DVND vs. PRXV

Last updated Jun 5, 2026

DVND (Touchstone Dividend Select ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Their correlation of 0.86 suggests significant overlap in exposure. DVND charges 0.68%/yr vs 0.36%/yr for PRXV.

Performance

DVND vs. PRXV - Performance Comparison

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

Returns By Period

DVND

• 1D: 0.43%
• 1M: 3.87%
• YTD: 10.56%
• 6M: 11.03%
• 1Y: 24.15%
• 3Y*: 16.99%
• 5Y*: —
• 10Y*: —

PRXV

• 1D: 0.76%
• 1M: 3.88%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DVND vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
DVND Touchstone Dividend Select ETF	4.20%
PRXV Praxis Impact Large Cap Value ETF	5.31%

Correlation

The correlation between DVND and PRXV is 0.86, 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	0.86

Return for Risk

DVND vs. PRXV — Risk / Return Rank

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

DVND

DVND Risk / Return Rank: 73
DVND Sharpe Ratio Rank: 78
DVND Sortino Ratio Rank: 80
DVND Omega Ratio Rank: 77
DVND Calmar Ratio Rank: 64
DVND Martin Ratio Rank: 65

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.

DVND vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Dividend Select ETF (DVND) 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.

	DVND	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	2.47	—	—
Sortino ratio: Return per unit of downside risk	3.52	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	3.11	—	—
Martin ratio: Return relative to average drawdown	11.77	—	—
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

	DVND	PRXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.06	5.29	-4.23

Drawdowns

DVND vs. PRXV - Drawdown Comparison

The maximum DVND drawdown since its inception was -14.83%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for DVND and PRXV.

Drawdown Indicators

	DVND	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-14.83%	-1.18%	-13.65%
Max Drawdown (1Y) Largest decline over 1 year	-7.80%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.64%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.45%	-0.31%	-2.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	—	—

Volatility

Volatility by Period

	DVND	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.50%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.33%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.82%	9.66%	+0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.36%	9.66%	+3.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.36%	9.66%	+3.70%

DVND vs. PRXV - Expense Ratio Comparison

DVND has a 0.68% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

DVND vs. PRXV - Dividend Comparison

DVND's dividend yield for the trailing twelve months is around 1.80%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
DVND Touchstone Dividend Select ETF	1.80%	1.93%	2.06%	2.05%	0.71%
PRXV Praxis Impact Large Cap Value ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DVND and PRXV in my portfolio?

DVND and PRXV have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DVND 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, DVND or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.68% for DVND.

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

DVND has the higher dividend yield at 1.80%, compared with 0.00% for PRXV.

What is the main difference between DVND and PRXV?

They also come from different issuers: Touchstone and Praxis. Their fees differ too: 0.68% for DVND and 0.36% for PRXV.