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LSVD vs. PRXV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSVD vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LSV Disciplined Value ETF (LSVD) 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


LSVD

1D
-0.92%
1M
-0.36%
YTD
14.66%
6M
13.72%
1Y
37.36%
3Y*
5Y*
10Y*

PRXV

1D
-0.29%
1M
3.50%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSVD vs. PRXV - Yearly Performance Comparison


Correlation

The correlation between LSVD and PRXV is 0.63, 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 20, 2026

0.63

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Return for Risk

LSVD vs. PRXV — Risk / Return Rank

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

LSVD
LSVD Risk / Return Rank: 9090
Overall Rank
LSVD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LSVD Sortino Ratio Rank: 9090
Sortino Ratio Rank
LSVD Omega Ratio Rank: 8888
Omega Ratio Rank
LSVD Calmar Ratio Rank: 8888
Calmar Ratio Rank
LSVD Martin Ratio Rank: 9191
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) 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.

LSVD vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LSV Disciplined Value ETF (LSVD) 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.


LSVDPRXVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.50

Calmar ratioReturn relative to maximum drawdown

4.65

Martin ratioReturn relative to average drawdown

20.34

LSVD vs. PRXV - Sharpe Ratio Comparison


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Drawdowns

LSVD vs. PRXV - Drawdown Comparison

The maximum LSVD drawdown since its inception was -19.30%, which is greater than PRXV's maximum drawdown of -1.41%. Use the drawdown chart below to compare losses from any high point for LSVD and PRXV.


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Drawdown Indicators


LSVDPRXVDifference

Max Drawdown

Largest peak-to-trough decline

-19.30%

-1.41%

-17.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

Current Drawdown

Current decline from peak

-3.22%

-0.29%

-2.93%

Average Drawdown

Average peak-to-trough decline

-2.49%

-0.41%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

Volatility

LSVD vs. PRXV - Volatility Comparison


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Volatility by Period


LSVDPRXVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

Volatility (1Y)

Calculated over the trailing 1-year period

13.23%

10.64%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

10.64%

+7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.64%

10.64%

+7.00%

LSVD vs. PRXV - Expense Ratio Comparison

LSVD has a 0.40% expense ratio, which is higher than PRXV's 0.36% expense ratio.


Dividends

LSVD vs. PRXV - Dividend Comparison

LSVD's dividend yield for the trailing twelve months is around 0.28%, while PRXV has not paid dividends to shareholders.


PositionTTM2025
LSVD
LSV Disciplined Value ETF
0.28%0.32%
PRXV
Praxis Impact Large Cap Value ETF
0.00%0.00%

Frequently Asked Questions


LSVD and PRXV have a correlation of 0.63, 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 0.40% for LSVD.

LSVD has the higher dividend yield at 0.28%, compared with 0.00% for PRXV.

They also come from different issuers: LSV and Praxis. Their fees differ too: 0.40% for LSVD and 0.36% for PRXV.

Portfolio Optimizer

Find the right allocation for LSVD 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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