PRCS vs HEQ

Comparison between PARNASSUS CORE SELECT ETF (PRCS, ETF) and John Hancock Hedged equity & Income Fund (HEQ, ETF).

PRCS vs HEQ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PRCS(ETF)	HEQ(ETF)
Net Assets	$151M	$152M
Expense Ratio	0.58%	N/A
Max Drawdown	18.20%	59.66%
Sharpe Ratio	0.62	1.57
5Y Beta	0.89	0.53
P/E Ratio	29.98	N/A
Forward P/E	24.80	N/A
PEG Ratio	0.75	N/A
5Y Dividends CAGR	N/A	0.06%
5Y EPS CAGR	25.89%	N/A
Debt to Equity	30.95%	N/A
P/S Ratio	5.57	N/A
P/B Ratio	5.70	N/A

Net Assets

PRCS

$151M

Winner

HEQ

$152M

Expense Ratio

PRCS

0.58%

HEQ

N/A

Max Drawdown

Winner

PRCS

18.20%

HEQ

59.66%

Sharpe Ratio

PRCS

0.62

Winner

HEQ

1.57

5Y Beta

PRCS

0.89

Winner

HEQ

0.53

P/E Ratio

PRCS

29.98

HEQ

N/A

Forward P/E

PRCS

24.80

HEQ

N/A

PEG Ratio

PRCS

0.75

HEQ

N/A

5Y Dividends CAGR

PRCS

N/A

HEQ

0.06%

5Y EPS CAGR

PRCS

25.89%

HEQ

N/A

Debt to Equity

PRCS

30.95%

HEQ

N/A

P/S Ratio

PRCS

5.57

HEQ

N/A

P/B Ratio

PRCS

5.70

HEQ

N/A

PRCS vs HEQ - Historical Returns

Returns include dividend reinvestment.

Period	PRCS	HEQ
1 month	-0.51%	+1.91%
3 months	+3.29%	+6.28%
6 months	+1.35%	+10.72%
1 year	+11.05%	+22.29%
5 years(CAGR)	N/A	+7.69%
10 years(CAGR)	N/A	+7.47%
Max(CAGR)	+6.45%	+5.95%

PRCS

-0.51%

Winner

HEQ

+1.91%

PRCS

+3.29%

Winner

HEQ

+6.28%

PRCS

+1.35%

Winner

HEQ

+10.72%

PRCS

+11.05%

Winner

HEQ

+22.29%

5Y(CAGR)

PRCS

N/A

HEQ

+7.69%

10Y(CAGR)

PRCS

N/A

HEQ

+7.47%

Max(CAGR)

Winner

PRCS

+6.45%

HEQ

+5.95%

PRCS vs HEQ - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	PRCS	HEQ
2026	+2.09%	+11.41%
2025	+12.11%	+14.87%
2024	-3.56%	+11.63%
2023	N/A	-4.59%
2022	N/A	-2.97%
2021	N/A	+26.11%
2020	N/A	-13.94%
2019	N/A	+25.50%
2018	N/A	-18.15%
2017	N/A	+21.02%
2016	N/A	+21.17%
2015	N/A	-2.20%
2014	N/A	+5.02%
2013	N/A	+17.83%
2012	N/A	+10.48%
2011	N/A	-23.41%

PRCS vs HEQ Drawdown Comparison

The maximum drawdown for PRCS was -18.20%, occurring on Apr 8, 2025. Recovery took 106 trading sessions.

The maximum drawdown for HEQ was -44.30%, occurring on Mar 23, 2020. Recovery took 365 trading sessions.

The current PRCS drawdown is -2.53%. The current HEQ drawdown is -1.59%.

Rank	PRCS	HEQ
#1	-18.20% Jan 23, 2025 - Jun 26, 2025	-44.30% Jan 15, 2020 - Jun 28, 2021
#2	-12.77% Jan 27, 2026 - Jun 4, 2026	-32.38% Jul 8, 2011 - Sep 18, 2013
#3	-4.44% Oct 27, 2025 - Dec 5, 2025	-26.16% May 11, 2018 - Dec 16, 2019
#4	-4.36% Dec 12, 2024 - Jan 22, 2025	-25.35% May 25, 2022 - Jun 11, 2025
#5	-2.79% Oct 6, 2025 - Oct 21, 2025	-21.69% Jul 24, 2014 - Aug 11, 2016
#6	-2.60% Jan 12, 2026 - Jan 27, 2026	-7.91% Jan 2, 2018 - May 1, 2018
#7	-2.56% Jul 25, 2025 - Sep 19, 2025	-7.73% Jul 14, 2021 - Jan 7, 2022
#8	-2.53% Jun 4, 2026 - Jun 5, 2026	-7.33% Oct 3, 2016 - Dec 22, 2016
#9	-2.37% Dec 5, 2025 - Dec 23, 2025	-7.12% Apr 18, 2022 - May 20, 2022
#10	-2.00% Sep 22, 2025 - Oct 2, 2025	-7.00% Jan 14, 2022 - Mar 29, 2022
#11	-1.25% Dec 26, 2025 - Jan 6, 2026	-6.91% Feb 25, 2026 - Apr 14, 2026
#12	-0.93% Jul 3, 2025 - Jul 23, 2025	-6.04% Oct 20, 2017 - Dec 19, 2017
#13	-0.38% Oct 21, 2025 - Oct 23, 2025	-5.98% Jul 31, 2017 - Sep 22, 2017
#14	N/A	-4.53% Sep 7, 2016 - Oct 3, 2016
#15	N/A	-4.51% Jan 22, 2014 - Feb 28, 2014

Correlation

Correlation between PRCS and HEQ is 0.84 which considered as a strong positive correlation - the stocks tend to move together.

0.84

-101

Dividend Comparison (2011 - 2026)

PRCS vs HEQ dividend yield comparison.

Year	PRCS	HEQ
2026	0.00%	2.13%
2025	0.13%	9.30%
2024	0.00%	9.79%
2023	0.00%	10.75%
2022	0.00%	10.09%
2021	0.00%	8.92%
2020	0.00%	11.64%
2019	0.00%	10.09%
2018	0.00%	11.50%
2017	0.00%	10.44%
2016	0.00%	9.57%
2015	0.00%	10.40%
2014	0.00%	9.22%
2013	0.00%	7.88%
2012	0.00%	8.54%
2011	0.00%	4.57%