WBCIX vs. PRILX
Compare and contrast key facts about William Blair Small-Mid Cap Core Fund (WBCIX) and Parnassus Core Equity Institutional Shares (PRILX).
WBCIX is managed by William Blair. It was launched on Oct 1, 2019. PRILX is managed by Parnassus.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBCIX or PRILX.
Key characteristics
| WBCIX | PRILX | |
|---|---|---|
| YTD Return | 11.90% | 20.18% |
| 1Y Return | 29.33% | 28.56% |
| 3Y Return (Ann) | 2.39% | 1.47% |
| 5Y Return (Ann) | 11.34% | 7.52% |
| Sharpe Ratio | 1.69 | 2.02 |
| Sortino Ratio | 2.44 | 2.62 |
| Omega Ratio | 1.30 | 1.38 |
| Calmar Ratio | 1.14 | 1.13 |
| Martin Ratio | 9.35 | 12.81 |
| Ulcer Index | 2.97% | 2.08% |
| Daily Std Dev | 16.37% | 13.11% |
| Max Drawdown | -39.56% | -42.00% |
| Current Drawdown | -1.44% | -0.30% |
Correlation
The correlation between WBCIX and PRILX is 0.80, 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
WBCIX vs. PRILX - Performance Comparison
In the year-to-date period, WBCIX achieves a 11.90% return, which is significantly lower than PRILX's 20.18% 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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WBCIX vs. PRILX - Expense Ratio Comparison
WBCIX has a 1.25% expense ratio, which is higher than PRILX's 0.61% expense ratio.
Risk-Adjusted Performance
WBCIX vs. PRILX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Small-Mid Cap Core Fund (WBCIX) and Parnassus Core Equity Institutional Shares (PRILX). 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
WBCIX vs. PRILX - Dividend Comparison
WBCIX's dividend yield for the trailing twelve months is around 0.13%, less than PRILX's 0.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBCIX William Blair Small-Mid Cap Core Fund | 0.13% | 0.15% | 0.00% | 0.00% | 0.00% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRILX Parnassus Core Equity Institutional Shares | 0.53% | 0.76% | 0.72% | 1.02% | 0.76% | 0.96% | 1.40% | 1.52% | 1.22% | 2.40% | 1.65% | 1.48% |
Drawdowns
WBCIX vs. PRILX - Drawdown Comparison
The maximum WBCIX drawdown since its inception was -39.56%, smaller than the maximum PRILX drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for WBCIX and PRILX. For additional features, visit the drawdowns tool.
Volatility
WBCIX vs. PRILX - Volatility Comparison
William Blair Small-Mid Cap Core Fund (WBCIX) has a higher volatility of 3.25% compared to Parnassus Core Equity Institutional Shares (PRILX) at 2.55%. This indicates that WBCIX's price experiences larger fluctuations and is considered to be riskier than PRILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.