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FTA vs. PRXV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTA vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Large Cap Value AlphaDEX Fund (FTA) 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


FTA

1D
-0.29%
1M
2.70%
6M
12.86%
YTD
18.18%
1Y
31.73%
3Y*
15.29%
5Y*
11.21%
10Y*
11.60%
ALL TIME*
8.58%

PRXV

1D
-0.34%
1M
0.88%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.06M$3.30M$2.95M
$979.94K$510.04K$263.55K

FTA vs. PRXV - Yearly Performance Comparison


Correlation

The correlation between FTA and PRXV is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.61

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Return for Risk

FTA vs. PRXV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTA
FTA Risk / Return Rank: 9494
Overall Rank
FTA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FTA Sortino Ratio Rank: 9595
Sortino Ratio Rank
FTA Omega Ratio Rank: 9292
Omega Ratio Rank
FTA Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTA Martin Ratio Rank: 9595
Martin Ratio Rank

PRXV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTA vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Large Cap Value AlphaDEX Fund (FTA) 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.


FTAPRXVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

5.93

Martin ratioReturn relative to average drawdown

20.26

FTA vs. PRXV - Sharpe Ratio Comparison


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Drawdowns

FTA vs. PRXV - Drawdown Comparison

The maximum FTA drawdown since its inception was -62.45%, which is greater than PRXV's maximum drawdown of -1.41%. Use the drawdown chart below to compare losses from any high point for FTA and PRXV.


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Drawdown Indicators


FTAPRXVDifference

Max Drawdown

Largest peak-to-trough decline

-62.45%

-1.41%

-61.04%

Max Drawdown (1Y)

Largest decline over 1 year

-5.13%

Max Drawdown (3Y)

Largest decline over 3 years

-18.73%

Max Drawdown (5Y)

Largest decline over 5 years

-19.80%

Max Drawdown (10Y)

Largest decline over 10 years

-44.97%

Current Drawdown

Current decline from peak

-1.56%

-1.24%

-0.32%

Average Drawdown

Average peak-to-trough decline

-8.97%

-0.39%

-8.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

Volatility

FTA vs. PRXV - Volatility Comparison


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Volatility by Period


FTAPRXVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.61%

10.08%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

10.08%

+6.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.85%

10.08%

+9.77%

FTA vs. PRXV - Expense Ratio Comparison

FTA has a 0.60% expense ratio, which is higher than PRXV's 0.36% expense ratio.


Dividends

FTA vs. PRXV - Dividend Comparison

FTA's dividend yield for the trailing twelve months is around 1.61%, more than PRXV's 0.38% yield.


PositionTTM20252024202320222021202020192018201720162015
FTA
First Trust Large Cap Value AlphaDEX Fund
1.61%1.89%2.02%2.10%2.15%1.54%2.03%1.88%2.28%1.53%1.56%2.05%
PRXV
Praxis Impact Large Cap Value ETF
0.38%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


FTA and PRXV have a correlation of 0.61, 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 0.60% for FTA.

FTA has the higher dividend yield at 1.61%, compared with 0.38% for PRXV.

They also come from different issuers: First Trust and Praxis. Their fees differ too: 0.60% for FTA and 0.36% for PRXV.

Portfolio Optimizer

Find the right allocation for FTA and PRXV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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