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Pax-Global Sustainable Equity Fund (PAXS) Sharpe Ratio

Sharpe ratio is not yet available for PAXS. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

PAXS Sharpe Ratio Rank

PAXS Sharpe Ratio Rank: 34.434
Below Average

PAXS ranks above 34.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

How it compares to other similar ETFs

The table compares PAXS's Sharpe Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Feb 7, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SGOViShares 0-3 Month Treasury Bond ETF20.61
TBLLInvesco Short Term Treasury ETF20.10
BILSPDR Barclays 1-3 Month T-Bill ETF19.52
SHViShares Short Treasury Bond ETF19.52
BILZPIMCO Ultra Short Government Active Exchange-Traded Fund19.23
OPERClearShares Ultra-Short Maturity ETF17.14
GMMFiShares Government Money Market ETF16.76
BILSSPDR Bloomberg 3-12 Month T-Bill ETF16.34
GBILGoldman Sachs Access Treasury 0-1 Year ETF16.02
MMKTTexas Capital Government Money Market ETF15.70
PAXSPax-Global Sustainable Equity Fund0.56

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows PAXS's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PAXS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore PAXS risk-adjusted metrics in detail

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

PAXS Sortino Ratio