 20.85% yield.


TTM20252024202320222021202020192018201720162015
TISPX
TIAA-CREF S&P 500 Index Fund
2.53%2.35%1.52%1.48%1.91%1.77%1.53%2.16%2.94%0.36%2.39%0.65%
PRILX
Parnassus Core Equity Institutional Shares
20.85%19.16%10.17%6.18%10.34%7.94%6.04%8.23%9.89%7.37%3.99%9.84%

Drawdowns

TISPX vs. PRILX - Drawdown Comparison

The maximum TISPX drawdown since its inception was -55.16%, which is greater than PRILX's maximum drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for TISPX and PRILX.


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Drawdown Indicators


TISPXPRILXDifference

Max Drawdown

Largest peak-to-trough decline

-55.16%

-42.00%

-13.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-11.61%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

-26.18%

+1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

-30.02%

-3.73%

Current Drawdown

Current decline from peak

-8.90%

-11.59%

+2.69%

Average Drawdown

Average peak-to-trough decline

-6.76%

-4.68%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.16%

-0.60%

Volatility

TISPX vs. PRILX - Volatility Comparison

TIAA-CREF S&P 500 Index Fund (TISPX) and Parnassus Core Equity Institutional Shares (PRILX) have volatilities of 4.24% and 4.08%, 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.


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Volatility by Period


TISPXPRILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.08%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

8.56%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

16.67%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

16.18%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

17.19%

+0.84%