ESGN vs. PRXV

Last updated Jun 5, 2026

ESGN (Columbia Sustainable International Equity Income ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both exchange-traded funds - ESGN is a Foreign Large Cap Equities fund tracking the MSCI Beta ADV Sust Intl Equity Income 100, while PRXV is a Large Cap Value Equities fund actively managed by Praxis. ESGN is passively managed, while PRXV is actively managed. A 0.60 correlation means they provide meaningful diversification when combined. ESGN charges 0.45%/yr vs 0.36%/yr for PRXV.

Performance

ESGN vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Sustainable International Equity Income ETF (ESGN) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ESGN

• 1D: 0.02%
• 1M: -0.01%
• YTD: 7.04%
• 6M: 10.06%
• 1Y: 25.40%
• 3Y*: 19.86%
• 5Y*: 11.72%
• 10Y*: —

PRXV

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

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

ESGN vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
ESGN Columbia Sustainable International Equity Income ETF	-1.78%
PRXV Praxis Impact Large Cap Value ETF	5.31%

Correlation

The correlation between ESGN and PRXV is 0.60, 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	0.60

Return for Risk

ESGN vs. PRXV — Risk / Return Rank

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

ESGN

ESGN Risk / Return Rank: 56
ESGN Sharpe Ratio Rank: 57
ESGN Sortino Ratio Rank: 56
ESGN Omega Ratio Rank: 57
ESGN Calmar Ratio Rank: 55
ESGN Martin Ratio Rank: 57

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.

ESGN vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Sustainable International Equity Income ETF (ESGN) 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.

	ESGN	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	1.90	—	—
Sortino ratio: Return per unit of downside risk	2.64	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	2.67	—	—
Martin ratio: Return relative to average drawdown	9.79	—	—
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

	ESGN	PRXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	5.29	-4.68

Drawdowns

ESGN vs. PRXV - Drawdown Comparison

The maximum ESGN drawdown since its inception was -41.71%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for ESGN and PRXV.

Drawdown Indicators

	ESGN	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-41.71%	-1.18%	-40.53%
Max Drawdown (1Y) Largest decline over 1 year	-9.56%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.38%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.51%	—	—
Current Drawdown Current decline from peak	-3.75%	0.00%	-3.75%
Average Drawdown Average peak-to-trough decline	-7.06%	-0.31%	-6.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	—	—

Volatility

Volatility by Period

	ESGN	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.60%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.45%	9.66%	+3.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.29%	9.66%	+5.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.31%	9.66%	+6.65%

ESGN vs. PRXV - Expense Ratio Comparison

ESGN has a 0.45% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

ESGN vs. PRXV - Dividend Comparison

ESGN's dividend yield for the trailing twelve months is around 9.22%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ESGN Columbia Sustainable International Equity Income ETF	9.22%	9.76%	3.11%	3.27%	3.57%	3.43%	2.64%	3.34%	7.25%	4.63%	2.52%
PRXV Praxis Impact Large Cap Value ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ESGN and PRXV in my portfolio?

ESGN and PRXV have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ESGN 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, ESGN or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.45% for ESGN.

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

ESGN has the higher dividend yield at 9.22%, compared with 0.00% for PRXV.

What is the main difference between ESGN and PRXV?

ESGN is categorized as Foreign Large Cap Equities, while PRXV is Large Cap Value Equities. They also come from different issuers: Ameriprise Financial and Praxis. Their fees differ too: 0.45% for ESGN and 0.36% for PRXV.