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VFFSX vs. PRBLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFFSX and PRBLX is 0.95, 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.


-0.50.00.51.00.9

Performance

VFFSX vs. PRBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard 500 Index Fund Institutional Select Shares (VFFSX) and Parnassus Core Equity Fund (PRBLX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.18%
-4.77%
VFFSX
PRBLX

Key characteristics

Sharpe Ratio

VFFSX:

2.03

PRBLX:

0.63

Sortino Ratio

VFFSX:

2.71

PRBLX:

0.85

Omega Ratio

VFFSX:

1.37

PRBLX:

1.14

Calmar Ratio

VFFSX:

3.09

PRBLX:

0.55

Martin Ratio

VFFSX:

12.92

PRBLX:

2.29

Ulcer Index

VFFSX:

2.02%

PRBLX:

4.09%

Daily Std Dev

VFFSX:

12.87%

PRBLX:

14.95%

Max Drawdown

VFFSX:

-52.30%

PRBLX:

-45.76%

Current Drawdown

VFFSX:

-2.17%

PRBLX:

-11.77%

Returns By Period

In the year-to-date period, VFFSX achieves a 1.21% return, which is significantly higher than PRBLX's 0.94% return.


VFFSX

YTD

1.21%

1M

-1.95%

6M

7.18%

1Y

26.56%

5Y*

14.13%

10Y*

N/A

PRBLX

YTD

0.94%

1M

-2.69%

6M

-4.77%

1Y

9.58%

5Y*

5.03%

10Y*

5.08%

*Annualized

Compare stocks, funds, or ETFs

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


VFFSX vs. PRBLX - Expense Ratio Comparison

VFFSX has a 0.01% expense ratio, which is lower than PRBLX's 0.82% expense ratio.


PRBLX
Parnassus Core Equity Fund
Expense ratio chart for PRBLX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for VFFSX: current value at 0.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.01%

Risk-Adjusted Performance

VFFSX vs. PRBLX — Risk-Adjusted Performance Rank

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

VFFSX
The Risk-Adjusted Performance Rank of VFFSX is 9191
Overall Rank
The Sharpe Ratio Rank of VFFSX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of VFFSX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VFFSX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VFFSX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of VFFSX is 9292
Martin Ratio Rank

PRBLX
The Risk-Adjusted Performance Rank of PRBLX is 4444
Overall Rank
The Sharpe Ratio Rank of PRBLX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of PRBLX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of PRBLX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of PRBLX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of PRBLX is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFFSX vs. PRBLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Institutional Select Shares (VFFSX) 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.


Sharpe ratio
The chart of Sharpe ratio for VFFSX, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.002.030.63
The chart of Sortino ratio for VFFSX, currently valued at 2.71, compared to the broader market0.002.004.006.008.0010.002.710.85
The chart of Omega ratio for VFFSX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.14
The chart of Calmar ratio for VFFSX, currently valued at 3.09, compared to the broader market0.005.0010.0015.0020.003.090.55
The chart of Martin ratio for VFFSX, currently valued at 12.92, compared to the broader market0.0020.0040.0060.0080.0012.922.29
VFFSX
PRBLX

The current VFFSX Sharpe Ratio is 2.03, which is higher than the PRBLX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VFFSX and PRBLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.03
0.63
VFFSX
PRBLX

Dividends

VFFSX vs. PRBLX - Dividend Comparison

VFFSX's dividend yield for the trailing twelve months is around 1.23%, more than PRBLX's 0.26% yield.


TTM20242023202220212020201920182017201620152014
VFFSX
Vanguard 500 Index Fund Institutional Select Shares
1.23%1.24%1.46%1.70%1.26%1.56%1.90%2.09%1.81%1.08%0.00%0.00%
PRBLX
Parnassus Core Equity Fund
0.26%0.26%0.57%0.49%0.83%0.57%0.73%1.14%1.30%1.02%2.17%1.46%

Drawdowns

VFFSX vs. PRBLX - Drawdown Comparison

The maximum VFFSX drawdown since its inception was -52.30%, which is greater than PRBLX's maximum drawdown of -45.76%. Use the drawdown chart below to compare losses from any high point for VFFSX and PRBLX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.17%
-11.77%
VFFSX
PRBLX

Volatility

VFFSX vs. PRBLX - Volatility Comparison

Vanguard 500 Index Fund Institutional Select Shares (VFFSX) has a higher volatility of 4.97% compared to Parnassus Core Equity Fund (PRBLX) at 4.57%. This indicates that VFFSX'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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.97%
4.57%
VFFSX
PRBLX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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