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DEXC vs. PRXV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


DEXC

1D
-0.88%
1M
11.20%
YTD
37.31%
6M
41.69%
1Y
63.36%
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)

DEXC vs. PRXV - Yearly Performance Comparison


Correlation

The correlation between DEXC and PRXV is 0.50, 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 21, 2026

0.50

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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: 8989
Overall Rank
DEXC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DEXC Sortino Ratio Rank: 8888
Sortino Ratio Rank
DEXC Omega Ratio Rank: 8989
Omega Ratio Rank
DEXC Calmar Ratio Rank: 8787
Calmar Ratio Rank
DEXC Martin Ratio Rank: 8989
Martin Ratio Rank

PRXV
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.


DEXCPRXVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.57

Calmar ratioReturn relative to maximum drawdown

4.95

Martin ratioReturn relative to average drawdown

19.75

DEXC vs. PRXV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DEXCPRXVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.12

Sharpe Ratio (All Time)

Calculated using the full available price history

2.17

4.54

-2.37

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 -1.18%. Use the drawdown chart below to compare losses from any high point for DEXC and PRXV.


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Drawdown Indicators


DEXCPRXVDifference

Max Drawdown

Largest peak-to-trough decline

-15.07%

-1.18%

-13.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

Current Drawdown

Current decline from peak

-0.88%

-0.03%

-0.85%

Average Drawdown

Average peak-to-trough decline

-2.41%

-0.32%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

Volatility

DEXC vs. PRXV - Volatility Comparison


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Volatility by Period


DEXCPRXVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.61%

Volatility (6M)

Calculated over the trailing 6-month period

18.28%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

9.66%

+10.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

9.66%

+10.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.73%

9.66%

+10.07%

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 1.45%, while PRXV has not paid dividends to shareholders.


Frequently Asked Questions


DEXC and PRXV have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

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

DEXC has the higher dividend yield at 1.45%, compared with 0.00% for 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.

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