MCONX vs. CSTAX
MCONX (Praxis Genesis Conservative Portfolio) and CSTAX (American Funds College 2027 Fund) are both Diversified Portfolio funds. Over the past 10 years, MCONX returned 4.33%/yr vs 5.12%/yr for CSTAX. Their correlation of 0.89 suggests significant overlap in exposure. MCONX charges 0.58%/yr vs 0.41%/yr for CSTAX.
Performance
MCONX vs. CSTAX - Performance Comparison
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Returns By Period
In the year-to-date period, MCONX achieves a 3.22% return, which is significantly higher than CSTAX's 1.22% return. Over the past 10 years, MCONX has underperformed CSTAX with an annualized return of 4.33%, while CSTAX has yielded a comparatively higher 5.12% annualized return.
MCONX
- 1D
- -0.24%
- 1M
- 0.98%
- YTD
- 3.22%
- 6M
- 3.11%
- 1Y
- 9.88%
- 3Y*
- 7.76%
- 5Y*
- 2.10%
- 10Y*
- 4.33%
CSTAX
- 1D
- -0.16%
- 1M
- 0.24%
- YTD
- 1.22%
- 6M
- 1.30%
- 1Y
- 5.87%
- 3Y*
- 6.81%
- 5Y*
- 2.86%
- 10Y*
- 5.12%
MCONX vs. CSTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCONX Praxis Genesis Conservative Portfolio | 3.22% | 10.15% | 5.16% | 9.51% | -14.59% | 1.66% | 10.28% | 13.67% | -2.64% | 8.36% |
CSTAX American Funds College 2027 Fund | 1.22% | 9.00% | 5.57% | 6.57% | -9.87% | 6.52% | 7.66% | 13.35% | -2.23% | 11.77% |
Correlation
The correlation between MCONX and CSTAX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.89 |
The correlation between MCONX and CSTAX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
MCONX vs. CSTAX — Risk / Return Rank
MCONX
CSTAX
MCONX vs. CSTAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Praxis Genesis Conservative Portfolio (MCONX) and American Funds College 2027 Fund (CSTAX). 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.
| MCONX | CSTAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.29 | +0.02 |
| Martin ratioReturn relative to average drawdown | 9.36 | 8.68 | +0.68 |
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Drawdowns
MCONX vs. CSTAX - Drawdown Comparison
The maximum MCONX drawdown since its inception was -21.51%, which is greater than CSTAX's maximum drawdown of -14.52%. Use the drawdown chart below to compare losses from any high point for MCONX and CSTAX.
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Drawdown Indicators
| MCONX | CSTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.51% | -14.52% | -6.99% |
Max Drawdown (1Y)Largest decline over 1 year | -4.45% | -2.72% | -1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -7.12% | -4.89% | -2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -21.51% | -14.52% | -6.99% |
Max Drawdown (10Y)Largest decline over 10 years | -21.51% | -14.52% | -6.99% |
Current DrawdownCurrent decline from peak | -0.24% | -0.64% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -2.34% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 0.72% | +0.38% |
Volatility
MCONX vs. CSTAX - Volatility Comparison
Praxis Genesis Conservative Portfolio (MCONX) has a higher volatility of 2.11% compared to American Funds College 2027 Fund (CSTAX) at 1.15%. This indicates that MCONX's price experiences larger fluctuations and is considered to be riskier than CSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCONX | CSTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | 1.15% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 4.40% | 2.47% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.34% | 3.14% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.91% | 5.17% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.22% | 5.78% | +0.44% |
MCONX vs. CSTAX - Expense Ratio Comparison
MCONX has a 0.58% expense ratio, which is higher than CSTAX's 0.41% expense ratio.
Dividends
MCONX vs. CSTAX - Dividend Comparison
MCONX's dividend yield for the trailing twelve months is around 4.72%, less than CSTAX's 5.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSTAX American Funds College 2027 Fund | 5.20% | 5.26% | 3.78% | 3.17% | 3.40% | 7.52% | 5.72% | 4.00% | 4.78% | 3.90% | 4.34% | 4.49% |
MCONX Praxis Genesis Conservative Portfolio | 4.72% | 4.76% | 4.90% | 1.85% | 2.31% | 1.66% | 3.49% | 2.61% | 3.84% | 3.06% | 2.25% | 2.56% |
Frequently Asked Questions
With a correlation of 0.91, MCONX and CSTAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MCONX has higher volatility (2.11%) compared to CSTAX (1.15%). In terms of maximum drawdown, MCONX dropped -21.51% vs CSTAX's -14.52%.
CSTAX currently has the higher Sharpe Ratio (1.99 vs 1.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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