BVAL vs. PRXV

Last updated Jun 4, 2026

BVAL (Bluemonte Large Cap Value ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. Their correlation of 0.93 suggests significant overlap in exposure. BVAL charges 0.24%/yr vs 0.36%/yr for PRXV.

Performance

BVAL vs. PRXV - Performance Comparison

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

Returns By Period

BVAL

• 1D: -0.26%
• 1M: 4.10%
• YTD: 11.47%
• 6M: 11.85%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRXV

• 1D: -0.03%
• 1M: 4.27%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BVAL vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
BVAL Bluemonte Large Cap Value ETF	4.66%
PRXV Praxis Impact Large Cap Value ETF	4.51%

Correlation

The correlation between BVAL and PRXV is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 21, 2026	0.93

Return for Risk

BVAL vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Large Cap Value ETF (BVAL) 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.

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

Sharpe Ratios by Period

	BVAL	PRXV	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	2.55	4.54	-2.00

Drawdowns

BVAL vs. PRXV - Drawdown Comparison

The maximum BVAL drawdown since its inception was -6.69%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for BVAL and PRXV.

Drawdown Indicators

	BVAL	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-6.69%	-1.18%	-5.51%
Current Drawdown Current decline from peak	-0.26%	-0.03%	-0.23%
Average Drawdown Average peak-to-trough decline	-0.91%	-0.32%	-0.59%

Volatility

Volatility by Period

	BVAL	PRXV	Difference
Volatility (1Y) Calculated over the trailing 1-year period	10.13%	9.66%	+0.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.13%	9.66%	+0.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.13%	9.66%	+0.47%

BVAL vs. PRXV - Expense Ratio Comparison

BVAL has a 0.24% expense ratio, which is lower than PRXV's 0.36% expense ratio.

Dividends

BVAL vs. PRXV - Dividend Comparison

BVAL's dividend yield for the trailing twelve months is around 0.97%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025
BVAL Bluemonte Large Cap Value ETF	0.97%	0.73%
PRXV Praxis Impact Large Cap Value ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both BVAL and PRXV in my portfolio?

With a correlation of 0.93, BVAL and PRXV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, BVAL or PRXV?

On fees, BVAL is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BVAL or PRXV?

BVAL is cheaper with a 0.24% expense ratio, compared with 0.36% for PRXV.

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

BVAL has the higher dividend yield at 0.97%, compared with 0.00% for PRXV.

What is the main difference between BVAL and PRXV?

They also come from different issuers: Bluemonte and Praxis. Their fees differ too: 0.24% for BVAL and 0.36% for PRXV.