USXF vs. PRBLX
Compare and contrast key facts about iShares ESG Advanced MSCI USA ETF (USXF) and Parnassus Core Equity Fund (PRBLX).
USXF is a passively managed fund by iShares that tracks the performance of the MSCI USA Choice ESG Screened Index. It was launched on Jun 16, 2020. 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: USXF or PRBLX.
Key characteristics
| USXF | PRBLX | |
|---|---|---|
| YTD Return | 32.19% | 21.62% |
| 1Y Return | 49.04% | 25.95% |
| 3Y Return (Ann) | 11.17% | 0.67% |
| Sharpe Ratio | 2.90 | 1.91 |
| Sortino Ratio | 3.83 | 2.48 |
| Omega Ratio | 1.51 | 1.36 |
| Calmar Ratio | 4.69 | 1.19 |
| Martin Ratio | 18.29 | 11.78 |
| Ulcer Index | 2.61% | 2.13% |
| Daily Std Dev | 16.46% | 13.10% |
| Max Drawdown | -29.54% | -45.76% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between USXF and PRBLX is 0.93, 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
USXF vs. PRBLX - Performance Comparison
In the year-to-date period, USXF achieves a 32.19% return, which is significantly higher than PRBLX's 21.62% 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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USXF vs. PRBLX - Expense Ratio Comparison
USXF has a 0.10% expense ratio, which is lower than PRBLX's 0.82% expense ratio.
Risk-Adjusted Performance
USXF vs. PRBLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) 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
USXF vs. PRBLX - Dividend Comparison
USXF's dividend yield for the trailing twelve months is around 0.96%, more than PRBLX's 0.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USXF iShares ESG Advanced MSCI USA ETF | 0.96% | 1.21% | 1.39% | 0.85% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
USXF vs. PRBLX - Drawdown Comparison
The maximum USXF drawdown since its inception was -29.54%, smaller than the maximum PRBLX drawdown of -45.76%. Use the drawdown chart below to compare losses from any high point for USXF and PRBLX. For additional features, visit the drawdowns tool.
Volatility
USXF vs. PRBLX - Volatility Comparison
iShares ESG Advanced MSCI USA ETF (USXF) has a higher volatility of 4.65% compared to Parnassus Core Equity Fund (PRBLX) at 3.81%. This indicates that USXF'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.