Correlation
The correlation between USBOX and PRBLX is 0.91, 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.
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.
Performance
USBOX vs. PRBLX - Performance Comparison
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Key characteristics
USBOX:
0.55
PRBLX:
0.69
USBOX:
0.74
PRBLX:
1.00
USBOX:
1.10
PRBLX:
1.14
USBOX:
0.46
PRBLX:
0.69
USBOX:
1.73
PRBLX:
2.83
USBOX:
4.08%
PRBLX:
4.00%
USBOX:
16.18%
PRBLX:
18.14%
USBOX:
-65.57%
PRBLX:
-42.20%
USBOX:
-4.40%
PRBLX:
-2.13%
Returns By Period
In the year-to-date period, USBOX achieves a 1.65% return, which is significantly lower than PRBLX's 2.48% return. Over the past 10 years, USBOX has outperformed PRBLX with an annualized return of 13.39%, while PRBLX has yielded a comparatively lower 12.23% annualized return.
USBOX
1.65%
3.96%
-0.46%
8.77%
13.92%
15.66%
13.39%
PRBLX
2.48%
5.52%
-0.51%
12.41%
12.76%
14.83%
12.23%
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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 Rank
USBOX
PRBLX
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.
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Dividends
USBOX vs. PRBLX - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 8.57%, less than PRBLX's 9.70% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USBOX Pear Tree Quality Fund | 8.57% | 8.71% | 4.37% | 14.55% | 10.71% | 7.97% | 19.65% | 15.43% | 6.92% | 6.19% | 12.85% | 12.69% |
PRBLX Parnassus Core Equity Fund | 9.70% | 10.00% | 6.01% | 10.13% | 7.77% | 5.87% | 8.02% | 9.64% | 7.16% | 3.80% | 9.63% | 3.12% |
Drawdowns
USBOX vs. PRBLX - Drawdown Comparison
The maximum USBOX drawdown since its inception was -65.57%, 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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Volatility
USBOX vs. PRBLX - Volatility Comparison
Pear Tree Quality Fund (USBOX) has a higher volatility of 4.58% compared to Parnassus Core Equity Fund (PRBLX) at 4.14%. 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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