WSEFX vs. PRBLX
Compare and contrast key facts about Boston Trust Walden Equity Fund (WSEFX) and Parnassus Core Equity Fund (PRBLX).
WSEFX is managed by Boston Trust Walden. It was launched on Jun 18, 1999. PRBLX is managed by Parnassus. It was launched on Aug 31, 1992.
Performance
WSEFX vs. PRBLX - Performance Comparison
Loading graphics...
WSEFX vs. PRBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSEFX Boston Trust Walden Equity Fund | -5.95% | 13.26% | 9.78% | 16.31% | -13.53% | 27.97% | 13.57% | 35.43% | -2.54% | 15.84% |
PRBLX Parnassus Core Equity Fund | -8.62% | 11.67% | 18.58% | 24.97% | -18.64% | 27.59% | 21.21% | 30.68% | -0.30% | 16.63% |
Returns By Period
In the year-to-date period, WSEFX achieves a -5.95% return, which is significantly higher than PRBLX's -8.62% return. Over the past 10 years, WSEFX has underperformed PRBLX with an annualized return of 10.94%, while PRBLX has yielded a comparatively higher 11.97% annualized return.
WSEFX
- 1D
- -0.32%
- 1M
- -7.78%
- YTD
- -5.95%
- 6M
- -0.94%
- 1Y
- 10.89%
- 3Y*
- 9.54%
- 5Y*
- 7.41%
- 10Y*
- 10.94%
PRBLX
- 1D
- 0.02%
- 1M
- -8.59%
- YTD
- -8.62%
- 6M
- -7.14%
- 1Y
- 4.60%
- 3Y*
- 12.03%
- 5Y*
- 7.94%
- 10Y*
- 11.97%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WSEFX vs. PRBLX - Expense Ratio Comparison
WSEFX has a 1.00% expense ratio, which is higher than PRBLX's 0.82% expense ratio.
Return for Risk
WSEFX vs. PRBLX — Risk / Return Rank
WSEFX
PRBLX
WSEFX vs. PRBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Equity Fund (WSEFX) 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.
| WSEFX | PRBLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.30 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.17 | 0.55 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.08 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 0.24 | +0.64 |
Martin ratioReturn relative to average drawdown | 3.96 | 0.86 | +3.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WSEFX | PRBLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.30 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.49 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.70 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.69 | -0.26 |
Correlation
The correlation between WSEFX and PRBLX is 0.93, 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.
Dividends
WSEFX vs. PRBLX - Dividend Comparison
WSEFX's dividend yield for the trailing twelve months is around 12.28%, less than PRBLX's 20.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WSEFX Boston Trust Walden Equity Fund | 12.28% | 11.55% | 4.95% | 2.99% | 3.31% | 2.24% | 4.15% | 5.27% | 2.20% | 0.92% | 3.39% | 6.82% |
PRBLX Parnassus Core Equity Fund | 20.83% | 19.08% | 10.00% | 6.01% | 10.13% | 7.77% | 5.87% | 8.02% | 9.64% | 7.16% | 3.80% | 9.62% |
Drawdowns
WSEFX vs. PRBLX - Drawdown Comparison
The maximum WSEFX drawdown since its inception was -48.02%, which is greater than PRBLX's maximum drawdown of -42.20%. Use the drawdown chart below to compare losses from any high point for WSEFX and PRBLX.
Loading graphics...
Drawdown Indicators
| WSEFX | PRBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.02% | -42.20% | -5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -11.63% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -26.31% | +4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -33.50% | -30.09% | -3.41% |
Current DrawdownCurrent decline from peak | -8.65% | -11.61% | +2.96% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -4.06% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 3.17% | -0.69% |
Volatility
WSEFX vs. PRBLX - Volatility Comparison
The current volatility for Boston Trust Walden Equity Fund (WSEFX) is 3.66%, while Parnassus Core Equity Fund (PRBLX) has a volatility of 4.09%. This indicates that WSEFX experiences smaller price fluctuations and is considered to be less risky than PRBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WSEFX | PRBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 4.09% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 8.57% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 16.68% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 16.19% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 17.22% | +0.03% |