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ISIN
US7042238250
CUSIP
704223825
Issuer
Pax World
Inception Date
Mar 27, 2008
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

PXSCX Performance Chart

Pax Small Cap Fund (PXSCX) is up 16.8% since the beginning of the year. PXSCX is currently trading at $21 per share. Investors who bought $1,000 worth of PXSCX shares 5 years ago would now be looking at an investment worth $1,410.


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S&P 500 Index

Returns By Period

Pax Small Cap Fund (PXSCX) has returned 16.84% so far this year and 39.20% over the past 12 months. Over the last ten years, PXSCX has returned 9.15% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Pax Small Cap Fund

1D
1.48%
1M
6.18%
YTD
16.84%
6M
13.24%
1Y
39.20%
3Y*
16.08%
5Y*
7.12%
10Y*
9.15%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PXSCX Monthly Returns History

Based on dividend-adjusted daily data since Mar 28, 2008, PXSCX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Oct 2008 at -23.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PXSCX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -13.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.63%1.60%-6.00%10.46%2.99%4.77%16.84%
20253.22%-4.85%-7.32%-1.45%4.11%3.14%3.35%6.24%2.12%0.05%3.46%-0.24%11.53%
2024-0.63%3.22%3.12%-5.33%4.01%-2.41%7.34%0.98%1.14%0.11%9.72%-6.39%14.55%
20238.75%0.20%-3.52%-1.83%-2.55%7.78%3.02%-2.10%-5.99%-7.68%9.15%9.62%13.51%
2022-9.35%-2.30%-0.12%-9.00%-0.27%-7.99%9.04%-2.12%-8.27%9.83%1.75%-4.70%-22.99%
20215.39%5.89%1.87%7.30%-0.16%1.45%-0.41%3.40%-3.79%5.85%-2.40%3.05%30.34%

Benchmark Metrics

Pax Small Cap Fund has an annualized alpha of -0.04%, beta of 0.97, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since March 28, 2008.

  • With beta of 0.97 and R2 of 0.79, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.04%
Beta
0.97
0.79
Upside Capture
95.92%
Downside Capture
99.53%

Expense Ratio

PXSCX has a high expense ratio of 1.15%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PXSCX ranks 72 for risk / return — better than 72% 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.


PXSCX Risk / Return Rank: 7272
Overall Rank
PXSCX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PXSCX Sortino Ratio Rank: 7070
Sortino Ratio Rank
PXSCX Omega Ratio Rank: 5959
Omega Ratio Rank
PXSCX Calmar Ratio Rank: 8181
Calmar Ratio Rank
PXSCX Martin Ratio Rank: 8080
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 Pax Small Cap Fund (PXSCX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PXSCXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

3.53

2.78

+0.75

Martin ratioReturn relative to average drawdown

13.88

12.44

+1.44

Dividends

Dividend History

Pax Small Cap Fund provided a 5.54% dividend yield over the last twelve months, with an annual payout of $1.18 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.18$1.18$0.90$0.00$0.35$1.80$0.61$0.13$1.77$0.26$0.34$0.09

Dividend yield

5.54%6.47%5.19%0.00%2.47%9.60%3.87%0.89%14.72%1.56%2.24%0.64%

Monthly Dividends

The table displays the monthly dividend distributions for Pax Small Cap 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$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$1.18$1.18
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.90$0.90
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2021$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$1.78$1.80

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 Small Cap 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 Small Cap Fund was 51.55%, occurring on Nov 20, 2008. Recovery took 347 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-51.55%Nov 2008
5mo 21d1y 4mo
1y 10moJun 2008 - Apr 2010
COVID crash2020
-41.38%Mar 2020
26d8mo 10d
9mo 6dFeb 2020 - Nov 2020
Bear market2022
-32.25%Jun 2022
7mo 10d2y 4mo
3y 4dNov 2021 - Nov 2024
2011 bear market2011
-26.87%Oct 2011
4mo 4d1y 3mo
1y 7moJun 2011 - Jan 2013
2025 selloff2025
-25.52%Apr 2025
4mo 6d5mo 6d
9mo 12dDec 2024 - Sep 2025

Drawdown Indicators


PXSCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-51.55%

-56.78%

+5.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-9.10%

-1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-25.52%

-18.90%

-6.62%

Max Drawdown (5Y)

Largest decline over 5 years

-32.25%

-25.43%

-6.82%

Max Drawdown (10Y)

Largest decline over 10 years

-41.38%

-33.92%

-7.46%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-9.25%

-10.71%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.03%

+0.78%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with PXSCX

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