PortfoliosLab logoPortfoliosLab logo
EFIV vs. PXWEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFIV vs. PXWEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR S&P 500 ESG ETF (EFIV) and Pax Ellevate Global Women’s Leadership Fund (PXWEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EFIV vs. PXWEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EFIV
State Street SPDR S&P 500 ESG ETF
-4.39%18.47%23.80%27.92%-17.76%31.70%16.69%
PXWEX
Pax Ellevate Global Women’s Leadership Fund
-7.00%17.41%12.15%18.14%-19.99%17.28%15.21%

Returns By Period

In the year-to-date period, EFIV achieves a -4.39% return, which is significantly higher than PXWEX's -7.00% return.


EFIV

1D
2.85%
1M
-5.17%
YTD
-4.39%
6M
-0.28%
1Y
19.21%
3Y*
18.43%
5Y*
12.58%
10Y*

PXWEX

1D
0.12%
1M
-8.32%
YTD
-7.00%
6M
-2.68%
1Y
12.67%
3Y*
10.70%
5Y*
5.44%
10Y*
8.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EFIV vs. PXWEX - Expense Ratio Comparison

EFIV has a 0.10% expense ratio, which is lower than PXWEX's 0.77% expense ratio.


Return for Risk

EFIV vs. PXWEX — Risk / Return Rank

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

EFIV
EFIV Risk / Return Rank: 6868
Overall Rank
EFIV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EFIV Sortino Ratio Rank: 6666
Sortino Ratio Rank
EFIV Omega Ratio Rank: 6969
Omega Ratio Rank
EFIV Calmar Ratio Rank: 6666
Calmar Ratio Rank
EFIV Martin Ratio Rank: 7575
Martin Ratio Rank

PXWEX
PXWEX Risk / Return Rank: 3939
Overall Rank
PXWEX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PXWEX Sortino Ratio Rank: 3838
Sortino Ratio Rank
PXWEX Omega Ratio Rank: 3737
Omega Ratio Rank
PXWEX Calmar Ratio Rank: 3737
Calmar Ratio Rank
PXWEX Martin Ratio Rank: 4545
Martin Ratio Rank
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.

EFIV vs. PXWEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 ESG ETF (EFIV) and Pax Ellevate Global Women’s Leadership Fund (PXWEX). 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.


EFIVPXWEXDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.80

+0.27

Sortino ratio

Return per unit of downside risk

1.62

1.22

+0.40

Omega ratio

Gain probability vs. loss probability

1.25

1.17

+0.07

Calmar ratio

Return relative to maximum drawdown

1.61

1.00

+0.61

Martin ratio

Return relative to average drawdown

7.57

4.50

+3.07

EFIV vs. PXWEX - Sharpe Ratio Comparison

The current EFIV Sharpe Ratio is 1.06, which is higher than the PXWEX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of EFIV and PXWEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EFIVPXWEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.80

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.34

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.33

+0.59

Correlation

The correlation between EFIV and PXWEX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EFIV vs. PXWEX - Dividend Comparison

EFIV's dividend yield for the trailing twelve months is around 1.08%, less than PXWEX's 10.57% yield.


TTM20252024202320222021202020192018201720162015
EFIV
State Street SPDR S&P 500 ESG ETF
1.08%1.03%1.20%1.37%1.64%1.19%0.65%0.00%0.00%0.00%0.00%0.00%
PXWEX
Pax Ellevate Global Women’s Leadership Fund
10.57%9.83%9.47%1.60%3.12%1.21%1.04%3.03%4.90%2.49%1.80%2.41%

Drawdowns

EFIV vs. PXWEX - Drawdown Comparison

The maximum EFIV drawdown since its inception was -24.52%, smaller than the maximum PXWEX drawdown of -53.70%. Use the drawdown chart below to compare losses from any high point for EFIV and PXWEX.


Loading graphics...

Drawdown Indicators


EFIVPXWEXDifference

Max Drawdown

Largest peak-to-trough decline

-24.52%

-53.70%

+29.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-11.19%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-29.67%

+5.15%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

Current Drawdown

Current decline from peak

-6.86%

-9.48%

+2.62%

Average Drawdown

Average peak-to-trough decline

-4.92%

-9.84%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.48%

+0.17%

Volatility

EFIV vs. PXWEX - Volatility Comparison

State Street SPDR S&P 500 ESG ETF (EFIV) has a higher volatility of 5.18% compared to Pax Ellevate Global Women’s Leadership Fund (PXWEX) at 4.55%. This indicates that EFIV's price experiences larger fluctuations and is considered to be riskier than PXWEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EFIVPXWEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

4.55%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

8.87%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

16.25%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

15.94%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

16.91%

+0.05%