USBOX vs. PRBLX
Compare and contrast key facts about Pear Tree Quality Fund (USBOX) and Parnassus Core Equity Fund (PRBLX).
USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985. 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: USBOX or PRBLX.
Key characteristics
| USBOX | PRBLX | |
|---|---|---|
| YTD Return | 21.65% | 21.62% |
| 1Y Return | 26.29% | 25.95% |
| 3Y Return (Ann) | 0.74% | 0.67% |
| 5Y Return (Ann) | 4.43% | 7.29% |
| 10Y Return (Ann) | 3.37% | 6.09% |
| Sharpe Ratio | 2.08 | 1.91 |
| Sortino Ratio | 2.73 | 2.48 |
| Omega Ratio | 1.38 | 1.36 |
| Calmar Ratio | 1.33 | 1.19 |
| Martin Ratio | 13.43 | 11.78 |
| Ulcer Index | 1.90% | 2.13% |
| Daily Std Dev | 12.22% | 13.10% |
| Max Drawdown | -72.83% | -45.76% |
| Current Drawdown | -0.20% | 0.00% |
Correlation
The correlation between USBOX and PRBLX is 0.85, 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
USBOX vs. PRBLX - Performance Comparison
The year-to-date returns for both stocks are quite close, with USBOX having a 21.65% return and PRBLX slightly lower at 21.62%. Over the past 10 years, USBOX has underperformed PRBLX with an annualized return of 3.37%, while PRBLX has yielded a comparatively higher 6.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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USBOX vs. PRBLX - Expense Ratio Comparison
USBOX has a 1.16% expense ratio, which is higher than PRBLX's 0.82% expense ratio.
Risk-Adjusted Performance
USBOX vs. PRBLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pear Tree Quality Fund (USBOX) 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
USBOX vs. PRBLX - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 0.29%, less than PRBLX's 0.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USBOX Pear Tree Quality Fund | 0.29% | 0.35% | 0.48% | 0.22% | 0.50% | 0.83% | 0.72% | 0.92% | 1.18% | 1.00% | 1.90% | 1.04% |
PRBLX Parnassus Core Equity Fund | 0.36% | 0.57% | 0.49% | 0.83% | 0.57% | 0.73% | 1.14% | 1.30% | 1.02% | 2.17% | 1.46% | 1.32% |
Drawdowns
USBOX vs. PRBLX - Drawdown Comparison
The maximum USBOX drawdown since its inception was -72.83%, which is greater than PRBLX's maximum drawdown of -45.76%. Use the drawdown chart below to compare losses from any high point for USBOX and PRBLX. For additional features, visit the drawdowns tool.
Volatility
USBOX vs. PRBLX - Volatility Comparison
The current volatility for Pear Tree Quality Fund (USBOX) is 3.59%, while Parnassus Core Equity Fund (PRBLX) has a volatility of 3.81%. This indicates that USBOX experiences smaller price fluctuations and is considered to be less risky than PRBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.