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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Pax U.S. Sustainable Economy 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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Returns By Period
Pax U.S. Sustainable Economy Fund (PXWGX) has returned -7.27% so far this year and 13.94% over the past 12 months. Over the last ten years, PXWGX has had an annualized return of 11.72%, just under the S&P 500 Index benchmark’s 12.16%.
Pax U.S. Sustainable Economy Fund
- 1D
- -0.17%
- 1M
- -7.73%
- YTD
- -7.27%
- 6M
- -3.36%
- 1Y
- 13.94%
- 3Y*
- 14.29%
- 5Y*
- 9.82%
- 10Y*
- 11.72%
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%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 1998, PXWGX's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.
Historically, 60% of months were positive and 40% were negative. The best month was Dec 1998 with a return of +13.6%, while the worst month was Oct 2008 at -21.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, PXWGX closed higher 52% of trading days. The best single day was Dec 20, 2024 with a return of +14.7%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.41% | -0.89% | -7.73% | -7.27% | |||||||||
| 2025 | 1.72% | -1.18% | -6.27% | -0.82% | 5.74% | 4.81% | 1.74% | 2.24% | 3.11% | 3.25% | 0.79% | 0.14% | 15.75% |
| 2024 | 1.73% | 5.11% | 3.53% | -5.26% | 5.42% | 3.02% | 2.17% | 2.27% | 2.00% | -2.14% | 5.44% | -3.68% | 20.64% |
| 2023 | 6.51% | -1.91% | 3.34% | 0.82% | 0.00% | 5.87% | 3.00% | -1.63% | -5.65% | -2.71% | 9.53% | 6.02% | 24.46% |
| 2022 | -6.09% | -3.07% | 3.26% | -8.25% | 0.37% | -7.43% | 8.04% | -5.10% | -9.24% | 7.84% | 7.52% | -5.52% | -18.33% |
| 2021 | 0.29% | 2.56% | 4.37% | 4.70% | 1.12% | 2.43% | 3.08% | 2.67% | -5.21% | 6.80% | -0.91% | 5.40% | 30.27% |
Benchmark Metrics
Pax U.S. Sustainable Economy Fund has an annualized alpha of 0.91%, beta of 0.96, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 05, 1998.
- With beta of 0.96 and R² of 0.85, 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
- 0.91%
- Beta
- 0.96
- R²
- 0.85
- Upside Capture
- 102.45%
- Downside Capture
- 100.36%
Expense Ratio
PXWGX has an expense ratio of 0.70%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PXWGX ranks 38 for risk / return — below 38% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Pax U.S. Sustainable Economy Fund (PXWGX) and compare them to a chosen benchmark (S&P 500 Index).
| PXWGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.90 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.39 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.40 | -0.41 |
Martin ratioReturn relative to average drawdown | 4.66 | 6.61 | -1.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PXWGX 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 U.S. Sustainable Economy Fund provided a 5.81% dividend yield over the last twelve months, with an annual payout of $1.38 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.38 | $1.38 | $3.80 | $1.34 | $1.47 | $5.52 | $0.46 | $0.72 | $1.39 | $0.89 | $1.76 | $1.12 |
Dividend yield | 5.81% | 5.39% | 16.28% | 5.95% | 7.66% | 21.85% | 1.92% | 3.36% | 7.95% | 4.53% | 10.42% | 6.37% |
Monthly Dividends
The table displays the monthly dividend distributions for Pax U.S. Sustainable Economy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.31 | $1.38 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.55 | $3.80 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.23 | $1.34 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.37 | $1.47 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.41 | $5.52 |
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 U.S. Sustainable Economy 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 U.S. Sustainable Economy Fund was 57.59%, occurring on Nov 20, 2008. Recovery took 1034 trading sessions.
The current Pax U.S. Sustainable Economy Fund drawdown is 9.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.59% | Mar 6, 2000 | 2193 | Nov 20, 2008 | 1034 | Jan 2, 2013 | 3227 |
| -33.81% | Feb 18, 2020 | 25 | Mar 23, 2020 | 107 | Aug 24, 2020 | 132 |
| -27.93% | Jul 21, 1998 | 30 | Aug 31, 1998 | 85 | Dec 31, 1998 | 115 |
| -26.98% | Dec 23, 2024 | 72 | Apr 8, 2025 | 139 | Oct 27, 2025 | 211 |
| -26.06% | Dec 30, 2021 | 198 | Oct 12, 2022 | 295 | Dec 14, 2023 | 493 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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