DVAL vs. PRXV

Last updated Jun 24, 2026

DVAL (BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.76 correlation means they provide meaningful diversification when combined. DVAL charges 0.49%/yr vs 0.36%/yr for PRXV.

Performance

DVAL vs. PRXV - Performance Comparison

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

Returns By Period

DVAL

• 1D: 0.14%
• 1M: 1.85%
• YTD: 8.47%
• 6M: 7.88%
• 1Y: 14.39%
• 3Y*: 13.18%
• 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)

DVAL vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF	1.71%
PRXV Praxis Impact Large Cap Value ETF	6.54%

Correlation

The correlation between DVAL and PRXV is 0.76, 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	0.76

Return for Risk

DVAL vs. PRXV — Risk / Return Rank

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

DVAL

DVAL Risk / Return Rank: 44
DVAL Sharpe Ratio Rank: 41
DVAL Sortino Ratio Rank: 43
DVAL Omega Ratio Rank: 38
DVAL Calmar Ratio Rank: 51
DVAL Martin Ratio Rank: 48

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.

DVAL vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) 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.

	DVAL	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	1.35	—	—
Sortino ratio: Return per unit of downside risk	2.01	—	—
Omega ratio: Gain probability vs. loss probability	1.23	—	—
Calmar ratio: Return relative to maximum drawdown	2.33	—	—
Martin ratio: Return relative to average drawdown	7.47	—	—

Drawdowns

DVAL vs. PRXV - Drawdown Comparison

The maximum DVAL drawdown since its inception was -18.11%, which is greater than PRXV's maximum drawdown of -1.41%. Use the drawdown chart below to compare losses from any high point for DVAL and PRXV.

Drawdown Indicators

	DVAL	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-18.11%	-1.41%	-16.70%
Max Drawdown (1Y) Largest decline over 1 year	-6.20%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.11%	—	—
Current Drawdown Current decline from peak	-0.82%	-0.29%	-0.53%
Average Drawdown Average peak-to-trough decline	-3.60%	-0.41%	-3.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	—	—

Volatility

Volatility by Period

	DVAL	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.29%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.94%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.77%	10.64%	+0.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.22%	10.64%	+3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.22%	10.64%	+3.58%

DVAL vs. PRXV - Expense Ratio Comparison

DVAL has a 0.49% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

DVAL vs. PRXV - Dividend Comparison

DVAL's dividend yield for the trailing twelve months is around 1.84%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF	1.84%	2.00%	2.82%	1.16%	13.13%
PRXV Praxis Impact Large Cap Value ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DVAL and PRXV in my portfolio?

DVAL and PRXV have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DVAL 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, DVAL or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.49% for DVAL.

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

DVAL has the higher dividend yield at 1.84%, compared with 0.00% for PRXV.

What is the main difference between DVAL and PRXV?

They also come from different issuers: BrandywineGLOBAL and Praxis. Their fees differ too: 0.49% for DVAL and 0.36% for PRXV.