PortfoliosLab logoPortfoliosLab logo
USXF vs. PRBLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USXF vs. PRBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced MSCI USA ETF (USXF) and Parnassus Core Equity Fund (PRBLX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USXF achieves a 20.76% return, which is significantly higher than PRBLX's 6.73% return.


USXF

1D
-0.51%
1M
10.32%
YTD
20.76%
6M
21.06%
1Y
35.21%
3Y*
27.38%
5Y*
15.70%
10Y*

PRBLX

1D
0.10%
1M
4.10%
YTD
6.73%
6M
5.90%
1Y
15.02%
3Y*
16.56%
5Y*
10.33%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USXF vs. PRBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
USXF
iShares ESG Advanced MSCI USA ETF
20.76%16.97%26.16%31.65%-21.20%27.14%24.04%
PRBLX
Parnassus Core Equity Fund
6.73%11.67%18.58%24.97%-18.64%27.59%23.89%

Correlation

The correlation between USXF and PRBLX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2020

0.92

The correlation between USXF and PRBLX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USXF vs. PRBLX — Risk / Return Rank

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

USXF
USXF Risk / Return Rank: 6666
Overall Rank
USXF Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
USXF Sortino Ratio Rank: 6262
Sortino Ratio Rank
USXF Omega Ratio Rank: 6262
Omega Ratio Rank
USXF Calmar Ratio Rank: 6969
Calmar Ratio Rank
USXF Martin Ratio Rank: 7373
Martin Ratio Rank

PRBLX
PRBLX Risk / Return Rank: 2020
Overall Rank
PRBLX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PRBLX Sortino Ratio Rank: 2222
Sortino Ratio Rank
PRBLX Omega Ratio Rank: 2121
Omega Ratio Rank
PRBLX Calmar Ratio Rank: 1515
Calmar Ratio Rank
PRBLX Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USXF vs. PRBLX - Risk-Adjusted Trends 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.


USXFPRBLXDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.38

1.24

+0.15

Calmar ratioReturn relative to maximum drawdown

3.47

1.37

+2.10

Martin ratioReturn relative to average drawdown

13.97

5.35

+8.62

USXF vs. PRBLX - Sharpe Ratio Comparison

The current USXF Sharpe Ratio is 2.20, which is higher than the PRBLX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of USXF and PRBLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


USXFPRBLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

1.36

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.64

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.71

+0.32

Drawdowns

USXF vs. PRBLX - Drawdown Comparison

The maximum USXF drawdown since its inception was -29.54%, smaller than the maximum PRBLX drawdown of -42.20%. Use the drawdown chart below to compare losses from any high point for USXF and PRBLX.


Loading charts...

Drawdown Indicators


USXFPRBLXDifference

Max Drawdown

Largest peak-to-trough decline

-29.54%

-42.20%

+12.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-11.63%

+1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-20.93%

-16.31%

-4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-29.54%

-26.31%

-3.23%

Max Drawdown (10Y)

Largest decline over 10 years

-30.09%

Current Drawdown

Current decline from peak

-0.51%

0.00%

-0.51%

Average Drawdown

Average peak-to-trough decline

-6.42%

-4.05%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.97%

-0.44%

Volatility

USXF vs. PRBLX - Volatility Comparison

iShares ESG Advanced MSCI USA ETF (USXF) has a higher volatility of 5.41% compared to Parnassus Core Equity Fund (PRBLX) at 3.03%. 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.


Loading charts...

Volatility by Period


USXFPRBLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

3.03%

+2.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

9.12%

+3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.13%

11.78%

+4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.55%

16.25%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

17.27%

+1.91%

USXF vs. PRBLX - Expense Ratio Comparison

USXF has a 0.10% expense ratio, which is lower than PRBLX's 0.82% expense ratio.


Dividends

USXF vs. PRBLX - Dividend Comparison

USXF's dividend yield for the trailing twelve months is around 0.80%, less than PRBLX's 17.83% yield.


PositionTTM20252024202320222021202020192018201720162015
PRBLX
Parnassus Core Equity Fund
17.83%19.08%10.00%6.01%10.13%7.77%5.87%8.02%9.64%7.16%3.80%9.62%
USXF
iShares ESG Advanced MSCI USA ETF
0.80%0.93%1.00%1.21%1.39%0.86%0.58%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USXF and PRBLX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USXF has higher volatility (5.41%) compared to PRBLX (3.03%). In terms of maximum drawdown, USXF dropped -29.54% vs PRBLX's -42.20%.

USXF currently has the higher Sharpe Ratio (2.20 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for USXF and PRBLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer