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Praxis International Index Fund (MPLIX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US74006E7022
CUSIP
74006E702
Inception Date
Dec 31, 2010
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Praxis International Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Praxis International Index Fund (MPLIX) has returned -1.74% so far this year and 21.95% over the past 12 months. Over the last ten years, MPLIX has returned 8.30% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Praxis International Index Fund

1D
0.32%
1M
-11.27%
YTD
-1.74%
6M
2.66%
1Y
21.95%
3Y*
13.69%
5Y*
6.45%
10Y*
8.30%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 31, 2010, MPLIX's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, your investment would double in approximately 10.9 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2022 with a return of +14.0%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MPLIX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +7.8%, while the worst single day was Mar 16, 2020 at -9.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.15%5.31%-11.27%-1.74%
20253.74%1.20%-0.59%2.98%4.71%3.73%-0.93%3.30%3.78%1.95%0.12%2.35%29.51%
2024-1.53%3.12%2.86%-2.55%4.52%0.00%2.35%2.89%1.87%-3.82%-0.07%-2.58%6.86%
20238.46%-4.15%2.42%1.35%-3.09%4.13%3.55%-4.31%-3.34%-3.36%8.30%5.40%15.07%
2022-2.96%-2.74%0.16%-6.72%1.68%-8.08%3.50%-4.59%-10.35%3.14%13.95%-2.21%-16.16%
2021-0.08%2.18%1.37%2.85%3.29%-1.20%-1.36%1.67%-3.43%2.66%-3.67%3.64%7.84%

Benchmark Metrics

Praxis International Index Fund has an annualized alpha of -3.51%, beta of 0.84, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since January 03, 2011.

  • This fund participated in 100.70% of S&P 500 Index downside but only 75.54% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.51% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-3.51%
Beta
0.84
0.74
Upside Capture
75.54%
Downside Capture
100.70%

Expense Ratio

MPLIX has an expense ratio of 0.61%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MPLIX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MPLIX Risk / Return Rank: 6969
Overall Rank
MPLIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MPLIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
MPLIX Omega Ratio Rank: 6868
Omega Ratio Rank
MPLIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
MPLIX Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Praxis International Index Fund (MPLIX) and compare them to a chosen benchmark (S&P 500 Index).


MPLIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.90

+0.40

Sortino ratio

Return per unit of downside risk

1.76

1.39

+0.37

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

1.64

1.40

+0.24

Martin ratio

Return relative to average drawdown

6.60

6.61

-0.01

Explore MPLIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Praxis International Index Fund provided a 3.37% dividend yield over the last twelve months, with an annual payout of $0.53 per share.


1.50%2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.40$0.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.53$0.53$0.38$0.40$0.23$0.34$0.19$0.27$0.24$0.20$0.18$0.19

Dividend yield

3.37%3.32%2.97%3.26%2.09%2.49%1.48%2.37%2.49%1.71%1.93%2.05%

Monthly Dividends

The table displays the monthly dividend distributions for Praxis International Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Praxis International Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Praxis International Index Fund was 35.25%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current Praxis International Index Fund drawdown is 11.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.25%Jan 29, 2018541Mar 23, 2020163Nov 11, 2020704
-30.02%Jun 15, 2021336Oct 12, 2022399May 15, 2024735
-27.42%May 2, 2011108Oct 3, 2011400May 8, 2013508
-25.44%Jul 7, 2014405Feb 11, 2016310May 5, 2017715
-13.35%Sep 30, 2024131Apr 8, 202517May 2, 2025148

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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