See what your fund actually adds

Parnassus Core Select ETF PRCS

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

Fund and replication metrics

PRCS compared with its replication portfolio
MeasurePRCSReplication
Annualized growth9.5%13.0%
Annualized volatility15.2%16.0%
Sharpe ratio0.670.85
Maximum drawdown16.3%17.8%
Replication fit (R²)0.89 · Tracking error 5.1%

Replication portfolio

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

PRCS replication basket weights
TickerBuilding blockWeight
VUGStyle · Growth53.4%
XLVSector · Healthcare16.9%
XLYSector · Cons Discr15.2%
XLISector · Industrials14.5%