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XVV vs. PRBLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XVV vs. PRBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Screened S&P 500 ETF (XVV) and Parnassus Core Equity Fund (PRBLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XVV achieves a 9.37% return, which is significantly higher than PRBLX's 6.73% return.


XVV

1D
-0.86%
1M
4.81%
YTD
9.37%
6M
9.29%
1Y
26.65%
3Y*
22.30%
5Y*
13.55%
10Y*

PRBLX

1D
0.10%
1M
4.10%
YTD
6.73%
6M
5.90%
1Y
15.02%
3Y*
16.56%
5Y*
10.33%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XVV vs. PRBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XVV
iShares ESG Screened S&P 500 ETF
9.37%17.53%25.87%29.78%-21.46%29.19%16.13%
PRBLX
Parnassus Core Equity Fund
6.73%11.67%18.58%24.97%-18.64%27.59%14.62%

Correlation

The correlation between XVV and PRBLX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2020

0.95

The correlation between XVV and PRBLX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

XVV vs. PRBLX — Risk / Return Rank

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

XVV
XVV Risk / Return Rank: 5959
Overall Rank
XVV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XVV Sortino Ratio Rank: 6060
Sortino Ratio Rank
XVV Omega Ratio Rank: 6161
Omega Ratio Rank
XVV Calmar Ratio Rank: 5050
Calmar Ratio Rank
XVV Martin Ratio Rank: 6161
Martin Ratio Rank

PRBLX
PRBLX Risk / Return Rank: 2020
Overall Rank
PRBLX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PRBLX Sortino Ratio Rank: 2222
Sortino Ratio Rank
PRBLX Omega Ratio Rank: 2121
Omega Ratio Rank
PRBLX Calmar Ratio Rank: 1515
Calmar Ratio Rank
PRBLX Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XVV vs. PRBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P 500 ETF (XVV) 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.


XVVPRBLXDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.38

1.24

+0.14

Calmar ratioReturn relative to maximum drawdown

2.53

1.37

+1.16

Martin ratioReturn relative to average drawdown

11.18

5.35

+5.83

XVV vs. PRBLX - Sharpe Ratio Comparison

The current XVV Sharpe Ratio is 2.11, which is higher than the PRBLX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of XVV and PRBLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XVVPRBLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.36

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.64

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.71

+0.29

Drawdowns

XVV vs. PRBLX - Drawdown Comparison

The maximum XVV drawdown since its inception was -27.20%, smaller than the maximum PRBLX drawdown of -42.20%. Use the drawdown chart below to compare losses from any high point for XVV and PRBLX.


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Drawdown Indicators


XVVPRBLXDifference

Max Drawdown

Largest peak-to-trough decline

-27.20%

-42.20%

+15.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-11.63%

+1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-16.31%

-3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

-26.31%

-0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-30.09%

Current Drawdown

Current decline from peak

-0.86%

0.00%

-0.86%

Average Drawdown

Average peak-to-trough decline

-5.88%

-4.05%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.97%

-0.58%

Volatility

XVV vs. PRBLX - Volatility Comparison

iShares ESG Screened S&P 500 ETF (XVV) and Parnassus Core Equity Fund (PRBLX) have volatilities of 3.09% and 3.03%, 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.


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Volatility by Period


XVVPRBLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

3.03%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

9.12%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

12.68%

11.78%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.61%

16.25%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.35%

17.27%

+0.08%

XVV vs. PRBLX - Expense Ratio Comparison

XVV has a 0.08% expense ratio, which is lower than PRBLX's 0.82% expense ratio.


Dividends

XVV vs. PRBLX - Dividend Comparison

XVV's dividend yield for the trailing twelve months is around 0.88%, less than PRBLX's 17.83% yield.


PositionTTM20252024202320222021202020192018201720162015
PRBLX
Parnassus Core Equity Fund
17.83%19.08%10.00%6.01%10.13%7.77%5.87%8.02%9.64%7.16%3.80%9.62%
XVV
iShares ESG Screened S&P 500 ETF
0.88%0.94%1.05%1.25%1.57%0.81%0.31%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, XVV and PRBLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

XVV has higher volatility (3.09%) compared to PRBLX (3.03%). In terms of maximum drawdown, XVV dropped -27.20% vs PRBLX's -42.20%.

XVV currently has the higher Sharpe Ratio (2.11 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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