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Pax-Global Sustainable Equity Fund (PAXS)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Pax-Global Sustainable Equity 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


Pax-Global Sustainable Equity Fund

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

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 Jan 27, 2022, PAXS's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, your investment would double in approximately 9.8 years.

Historically, 54% of months were positive and 46% were negative. The best month was Nov 2023 with a return of +11.6%, while the worst month was Dec 2024 at -8.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PAXS closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, while the worst single day was Jun 13, 2022 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.69%-1.94%3.65%
20256.66%1.55%0.01%-3.37%-1.24%1.61%3.94%4.40%2.11%-0.94%1.32%-3.64%12.58%
20243.42%5.91%3.46%-0.47%2.59%1.27%-1.09%3.39%5.81%-4.56%8.24%-8.76%19.51%
20236.56%-0.97%-2.02%-2.19%-1.34%6.14%2.04%1.21%-6.08%-5.10%11.64%0.42%9.30%
20220.00%-1.15%-6.99%1.20%-4.89%-8.13%9.46%-3.34%-2.28%0.16%8.02%-8.35%-16.66%

Benchmark Metrics

Pax-Global Sustainable Equity Fund has an annualized alpha of 1.53%, beta of 0.45, and R² of 0.21 versus S&P 500 Index. Calculated based on daily prices since January 28, 2022.

  • This ETF participated in 84.39% of S&P 500 Index downside but only 63.95% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.45 may look defensive, but with R² of 0.21 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.21 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.53%
Beta
0.45
0.21
Upside Capture
63.95%
Downside Capture
84.39%

Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Pax-Global Sustainable Equity Fund (PAXS) and compare them to a chosen benchmark (S&P 500 Index).


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Explore PAXS risk-adjusted metrics in detail

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

Dividends

Dividend History

Pax-Global Sustainable Equity Fund provided a 9.51% dividend yield over the last twelve months, with an annual payout of $1.49 per share. The fund has been increasing its distributions for 2 consecutive years.


12.00%12.50%13.00%$0.00$0.50$1.00$1.50$2.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.49$1.79$1.79$1.79$1.97

Dividend yield

9.51%11.72%11.76%12.54%13.30%

Monthly Dividends

The table displays the monthly dividend distributions for Pax-Global Sustainable Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.15$0.00$0.15
2025$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$1.79
2024$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$1.79
2023$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$1.79
2022$0.12$0.12$0.12$0.12$0.12$0.12$0.30$0.15$0.15$0.67$1.97

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 Pax-Global Sustainable Equity 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 Pax-Global Sustainable Equity Fund was 22.28%, occurring on Jun 16, 2022. Recovery took 422 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.28%Feb 3, 202293Jun 16, 2022422Feb 22, 2024515
-12.92%Dec 3, 202485Apr 7, 202580Aug 1, 2025165
-8.44%Oct 3, 202419Oct 29, 202422Nov 29, 202441
-8.16%Apr 9, 20245Apr 15, 202414May 3, 202419
-7.14%Oct 9, 20258Oct 20, 202564Jan 22, 202672

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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