APRP vs. PRXV

Last updated Jun 3, 2026

APRP (PGIM US Large-Cap Buffer 12 ETF - April) and PRXV (Praxis Impact Large Cap Value ETF) are both exchange-traded funds - APRP is a Options Trading fund actively managed by PGIM, while PRXV is a Large Cap Value Equities fund actively managed by Praxis. Both are actively managed. A 0.51 correlation means they provide meaningful diversification when combined. APRP charges 0.50%/yr vs 0.36%/yr for PRXV.

Performance

APRP vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM US Large-Cap Buffer 12 ETF - April (APRP) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

APRP

• 1D: 0.03%
• 1M: 1.84%
• YTD: 9.54%
• 6M: 10.64%
• 1Y: 18.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRXV

• 1D: 0.86%
• 1M: 3.47%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

APRP vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
APRP PGIM US Large-Cap Buffer 12 ETF - April	2.62%
PRXV Praxis Impact Large Cap Value ETF	4.54%

Correlation

The correlation between APRP and PRXV is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 21, 2026	0.51

Return for Risk

APRP vs. PRXV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

APRP

APRP Risk / Return Rank: 98
APRP Sharpe Ratio Rank: 96
APRP Sortino Ratio Rank: 98
APRP Omega Ratio Rank: 98
APRP Calmar Ratio Rank: 98
APRP Martin Ratio Rank: 98

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.

APRP vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM US Large-Cap Buffer 12 ETF - April (APRP) and Praxis Impact Large Cap Value ETF (PRXV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	APRP	PRXV	Difference
Sharpe ratio Return per unit of total volatility	4.29	—	—
Sortino ratio Return per unit of downside risk	7.33	—	—
Omega ratio Gain probability vs. loss probability	2.08	—	—
Calmar ratio Return relative to maximum drawdown	17.17	—	—
Martin ratio Return relative to average drawdown	76.71	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	APRP	PRXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.29	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.37	4.69	-3.32

Drawdowns

APRP vs. PRXV - Drawdown Comparison

The maximum APRP drawdown since its inception was -13.66%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for APRP and PRXV.

Drawdown Indicators

	APRP	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-13.66%	-1.18%	-12.48%
Max Drawdown (1Y) Largest decline over 1 year	-1.09%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.23%	-0.33%	-0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.24%	—	—

Volatility

Volatility by Period

	APRP	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.36%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.33%	9.81%	-5.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.50%	9.81%	-0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.50%	9.81%	-0.31%

APRP vs. PRXV - Expense Ratio Comparison

APRP has a 0.50% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

APRP vs. PRXV - Dividend Comparison

Neither APRP nor PRXV has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both APRP and PRXV in my portfolio?

APRP and PRXV have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, APRP or PRXV?

On fees, PRXV is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, APRP or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.50% for APRP.

Which ETF pays a higher dividend yield, APRP or PRXV?

APRP and PRXV have nearly identical dividend yields, around 0.00%.

What is the main difference between APRP and PRXV?

APRP is categorized as Options Trading, while PRXV is Large Cap Value Equities. They also come from different issuers: PGIM and Praxis. Their fees differ too: 0.50% for APRP and 0.36% for PRXV.