See what your fund actually adds

Parnassus Value Equity Fund Investor Shares PARWX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

PARWX compared with its replication portfolio
MeasurePARWXReplication
Annualized growth9.8%11.2%
Annualized volatility16.2%16.0%
Sharpe ratio0.660.74
Maximum drawdown25.6%24.2%
Replication fit (R²)0.93 · Tracking error 4.3%

Replication portfolio

The published portfolio below is the investable basket used to model PARWX’s historical return behavior.

PARWX replication basket weights
TickerBuilding blockWeight
RSPFactor · Equal Weight30.6%
XLFSector · Financials24.5%
VTVStyle · Value17.4%
XLKSector · Technology15.1%
VOXSector · Communication12.3%