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MGAFX vs. MMSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGAFX vs. MMSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Genesis Growth Portfolio (MGAFX) and Praxis Small Cap Index Fund (MMSIX). The values are adjusted to include any dividend payments, if applicable.

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MGAFX vs. MMSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGAFX
Praxis Genesis Growth Portfolio
-3.20%15.50%11.51%16.96%-17.05%24.51%14.09%24.08%-6.55%16.70%
MMSIX
Praxis Small Cap Index Fund
-1.36%6.67%8.48%16.66%-19.61%34.07%11.05%24.44%-7.90%11.30%

Returns By Period

In the year-to-date period, MGAFX achieves a -3.20% return, which is significantly lower than MMSIX's -1.36% return. Over the past 10 years, MGAFX has outperformed MMSIX with an annualized return of 9.56%, while MMSIX has yielded a comparatively lower 8.63% annualized return.


MGAFX

1D
-0.10%
1M
-7.50%
YTD
-3.20%
6M
-1.05%
1Y
13.29%
3Y*
11.41%
5Y*
7.32%
10Y*
9.56%

MMSIX

1D
-0.86%
1M
-8.25%
YTD
-1.36%
6M
-0.37%
1Y
14.08%
3Y*
9.01%
5Y*
3.77%
10Y*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGAFX vs. MMSIX - Expense Ratio Comparison

MGAFX has a 0.48% expense ratio, which is higher than MMSIX's 0.43% expense ratio.


Return for Risk

MGAFX vs. MMSIX — Risk / Return Rank

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

MGAFX
MGAFX Risk / Return Rank: 5353
Overall Rank
MGAFX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MGAFX Sortino Ratio Rank: 5454
Sortino Ratio Rank
MGAFX Omega Ratio Rank: 5353
Omega Ratio Rank
MGAFX Calmar Ratio Rank: 5050
Calmar Ratio Rank
MGAFX Martin Ratio Rank: 5757
Martin Ratio Rank

MMSIX
MMSIX Risk / Return Rank: 2929
Overall Rank
MMSIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MMSIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
MMSIX Omega Ratio Rank: 2626
Omega Ratio Rank
MMSIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
MMSIX Martin Ratio Rank: 3333
Martin Ratio Rank
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.

MGAFX vs. MMSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Genesis Growth Portfolio (MGAFX) and Praxis Small Cap Index Fund (MMSIX). 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.


MGAFXMMSIXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.67

+0.33

Sortino ratio

Return per unit of downside risk

1.48

1.08

+0.40

Omega ratio

Gain probability vs. loss probability

1.21

1.14

+0.07

Calmar ratio

Return relative to maximum drawdown

1.22

0.87

+0.35

Martin ratio

Return relative to average drawdown

5.54

3.52

+2.02

MGAFX vs. MMSIX - Sharpe Ratio Comparison

The current MGAFX Sharpe Ratio is 1.00, which is higher than the MMSIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of MGAFX and MMSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MGAFXMMSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.67

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.18

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.38

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.27

+0.36

Correlation

The correlation between MGAFX and MMSIX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MGAFX vs. MMSIX - Dividend Comparison

MGAFX's dividend yield for the trailing twelve months is around 4.58%, less than MMSIX's 9.01% yield.


TTM20252024202320222021202020192018201720162015
MGAFX
Praxis Genesis Growth Portfolio
4.58%4.45%3.36%2.29%3.02%10.83%4.87%4.42%6.15%4.19%3.50%4.01%
MMSIX
Praxis Small Cap Index Fund
9.01%8.89%1.14%1.30%1.08%15.39%1.19%4.58%6.37%23.15%5.35%15.37%

Drawdowns

MGAFX vs. MMSIX - Drawdown Comparison

The maximum MGAFX drawdown since its inception was -28.63%, smaller than the maximum MMSIX drawdown of -57.70%. Use the drawdown chart below to compare losses from any high point for MGAFX and MMSIX.


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Drawdown Indicators


MGAFXMMSIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.63%

-57.70%

+29.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-13.77%

+3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-23.82%

-26.99%

+3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-28.63%

-42.42%

+13.79%

Current Drawdown

Current decline from peak

-7.86%

-9.40%

+1.54%

Average Drawdown

Average peak-to-trough decline

-4.01%

-11.37%

+7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

3.40%

-1.24%

Volatility

MGAFX vs. MMSIX - Volatility Comparison

The current volatility for Praxis Genesis Growth Portfolio (MGAFX) is 4.25%, while Praxis Small Cap Index Fund (MMSIX) has a volatility of 5.85%. This indicates that MGAFX experiences smaller price fluctuations and is considered to be less risky than MMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGAFXMMSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

5.85%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

12.14%

-4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.48%

21.23%

-7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.46%

21.45%

-7.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.07%

22.93%

-8.86%