EFFE vs. PRXV

Last updated Jul 14, 2026

EFFE (Harbor Osmosis Emerging Markets Resource Efficient ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both exchange-traded funds - EFFE is a Emerging Markets Diversified fund actively managed by Harbor, while PRXV is a Large Cap Value Equities fund actively managed by Praxis. Both are actively managed. At a 0.44 correlation, their price movements are largely independent. EFFE charges 0.69%/yr vs 0.36%/yr for PRXV.

Performance

EFFE vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Osmosis Emerging Markets Resource Efficient ETF (EFFE) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EFFE

• 1D: -3.28%
• 1M: -5.51%
• 6M: 10.72%
• YTD: 14.42%
• 1Y: 20.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRXV

• 1D: 0.15%
• 1M: 2.33%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EFFE vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
EFFE Harbor Osmosis Emerging Markets Resource Efficient ETF	3.36%
PRXV Praxis Impact Large Cap Value ETF	8.46%

Correlation

The correlation between EFFE and PRXV is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 20, 2026	0.44

Return for Risk

EFFE vs. PRXV — Risk / Return Rank

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

EFFE

EFFE Risk / Return Rank: 34
EFFE Sharpe Ratio Rank: 30
EFFE Sortino Ratio Rank: 29
EFFE Omega Ratio Rank: 33
EFFE Calmar Ratio Rank: 37
EFFE Martin Ratio Rank: 38

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.

EFFE vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Osmosis Emerging Markets Resource Efficient ETF (EFFE) 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.

	EFFE	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	0.91	—	—
Sortino ratio: Return per unit of downside risk	1.32	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.53	—	—
Martin ratio: Return relative to average drawdown	4.77	—	—

Drawdowns

EFFE vs. PRXV - Drawdown Comparison

The maximum EFFE drawdown since its inception was -13.75%, which is greater than PRXV's maximum drawdown of -1.41%. Use the drawdown chart below to compare losses from any high point for EFFE and PRXV.

Drawdown Indicators

	EFFE	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-13.75%	-1.41%	-12.34%
Max Drawdown (1Y) Largest decline over 1 year	-13.75%	—	—
Current Drawdown Current decline from peak	-11.61%	0.00%	-11.61%
Average Drawdown Average peak-to-trough decline	-2.37%	-0.37%	-2.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.39%	—	—

Volatility

Volatility by Period

	EFFE	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.89%	—	—
Volatility (6M) Calculated over the trailing 6-month period	21.21%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.11%	10.09%	+13.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.52%	10.09%	+11.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.52%	10.09%	+11.43%

EFFE vs. PRXV - Expense Ratio Comparison

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

Dividends

EFFE vs. PRXV - Dividend Comparison

EFFE's dividend yield for the trailing twelve months is around 4.10%, more than PRXV's 0.38% yield.

Position	TTM	2025
EFFE Harbor Osmosis Emerging Markets Resource Efficient ETF	4.10%	4.69%
PRXV Praxis Impact Large Cap Value ETF	0.38%	0.00%

Frequently Asked Questions

Can I hold both EFFE and PRXV in my portfolio?

EFFE and PRXV have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EFFE 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, EFFE or PRXV?

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

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

EFFE has the higher dividend yield at 4.10%, compared with 0.38% for PRXV.

What is the main difference between EFFE and PRXV?

EFFE is categorized as Emerging Markets Diversified, while PRXV is Large Cap Value Equities. They also come from different issuers: Harbor and Praxis. Their fees differ too: 0.69% for EFFE and 0.36% for PRXV.