DFSE vs. PRXV

Last updated Jun 24, 2026

DFSE (Dimensional Emerging Markets Sustainability Core 1 ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both exchange-traded funds - DFSE is a Emerging Markets Diversified fund actively managed by Dimensional, while PRXV is a Large Cap Value Equities fund actively managed by Praxis. Both are actively managed. A 0.58 correlation means they provide meaningful diversification when combined. DFSE charges 0.41%/yr vs 0.36%/yr for PRXV.

Performance

DFSE vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DFSE

• 1D: -5.29%
• 1M: -0.02%
• YTD: 16.52%
• 6M: 16.76%
• 1Y: 32.75%
• 3Y*: 19.53%
• 5Y*: —
• 10Y*: —

PRXV

• 1D: -0.29%
• 1M: 3.50%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DFSE vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
DFSE Dimensional Emerging Markets Sustainability Core 1 ETF	1.68%
PRXV Praxis Impact Large Cap Value ETF	6.54%

Correlation

The correlation between DFSE and PRXV is 0.58, 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 20, 2026	0.58

Return for Risk

DFSE vs. PRXV — Risk / Return Rank

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

DFSE

DFSE Risk / Return Rank: 52
DFSE Sharpe Ratio Rank: 49
DFSE Sortino Ratio Rank: 45
DFSE Omega Ratio Rank: 52
DFSE Calmar Ratio Rank: 56
DFSE Martin Ratio Rank: 56

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.

DFSE vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) 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.

	DFSE	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	1.58	—	—
Sortino ratio: Return per unit of downside risk	2.11	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	2.56	—	—
Martin ratio: Return relative to average drawdown	9.16	—	—

Drawdowns

DFSE vs. PRXV - Drawdown Comparison

The maximum DFSE drawdown since its inception was -19.77%, which is greater than PRXV's maximum drawdown of -1.41%. Use the drawdown chart below to compare losses from any high point for DFSE and PRXV.

Drawdown Indicators

	DFSE	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-19.77%	-1.41%	-18.36%
Max Drawdown (1Y) Largest decline over 1 year	-12.88%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.77%	—	—
Current Drawdown Current decline from peak	-5.31%	-0.29%	-5.02%
Average Drawdown Average peak-to-trough decline	-3.99%	-0.41%	-3.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.58%	—	—

Volatility

Volatility by Period

	DFSE	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.87%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.92%	10.64%	+10.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.24%	10.64%	+7.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.24%	10.64%	+7.60%

DFSE vs. PRXV - Expense Ratio Comparison

DFSE has a 0.41% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

DFSE vs. PRXV - Dividend Comparison

DFSE's dividend yield for the trailing twelve months is around 1.91%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
DFSE Dimensional Emerging Markets Sustainability Core 1 ETF	1.91%	2.26%	2.06%	2.06%	0.36%
PRXV Praxis Impact Large Cap Value ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFSE and PRXV in my portfolio?

DFSE and PRXV have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DFSE 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, DFSE or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.41% for DFSE.

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

DFSE has the higher dividend yield at 1.91%, compared with 0.00% for PRXV.

What is the main difference between DFSE and PRXV?

DFSE is categorized as Emerging Markets Diversified, while PRXV is Large Cap Value Equities. They also come from different issuers: Dimensional and Praxis. Their fees differ too: 0.41% for DFSE and 0.36% for PRXV.