See what your fund actually adds

Parnassus Core Equity Fund - Investor Shares PRBLX

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

Fund and replication metrics

PRBLX compared with its replication portfolio
MeasurePRBLXReplication
Annualized growth9.9%12.1%
Annualized volatility15.8%16.7%
Sharpe ratio0.680.77
Maximum drawdown25.8%27.2%
Replication fit (R²)0.94 · Tracking error 3.8%

Replication portfolio

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

PRBLX replication basket weights
TickerBuilding blockWeight
VUGStyle · Growth48.9%
USMVFactor · Min Vol23.9%
SPHQFactor · Quality14.1%
XLISector · Industrials13.1%