DEXC vs. PRXV

Last updated Jul 14, 2026

DEXC (Dimensional Emerging Markets ex China Core Equity ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both exchange-traded funds - DEXC is a Emerging Markets Diversified fund actively managed by Dimensional Fund Advisors, while PRXV is a Large Cap Value Equities fund actively managed by Praxis. Both are actively managed. At a 0.47 correlation, their price movements are largely independent. DEXC charges 0.43%/yr vs 0.36%/yr for PRXV.

Performance

DEXC vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Emerging Markets ex China Core Equity ETF (DEXC) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DEXC

• 1D: -3.71%
• 1M: -4.67%
• 6M: 22.70%
• YTD: 27.87%
• 1Y: 43.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRXV

• 1D: 0.15%
• 1M: 2.33%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DEXC vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
DEXC Dimensional Emerging Markets ex China Core Equity ETF	4.93%
PRXV Praxis Impact Large Cap Value ETF	8.46%

Correlation

The correlation between DEXC and PRXV is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 20, 2026	0.47

Return for Risk

DEXC vs. PRXV — Risk / Return Rank

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

DEXC

DEXC Risk / Return Rank: 73
DEXC Sharpe Ratio Rank: 69
DEXC Sortino Ratio Rank: 62
DEXC Omega Ratio Rank: 73
DEXC Calmar Ratio Rank: 81
DEXC Martin Ratio Rank: 78

PRXV

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

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.

DEXC vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets ex China Core Equity ETF (DEXC) 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.

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.

	DEXC	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	1.77	—	—
Sortino ratio: Return per unit of downside risk	2.30	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	3.40	—	—
Martin ratio: Return relative to average drawdown	11.70	—	—

Drawdowns

DEXC vs. PRXV - Drawdown Comparison

The maximum DEXC drawdown since its inception was -15.07%, which is greater than PRXV's maximum drawdown of -1.41%. Use the drawdown chart below to compare losses from any high point for DEXC and PRXV.

Drawdown Indicators

	DEXC	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-15.07%	-1.41%	-13.66%
Max Drawdown (1Y) Largest decline over 1 year	-12.86%	—	—
Current Drawdown Current decline from peak	-10.26%	0.00%	-10.26%
Average Drawdown Average peak-to-trough decline	-2.58%	-0.37%	-2.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.73%	—	—

Volatility

Volatility by Period

	DEXC	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	23.20%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.72%	10.09%	+14.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.15%	10.09%	+12.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.15%	10.09%	+12.06%

DEXC vs. PRXV - Expense Ratio Comparison

DEXC has a 0.43% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

DEXC vs. PRXV - Dividend Comparison

DEXC's dividend yield for the trailing twelve months is around 1.60%, more than PRXV's 0.38% yield.

Position	TTM	2025	2024
DEXC Dimensional Emerging Markets ex China Core Equity ETF	1.60%	1.97%	0.19%
PRXV Praxis Impact Large Cap Value ETF	0.38%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DEXC and PRXV in my portfolio?

DEXC and PRXV have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DEXC 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, DEXC or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.43% for DEXC.

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

DEXC has the higher dividend yield at 1.60%, compared with 0.38% for PRXV.

What is the main difference between DEXC and PRXV?

DEXC is categorized as Emerging Markets Diversified, while PRXV is Large Cap Value Equities. They also come from different issuers: Dimensional Fund Advisors and Praxis. Their fees differ too: 0.43% for DEXC and 0.36% for PRXV.