MAVF vs. PRXV

Last updated Jun 5, 2026

MAVF (Matrix Advisors Value ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.74 correlation means they provide meaningful diversification when combined. MAVF charges 0.75%/yr vs 0.36%/yr for PRXV.

Performance

MAVF vs. PRXV - Performance Comparison

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

Returns By Period

MAVF

• 1D: 1.31%
• 1M: 3.75%
• YTD: 12.63%
• 6M: 12.50%
• 1Y: 35.78%
• 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)

MAVF vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
MAVF Matrix Advisors Value ETF	5.69%
PRXV Praxis Impact Large Cap Value ETF	5.31%

Correlation

The correlation between MAVF and PRXV is 0.74, 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	0.74

Return for Risk

MAVF vs. PRXV — Risk / Return Rank

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

MAVF

MAVF Risk / Return Rank: 75
MAVF Sharpe Ratio Rank: 81
MAVF Sortino Ratio Rank: 79
MAVF Omega Ratio Rank: 78
MAVF Calmar Ratio Rank: 67
MAVF Martin Ratio Rank: 72

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.

MAVF vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matrix Advisors Value ETF (MAVF) 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.

	MAVF	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	2.57	—	—
Sortino ratio: Return per unit of downside risk	3.48	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	3.28	—	—
Martin ratio: Return relative to average drawdown	13.38	—	—
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

	MAVF	PRXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.37	5.29	-3.91

Drawdowns

MAVF vs. PRXV - Drawdown Comparison

The maximum MAVF drawdown since its inception was -16.44%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for MAVF and PRXV.

Drawdown Indicators

	MAVF	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-16.44%	-1.18%	-15.26%
Max Drawdown (1Y) Largest decline over 1 year	-10.94%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.41%	-0.31%	-2.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	—	—

Volatility

Volatility by Period

	MAVF	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.98%	9.66%	+4.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.16%	9.66%	+9.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.16%	9.66%	+9.50%

MAVF vs. PRXV - Expense Ratio Comparison

MAVF has a 0.75% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

MAVF vs. PRXV - Dividend Comparison

MAVF's dividend yield for the trailing twelve months is around 0.38%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025
MAVF Matrix Advisors Value ETF	0.38%	0.42%
PRXV Praxis Impact Large Cap Value ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both MAVF and PRXV in my portfolio?

MAVF and PRXV have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MAVF 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, MAVF or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.75% for MAVF.

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

MAVF has the higher dividend yield at 0.38%, compared with 0.00% for PRXV.

What is the main difference between MAVF and PRXV?

They also come from different issuers: Matrix Asset Advisors and Praxis. Their fees differ too: 0.75% for MAVF and 0.36% for PRXV.