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.
Performance
USBOX vs. PRBLX - Performance Comparison
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USBOX vs. PRBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USBOX Pear Tree Quality Fund | -9.51% | 15.77% | 17.99% | 29.20% | -16.25% | 16.50% | 18.06% | 31.18% | -1.97% | 28.49% |
PRBLX Parnassus Core Equity Fund | -8.62% | 11.67% | 18.58% | 24.97% | -18.64% | 27.59% | 21.21% | 30.68% | -0.30% | 16.63% |
Returns By Period
In the year-to-date period, USBOX achieves a -9.51% return, which is significantly lower than PRBLX's -8.62% return. Both investments have delivered pretty close results over the past 10 years, with USBOX having a 12.17% annualized return and PRBLX not far behind at 11.97%.
USBOX
- 1D
- -0.05%
- 1M
- -10.18%
- YTD
- -9.51%
- 6M
- -5.85%
- 1Y
- 5.61%
- 3Y*
- 13.58%
- 5Y*
- 7.72%
- 10Y*
- 12.17%
PRBLX
- 1D
- 0.02%
- 1M
- -8.59%
- YTD
- -8.62%
- 6M
- -7.14%
- 1Y
- 4.60%
- 3Y*
- 12.03%
- 5Y*
- 7.94%
- 10Y*
- 11.97%
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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.
Return for Risk
USBOX vs. PRBLX — Risk / Return Rank
USBOX
PRBLX
USBOX vs. PRBLX - Risk-Adjusted Trends 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.
| USBOX | PRBLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 0.30 | +0.08 |
Sortino ratioReturn per unit of downside risk | 0.67 | 0.55 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.08 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.28 | 0.24 | +0.04 |
Martin ratioReturn relative to average drawdown | 1.08 | 0.86 | +0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USBOX | PRBLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.30 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.49 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.70 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.69 | -0.24 |
Correlation
The correlation between USBOX and PRBLX is 0.86, 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
USBOX vs. PRBLX - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 32.24%, more than PRBLX's 20.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USBOX Pear Tree Quality Fund | 32.24% | 29.17% | 8.71% | 4.37% | 14.55% | 0.88% | 7.47% | 19.65% | 15.43% | 6.92% | 6.19% | 12.85% |
PRBLX Parnassus Core Equity Fund | 20.83% | 19.08% | 10.00% | 6.01% | 10.13% | 7.77% | 5.87% | 8.02% | 9.64% | 7.16% | 3.80% | 9.62% |
Drawdowns
USBOX vs. PRBLX - Drawdown Comparison
The maximum USBOX drawdown since its inception was -65.67%, which is greater than PRBLX's maximum drawdown of -42.20%. Use the drawdown chart below to compare losses from any high point for USBOX and PRBLX.
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Drawdown Indicators
| USBOX | PRBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.67% | -42.20% | -23.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -11.63% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -30.42% | -26.31% | -4.11% |
Max Drawdown (10Y)Largest decline over 10 years | -30.42% | -30.09% | -0.33% |
Current DrawdownCurrent decline from peak | -12.76% | -11.61% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -17.17% | -4.06% | -13.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.17% | +0.09% |
Volatility
USBOX vs. PRBLX - Volatility Comparison
Pear Tree Quality Fund (USBOX) has a higher volatility of 4.65% compared to Parnassus Core Equity Fund (PRBLX) at 4.09%. This indicates that USBOX's price experiences larger fluctuations and is considered to be riskier than PRBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USBOX | PRBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.09% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 8.57% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 16.68% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 16.19% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 17.22% | -0.13% |