XVV vs. PRBLX
Compare and contrast key facts about iShares ESG Screened S&P 500 ETF (XVV) and Parnassus Core Equity Fund (PRBLX).
XVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Sustainablility Screened Index. It was launched on Sep 22, 2020. 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: XVV or PRBLX.
Performance
XVV vs. PRBLX - Performance Comparison
Returns By Period
In the year-to-date period, XVV achieves a 26.10% return, which is significantly higher than PRBLX's 19.95% return.
XVV
26.10%
1.34%
12.26%
32.85%
N/A
N/A
PRBLX
19.95%
-0.05%
9.48%
25.80%
8.36%
5.82%
Key characteristics
| XVV | PRBLX | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.14 |
| Sortino Ratio | 3.25 | 2.91 |
| Omega Ratio | 1.45 | 1.39 |
| Calmar Ratio | 3.56 | 1.26 |
| Martin Ratio | 15.54 | 13.80 |
| Ulcer Index | 2.10% | 1.87% |
| Daily Std Dev | 13.39% | 12.05% |
| Max Drawdown | -27.20% | -45.76% |
| Current Drawdown | -1.38% | -1.83% |
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XVV vs. PRBLX - Expense Ratio Comparison
XVV has a 0.08% expense ratio, which is lower than PRBLX's 0.82% expense ratio.
Correlation
The correlation between XVV 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.
Risk-Adjusted Performance
XVV vs. PRBLX - Risk-Adjusted Performance 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.
Dividends
XVV vs. PRBLX - Dividend Comparison
XVV's dividend yield for the trailing twelve months is around 1.00%, more than PRBLX's 0.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XVV iShares ESG Screened S&P 500 ETF | 1.00% | 1.25% | 1.57% | 0.81% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
XVV vs. PRBLX - Drawdown Comparison
The maximum XVV drawdown since its inception was -27.20%, smaller than the maximum PRBLX drawdown of -45.76%. Use the drawdown chart below to compare losses from any high point for XVV and PRBLX. For additional features, visit the drawdowns tool.
Volatility
XVV vs. PRBLX - Volatility Comparison
iShares ESG Screened S&P 500 ETF (XVV) has a higher volatility of 4.33% compared to Parnassus Core Equity Fund (PRBLX) at 4.07%. This indicates that XVV's price experiences larger fluctuations and is considered to be riskier than PRBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.