DFRA vs. PRXV

Last updated Jun 4, 2026

DFRA (Donoghue Forlines Yield Enhanced Real Asset ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. DFRA is passively managed, while PRXV is actively managed. Their correlation of 0.89 suggests significant overlap in exposure. DFRA charges 0.69%/yr vs 0.36%/yr for PRXV.

Performance

DFRA vs. PRXV - Performance Comparison

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

Returns By Period

DFRA

• 1D: -0.14%
• 1M: -2.02%
• YTD: 8.60%
• 6M: 8.04%
• 1Y: 15.09%
• 3Y*: 12.75%
• 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)

DFRA vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
DFRA Donoghue Forlines Yield Enhanced Real Asset ETF	-4.39%
PRXV Praxis Impact Large Cap Value ETF	4.51%

Correlation

The correlation between DFRA and PRXV is 0.89, 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	0.89

Return for Risk

DFRA vs. PRXV — Risk / Return Rank

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

DFRA

DFRA Risk / Return Rank: 29
DFRA Sharpe Ratio Rank: 29
DFRA Sortino Ratio Rank: 27
DFRA Omega Ratio Rank: 29
DFRA Calmar Ratio Rank: 27
DFRA Martin Ratio Rank: 31

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.

DFRA vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Yield Enhanced Real Asset ETF (DFRA) 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.

	DFRA	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	1.03	—	—
Sortino ratio: Return per unit of downside risk	1.47	—	—
Omega ratio: Gain probability vs. loss probability	1.19	—	—
Calmar ratio: Return relative to maximum drawdown	1.30	—	—
Martin ratio: Return relative to average drawdown	4.50	—	—
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

	DFRA	PRXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	4.54	-3.87

Drawdowns

DFRA vs. PRXV - Drawdown Comparison

The maximum DFRA drawdown since its inception was -19.35%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for DFRA and PRXV.

Drawdown Indicators

	DFRA	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-19.35%	-1.18%	-18.17%
Max Drawdown (1Y) Largest decline over 1 year	-11.64%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.35%	—	—
Current Drawdown Current decline from peak	-7.31%	-0.03%	-7.28%
Average Drawdown Average peak-to-trough decline	-3.96%	-0.32%	-3.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.36%	—	—

Volatility

Volatility by Period

	DFRA	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.52%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.85%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.70%	9.66%	+5.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.52%	9.66%	+7.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.52%	9.66%	+7.86%

DFRA vs. PRXV - Expense Ratio Comparison

DFRA has a 0.69% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

DFRA vs. PRXV - Dividend Comparison

DFRA's dividend yield for the trailing twelve months is around 4.20%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
DFRA Donoghue Forlines Yield Enhanced Real Asset ETF	4.20%	2.86%	10.13%	4.70%	8.40%	0.08%
PRXV Praxis Impact Large Cap Value ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFRA and PRXV in my portfolio?

DFRA and PRXV have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DFRA 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, DFRA or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.69% for DFRA.

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

DFRA has the higher dividend yield at 4.20%, compared with 0.00% for PRXV.

What is the main difference between DFRA and PRXV?

They also come from different issuers: Donoghue Forlines and Praxis. Their fees differ too: 0.69% for DFRA and 0.36% for PRXV.