VSMPX vs. PRBLX
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) and Parnassus Core Equity Fund (PRBLX).
VSMPX is managed by Vanguard. It was launched on Apr 28, 2015. 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: VSMPX or PRBLX.
Performance
VSMPX vs. PRBLX - Performance Comparison
Returns By Period
In the year-to-date period, VSMPX achieves a 24.76% return, which is significantly higher than PRBLX's 19.95% return.
VSMPX
24.76%
1.75%
12.50%
32.63%
14.96%
N/A
PRBLX
19.95%
-0.05%
9.48%
25.80%
8.36%
5.82%
Key characteristics
| VSMPX | PRBLX | |
|---|---|---|
| Sharpe Ratio | 2.57 | 2.14 |
| Sortino Ratio | 3.44 | 2.91 |
| Omega Ratio | 1.47 | 1.39 |
| Calmar Ratio | 3.77 | 1.26 |
| Martin Ratio | 16.40 | 13.80 |
| Ulcer Index | 1.97% | 1.87% |
| Daily Std Dev | 12.54% | 12.05% |
| Max Drawdown | -34.97% | -45.76% |
| Current Drawdown | -1.50% | -1.83% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VSMPX vs. PRBLX - Expense Ratio Comparison
VSMPX has a 0.02% expense ratio, which is lower than PRBLX's 0.82% expense ratio.
Correlation
The correlation between VSMPX and PRBLX is 0.94, 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.
Risk-Adjusted Performance
VSMPX vs. PRBLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) 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
VSMPX vs. PRBLX - Dividend Comparison
VSMPX's dividend yield for the trailing twelve months is around 1.27%, more than PRBLX's 0.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 1.27% | 1.44% | 1.67% | 1.22% | 1.43% | 1.78% | 2.05% | 1.73% | 1.95% | 1.52% | 0.00% | 0.00% |
PRBLX Parnassus Core Equity Fund | 0.37% | 0.57% | 0.49% | 0.83% | 0.57% | 0.73% | 1.14% | 1.30% | 1.02% | 2.17% | 1.46% | 1.32% |
Drawdowns
VSMPX vs. PRBLX - Drawdown Comparison
The maximum VSMPX drawdown since its inception was -34.97%, smaller than the maximum PRBLX drawdown of -45.76%. Use the drawdown chart below to compare losses from any high point for VSMPX and PRBLX. For additional features, visit the drawdowns tool.
Volatility
VSMPX vs. PRBLX - Volatility Comparison
Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) and Parnassus Core Equity Fund (PRBLX) have volatilities of 4.25% and 4.07%, 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.