KVLE vs. PRXV

Last updated Jun 4, 2026

KVLE (KFA Value Liner Dynamic Core Equity Index ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. KVLE is passively managed, while PRXV is actively managed. A 0.75 correlation means they provide meaningful diversification when combined. KVLE charges 0.56%/yr vs 0.36%/yr for PRXV.

Performance

KVLE vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KFA Value Liner Dynamic Core Equity Index ETF (KVLE) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

KVLE

• 1D: -0.91%
• 1M: 4.69%
• YTD: 10.22%
• 6M: 9.55%
• 1Y: 18.85%
• 3Y*: 14.93%
• 5Y*: 9.67%
• 10Y*: —

PRXV

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

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

KVLE vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
KVLE KFA Value Liner Dynamic Core Equity Index ETF	4.50%
PRXV Praxis Impact Large Cap Value ETF	4.51%

Correlation

The correlation between KVLE and PRXV is 0.75, 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	0.75

Return for Risk

KVLE vs. PRXV — Risk / Return Rank

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

KVLE

KVLE Risk / Return Rank: 47
KVLE Sharpe Ratio Rank: 50
KVLE Sortino Ratio Rank: 51
KVLE Omega Ratio Rank: 49
KVLE Calmar Ratio Rank: 40
KVLE Martin Ratio Rank: 46

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.

KVLE vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KFA Value Liner Dynamic Core Equity Index ETF (KVLE) 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.

	KVLE	PRXV	Difference
Sharpe ratio Return per unit of total volatility	1.72	—	—
Sortino ratio Return per unit of downside risk	2.45	—	—
Omega ratio Gain probability vs. loss probability	1.31	—	—
Calmar ratio Return relative to maximum drawdown	1.97	—	—
Martin ratio Return relative to average drawdown	7.57	—	—
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

	KVLE	PRXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	4.54	-3.66

Drawdowns

KVLE vs. PRXV - Drawdown Comparison

The maximum KVLE drawdown since its inception was -18.38%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for KVLE and PRXV.

Drawdown Indicators

	KVLE	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-18.38%	-1.18%	-17.20%
Max Drawdown (1Y) Largest decline over 1 year	-9.59%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.39%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.38%	—	—
Current Drawdown Current decline from peak	-0.91%	-0.03%	-0.88%
Average Drawdown Average peak-to-trough decline	-3.21%	-0.32%	-2.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	—	—

Volatility

Volatility by Period

	KVLE	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.64%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.04%	9.66%	+1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.51%	9.66%	+4.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.33%	9.66%	+4.67%

KVLE vs. PRXV - Expense Ratio Comparison

KVLE has a 0.56% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

KVLE vs. PRXV - Dividend Comparison

KVLE's dividend yield for the trailing twelve months is around 7.30%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
KVLE KFA Value Liner Dynamic Core Equity Index ETF	7.30%	7.90%	7.99%	2.53%	5.78%	9.51%	0.35%
PRXV Praxis Impact Large Cap Value ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KVLE and PRXV in my portfolio?

KVLE and PRXV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KVLE 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, KVLE or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.56% for KVLE.

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

KVLE has the higher dividend yield at 7.30%, compared with 0.00% for PRXV.

What is the main difference between KVLE and PRXV?

They also come from different issuers: CICC and Praxis. Their fees differ too: 0.56% for KVLE and 0.36% for PRXV.