JVAL vs. PRXV

Last updated Jun 4, 2026

JVAL (JPMorgan U.S. Value Factor ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. JVAL is passively managed, while PRXV is actively managed. A 0.67 correlation means they provide meaningful diversification when combined. JVAL charges 0.12%/yr vs 0.36%/yr for PRXV.

Performance

JVAL vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Value Factor ETF (JVAL) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

JVAL

• 1D: -0.29%
• 1M: 8.75%
• YTD: 19.44%
• 6M: 19.72%
• 1Y: 39.93%
• 3Y*: 22.05%
• 5Y*: 12.29%
• 10Y*: —

PRXV

• 1D: -0.03%
• 1M: 4.27%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JVAL vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
JVAL JPMorgan U.S. Value Factor ETF	9.69%
PRXV Praxis Impact Large Cap Value ETF	4.51%

Correlation

The correlation between JVAL and PRXV is 0.67, 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	0.67

Return for Risk

JVAL vs. PRXV — Risk / Return Rank

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

JVAL

JVAL Risk / Return Rank: 86
JVAL Sharpe Ratio Rank: 87
JVAL Sortino Ratio Rank: 87
JVAL Omega Ratio Rank: 83
JVAL Calmar Ratio Rank: 85
JVAL 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.

JVAL vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Value Factor ETF (JVAL) 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.

	JVAL	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	2.92	—	—
Sortino ratio: Return per unit of downside risk	3.99	—	—
Omega ratio: Gain probability vs. loss probability	1.51	—	—
Calmar ratio: Return relative to maximum drawdown	4.73	—	—
Martin ratio: Return relative to average drawdown	18.70	—	—
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

	JVAL	PRXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.92	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	4.54	-3.87

Drawdowns

JVAL vs. PRXV - Drawdown Comparison

The maximum JVAL drawdown since its inception was -40.42%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for JVAL and PRXV.

Drawdown Indicators

	JVAL	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-40.42%	-1.18%	-39.24%
Max Drawdown (1Y) Largest decline over 1 year	-8.48%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.07%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.39%	—	—
Current Drawdown Current decline from peak	-0.29%	-0.03%	-0.26%
Average Drawdown Average peak-to-trough decline	-5.30%	-0.32%	-4.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	—	—

Volatility

Volatility by Period

	JVAL	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.02%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.08%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.79%	9.66%	+4.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.13%	9.66%	+7.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.82%	9.66%	+10.16%

JVAL vs. PRXV - Expense Ratio Comparison

JVAL has a 0.12% expense ratio, which is lower than PRXV's 0.36% expense ratio.

Dividends

JVAL vs. PRXV - Dividend Comparison

JVAL's dividend yield for the trailing twelve months is around 1.72%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JVAL JPMorgan U.S. Value Factor ETF	1.72%	2.08%	2.21%	2.43%	2.46%	1.88%	2.55%	2.58%	2.61%	0.45%
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%

Frequently Asked Questions

Can I hold both JVAL and PRXV in my portfolio?

JVAL and PRXV have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JVAL or PRXV?

On fees, JVAL is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JVAL or PRXV?

JVAL is cheaper with a 0.12% expense ratio, compared with 0.36% for PRXV.

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

JVAL has the higher dividend yield at 1.72%, compared with 0.00% for PRXV.

What is the main difference between JVAL and PRXV?

They also come from different issuers: JPMorgan and Praxis. Their fees differ too: 0.12% for JVAL and 0.36% for PRXV.