LGCF vs. PRXV

Last updated Jun 6, 2026

LGCF (Themes US Cash Flow Champions ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. LGCF is passively managed, while PRXV is actively managed. A 0.70 correlation means they provide meaningful diversification when combined. LGCF charges 0.29%/yr vs 0.36%/yr for PRXV.

Performance

LGCF vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes US Cash Flow Champions ETF (LGCF) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

LGCF

• 1D: -0.82%
• 1M: 0.95%
• YTD: 4.45%
• 6M: 5.09%
• 1Y: 18.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRXV

• 1D: -1.37%
• 1M: 1.74%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LGCF vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
LGCF Themes US Cash Flow Champions ETF	1.91%
PRXV Praxis Impact Large Cap Value ETF	3.86%

Correlation

The correlation between LGCF and PRXV is 0.70, 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	0.70

Return for Risk

LGCF vs. PRXV — Risk / Return Rank

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

LGCF

LGCF Risk / Return Rank: 51
LGCF Sharpe Ratio Rank: 43
LGCF Sortino Ratio Rank: 43
LGCF Omega Ratio Rank: 44
LGCF Calmar Ratio Rank: 68
LGCF Martin Ratio Rank: 58

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.

LGCF vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes US Cash Flow Champions ETF (LGCF) 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.

	LGCF	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	1.41	—	—
Sortino ratio: Return per unit of downside risk	1.98	—	—
Omega ratio: Gain probability vs. loss probability	1.26	—	—
Calmar ratio: Return relative to maximum drawdown	3.16	—	—
Martin ratio: Return relative to average drawdown	9.53	—	—
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

	LGCF	PRXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.08	3.27	-2.19

Drawdowns

LGCF vs. PRXV - Drawdown Comparison

The maximum LGCF drawdown since its inception was -16.67%, which is greater than PRXV's maximum drawdown of -1.37%. Use the drawdown chart below to compare losses from any high point for LGCF and PRXV.

Drawdown Indicators

	LGCF	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-16.67%	-1.37%	-15.30%
Max Drawdown (1Y) Largest decline over 1 year	-5.75%	—	—
Current Drawdown Current decline from peak	-0.82%	-1.37%	+0.55%
Average Drawdown Average peak-to-trough decline	-2.22%	-0.34%	-1.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	—	—

Volatility

Volatility by Period

	LGCF	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.11%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.86%	10.41%	+2.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.16%	10.41%	+4.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.16%	10.41%	+4.75%

LGCF vs. PRXV - Expense Ratio Comparison

LGCF has a 0.29% expense ratio, which is lower than PRXV's 0.36% expense ratio.

Dividends

LGCF vs. PRXV - Dividend Comparison

LGCF's dividend yield for the trailing twelve months is around 1.76%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025	2024
LGCF Themes US Cash Flow Champions ETF	1.76%	1.84%	1.19%
PRXV Praxis Impact Large Cap Value ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LGCF and PRXV in my portfolio?

LGCF and PRXV have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LGCF or PRXV?

On fees, LGCF is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LGCF or PRXV?

LGCF is cheaper with a 0.29% expense ratio, compared with 0.36% for PRXV.

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

LGCF has the higher dividend yield at 1.76%, compared with 0.00% for PRXV.

What is the main difference between LGCF and PRXV?

They also come from different issuers: Themes and Praxis. Their fees differ too: 0.29% for LGCF and 0.36% for PRXV.