XVV vs. PRBLX
XVV (iShares ESG Screened S&P 500 ETF) and PRBLX (Parnassus Core Equity Fund) are both funds - XVV is a S&P 500 fund tracking the S&P 500 Sustainablility Screened Index, while PRBLX is a Large Cap Blend Equities fund managed by Parnassus. Over the past 5 years, XVV returned 12.69%/yr vs 10.12%/yr for PRBLX. Their correlation of 0.95 suggests significant overlap in exposure. XVV charges 0.08%/yr vs 0.82%/yr for PRBLX.
Performance
XVV vs. PRBLX - Performance Comparison
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Returns By Period
In the year-to-date period, XVV achieves a 6.55% return, which is significantly lower than PRBLX's 7.00% return.
XVV
- 1D
- -1.36%
- 1M
- -1.49%
- YTD
- 6.55%
- 6M
- 5.50%
- 1Y
- 22.18%
- 3Y*
- 20.50%
- 5Y*
- 12.69%
- 10Y*
- —
PRBLX
- 1D
- -0.71%
- 1M
- 1.75%
- YTD
- 7.00%
- 6M
- 6.37%
- 1Y
- 14.68%
- 3Y*
- 15.98%
- 5Y*
- 10.12%
- 10Y*
- 13.98%
XVV vs. PRBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XVV iShares ESG Screened S&P 500 ETF | 6.55% | 17.53% | 25.87% | 29.78% | -21.46% | 29.19% | 16.13% |
PRBLX Parnassus Core Equity Fund | 7.00% | 11.67% | 18.58% | 24.97% | -18.64% | 27.59% | 15.16% |
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 | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 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
XVV
PRBLX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XVV | PRBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.35 | +0.75 |
| Martin ratioReturn relative to average drawdown | 9.02 | 5.26 | +3.77 |
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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
| XVV | PRBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.41% | -0.85% | -2.56% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -4.04% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.98% | -0.52% |
Volatility
XVV vs. PRBLX - Volatility Comparison
iShares ESG Screened S&P 500 ETF (XVV) has a higher volatility of 5.00% compared to Parnassus Core Equity Fund (PRBLX) at 4.59%. 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.
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Volatility by Period
| XVV | PRBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 4.59% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 10.00% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.29% | 12.38% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 16.34% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 17.32% | +0.06% |
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 0.95%, less than PRBLX's 17.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRBLX Parnassus Core Equity Fund | 17.79% | 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 | 0.95% | 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 (5.00%) compared to PRBLX (4.59%). In terms of maximum drawdown, XVV dropped -27.20% vs PRBLX's -42.20%.
XVV currently has the higher Sharpe Ratio (1.68 vs 1.27), 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.
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