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TRLGX vs. PRBLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRLGX 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

TRLGX vs. PRBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Large-Cap Growth Fund (TRLGX) and Parnassus Core Equity Fund (PRBLX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TRLGX:

0.24

PRBLX:

0.51

Sortino Ratio

TRLGX:

0.51

PRBLX:

0.84

Omega Ratio

TRLGX:

1.07

PRBLX:

1.12

Calmar Ratio

TRLGX:

0.24

PRBLX:

0.56

Martin Ratio

TRLGX:

0.73

PRBLX:

2.30

Ulcer Index

TRLGX:

8.03%

PRBLX:

3.97%

Daily Std Dev

TRLGX:

23.62%

PRBLX:

17.83%

Max Drawdown

TRLGX:

-56.16%

PRBLX:

-42.20%

Current Drawdown

TRLGX:

-12.75%

PRBLX:

-5.42%

Returns By Period

In the year-to-date period, TRLGX achieves a -4.52% return, which is significantly lower than PRBLX's -0.96% return. Over the past 10 years, TRLGX has underperformed PRBLX with an annualized return of 10.49%, while PRBLX has yielded a comparatively higher 12.02% annualized return.


TRLGX

YTD

-4.52%

1M

4.16%

6M

-9.47%

1Y

5.73%

5Y*

11.87%

10Y*

10.49%

PRBLX

YTD

-0.96%

1M

4.17%

6M

-3.44%

1Y

9.09%

5Y*

15.01%

10Y*

12.02%

*Annualized

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TRLGX vs. PRBLX - Expense Ratio Comparison

TRLGX has a 0.55% expense ratio, which is lower than PRBLX's 0.82% expense ratio.


Risk-Adjusted Performance

TRLGX vs. PRBLX — Risk-Adjusted Performance Rank

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

TRLGX
The Risk-Adjusted Performance Rank of TRLGX is 3939
Overall Rank
The Sharpe Ratio Rank of TRLGX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of TRLGX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of TRLGX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of TRLGX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of TRLGX is 3636
Martin Ratio Rank

PRBLX
The Risk-Adjusted Performance Rank of PRBLX is 6161
Overall Rank
The Sharpe Ratio Rank of PRBLX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of PRBLX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of PRBLX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PRBLX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of PRBLX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRLGX vs. PRBLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund (TRLGX) 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.


The current TRLGX Sharpe Ratio is 0.24, which is lower than the PRBLX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of TRLGX 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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Dividends

TRLGX vs. PRBLX - Dividend Comparison

TRLGX has not paid dividends to shareholders, while PRBLX's dividend yield for the trailing twelve months is around 0.32%.


TTM20242023202220212020201920182017201620152014
TRLGX
T. Rowe Price Large-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.41%0.28%0.24%0.24%0.03%0.07%
PRBLX
Parnassus Core Equity Fund
0.32%0.38%0.57%0.49%0.83%0.57%0.73%1.14%1.30%1.02%2.17%1.46%

Drawdowns

TRLGX vs. PRBLX - Drawdown Comparison

The maximum TRLGX drawdown since its inception was -56.16%, which is greater than PRBLX's maximum drawdown of -42.20%. Use the drawdown chart below to compare losses from any high point for TRLGX and PRBLX. For additional features, visit the drawdowns tool.


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Volatility

TRLGX vs. PRBLX - Volatility Comparison


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