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

Key characteristics


VFFSXPRBLX
YTD Return26.91%22.15%
1Y Return37.57%24.91%
3Y Return (Ann)10.23%0.77%
5Y Return (Ann)15.95%7.31%
Sharpe Ratio3.051.89
Sortino Ratio4.062.45
Omega Ratio1.571.36
Calmar Ratio4.441.17
Martin Ratio20.0811.56
Ulcer Index1.87%2.13%
Daily Std Dev12.28%13.00%
Max Drawdown-52.30%-45.76%
Current Drawdown-0.28%0.00%

Correlation

-0.50.00.51.00.9

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.

Performance

VFFSX vs. PRBLX - Performance Comparison

In the year-to-date period, VFFSX achieves a 26.91% return, which is significantly higher than PRBLX's 22.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
13.45%
11.12%
VFFSX
PRBLX

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 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.


VFFSX
Sharpe ratio
The chart of Sharpe ratio for VFFSX, currently valued at 3.05, compared to the broader market0.002.004.003.05
Sortino ratio
The chart of Sortino ratio for VFFSX, currently valued at 4.06, compared to the broader market0.005.0010.004.06
Omega ratio
The chart of Omega ratio for VFFSX, currently valued at 1.57, compared to the broader market1.002.003.004.001.57
Calmar ratio
The chart of Calmar ratio for VFFSX, currently valued at 4.44, compared to the broader market0.005.0010.0015.0020.004.44
Martin ratio
The chart of Martin ratio for VFFSX, currently valued at 20.08, compared to the broader market0.0020.0040.0060.0080.00100.0020.08
PRBLX
Sharpe ratio
The chart of Sharpe ratio for PRBLX, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for PRBLX, currently valued at 2.45, compared to the broader market0.005.0010.002.45
Omega ratio
The chart of Omega ratio for PRBLX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for PRBLX, currently valued at 1.17, compared to the broader market0.005.0010.0015.0020.001.17
Martin ratio
The chart of Martin ratio for PRBLX, currently valued at 11.56, compared to the broader market0.0020.0040.0060.0080.00100.0011.56

VFFSX vs. PRBLX - Sharpe Ratio Comparison

The current VFFSX Sharpe Ratio is 3.05, which is higher than the PRBLX Sharpe Ratio of 1.89. 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.05
1.89
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 0.36% yield.


TTM20232022202120202019201820172016201520142013
VFFSX
Vanguard 500 Index Fund Institutional Select Shares
1.23%1.46%1.70%1.26%1.56%1.90%2.09%1.81%1.08%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

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.28%
0
VFFSX
PRBLX

Volatility

VFFSX vs. PRBLX - Volatility Comparison

Vanguard 500 Index Fund Institutional Select Shares (VFFSX) and Parnassus Core Equity Fund (PRBLX) have volatilities of 3.85% and 3.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.85%
3.72%
VFFSX
PRBLX