HYSD vs. PRXV

Last updated Jun 5, 2026

HYSD (Columbia Short Duration High Yield ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both exchange-traded funds - HYSD is a High Yield Bonds fund actively managed by Columbia, while PRXV is a Large Cap Value Equities fund actively managed by Praxis. Both are actively managed. A 0.66 correlation means they provide meaningful diversification when combined. HYSD charges 0.44%/yr vs 0.36%/yr for PRXV.

Performance

HYSD vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Short Duration High Yield ETF (HYSD) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

HYSD

• 1D: 0.13%
• 1M: 0.43%
• YTD: 1.80%
• 6M: 2.24%
• 1Y: 6.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRXV

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

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

HYSD vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
HYSD Columbia Short Duration High Yield ETF	0.38%
PRXV Praxis Impact Large Cap Value ETF	5.31%

Correlation

The correlation between HYSD and PRXV is 0.66, 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	0.66

Return for Risk

HYSD vs. PRXV — Risk / Return Rank

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

HYSD

HYSD Risk / Return Rank: 78
HYSD Sharpe Ratio Rank: 67
HYSD Sortino Ratio Rank: 77
HYSD Omega Ratio Rank: 77
HYSD Calmar Ratio Rank: 81
HYSD Martin Ratio Rank: 87

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.

HYSD vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Short Duration High Yield ETF (HYSD) 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.

	HYSD	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	2.19	—	—
Sortino ratio: Return per unit of downside risk	3.40	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	4.21	—	—
Martin ratio: Return relative to average drawdown	18.28	—	—
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

	HYSD	PRXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.73	5.29	-3.56

Drawdowns

HYSD vs. PRXV - Drawdown Comparison

The maximum HYSD drawdown since its inception was -2.69%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for HYSD and PRXV.

Drawdown Indicators

	HYSD	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-2.69%	-1.18%	-1.51%
Max Drawdown (1Y) Largest decline over 1 year	-1.46%	—	—
Current Drawdown Current decline from peak	-0.09%	0.00%	-0.09%
Average Drawdown Average peak-to-trough decline	-0.26%	-0.31%	+0.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.34%	—	—

Volatility

Volatility by Period

	HYSD	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.97%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.81%	9.66%	-6.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.52%	9.66%	-6.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.52%	9.66%	-6.14%

HYSD vs. PRXV - Expense Ratio Comparison

HYSD has a 0.44% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

HYSD vs. PRXV - Dividend Comparison

HYSD's dividend yield for the trailing twelve months is around 5.80%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025	2024
HYSD Columbia Short Duration High Yield ETF	5.80%	5.60%	1.82%
PRXV Praxis Impact Large Cap Value ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HYSD and PRXV in my portfolio?

HYSD and PRXV have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HYSD 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, HYSD or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.44% for HYSD.

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

HYSD has the higher dividend yield at 5.80%, compared with 0.00% for PRXV.

What is the main difference between HYSD and PRXV?

HYSD is categorized as High Yield Bonds, while PRXV is Large Cap Value Equities. They also come from different issuers: Columbia and Praxis. Their fees differ too: 0.44% for HYSD and 0.36% for PRXV.