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DYFI vs. PRXV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DYFI vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDX Dynamic Fixed Income ETF (DYFI) 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


DYFI

1D
0.04%
1M
0.08%
YTD
-0.02%
6M
0.42%
1Y
4.23%
3Y*
5Y*
10Y*

PRXV

1D
0.86%
1M
3.47%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DYFI vs. PRXV - Yearly Performance Comparison


Correlation

The correlation between DYFI and PRXV is 0.56, 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 21, 2026

0.56

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Return for Risk

DYFI vs. PRXV — Risk / Return Rank

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

DYFI
DYFI Risk / Return Rank: 4444
Overall Rank
DYFI Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DYFI Sortino Ratio Rank: 4848
Sortino Ratio Rank
DYFI Omega Ratio Rank: 5353
Omega Ratio Rank
DYFI Calmar Ratio Rank: 3434
Calmar Ratio Rank
DYFI Martin Ratio Rank: 3838
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.

DYFI vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDX Dynamic Fixed Income ETF (DYFI) 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.


DYFIPRXVDifference

Sharpe ratio

Return per unit of total volatility

1.72

Sortino ratio

Return per unit of downside risk

2.39

Omega ratio

Gain probability vs. loss probability

1.33

Calmar ratio

Return relative to maximum drawdown

1.72

Martin ratio

Return relative to average drawdown

6.05

DYFI vs. PRXV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DYFIPRXVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

4.69

-4.40

Drawdowns

DYFI vs. PRXV - Drawdown Comparison

The maximum DYFI drawdown since its inception was -4.54%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for DYFI and PRXV.


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Drawdown Indicators


DYFIPRXVDifference

Max Drawdown

Largest peak-to-trough decline

-4.54%

-1.18%

-3.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

Current Drawdown

Current decline from peak

-0.97%

0.00%

-0.97%

Average Drawdown

Average peak-to-trough decline

-1.41%

-0.33%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

Volatility

DYFI vs. PRXV - Volatility Comparison


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Volatility by Period


DYFIPRXVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

2.47%

9.81%

-7.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.39%

9.81%

-6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.39%

9.81%

-6.42%

DYFI vs. PRXV - Expense Ratio Comparison

DYFI has a 1.33% expense ratio, which is higher than PRXV's 0.36% expense ratio.


Dividends

DYFI vs. PRXV - Dividend Comparison

DYFI's dividend yield for the trailing twelve months is around 4.62%, while PRXV has not paid dividends to shareholders.


PositionTTM20252024
DYFI
IDX Dynamic Fixed Income ETF
4.62%4.63%5.93%
PRXV
Praxis Impact Large Cap Value ETF
0.00%0.00%0.00%

Frequently Asked Questions


DYFI and PRXV have a correlation of 0.56, 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 1.33% for DYFI.

DYFI has the higher dividend yield at 4.62%, compared with 0.00% for PRXV.

DYFI is categorized as Multisector Bonds, while PRXV is Large Cap Value Equities. They also come from different issuers: IDX and Praxis. Their fees differ too: 1.33% for DYFI and 0.36% for PRXV.

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