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MGAFX vs. MVIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGAFX vs. MVIAX - Performance Comparison

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

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MGAFX vs. MVIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGAFX
Praxis Genesis Growth Portfolio
-1.01%15.50%11.51%16.96%-17.05%24.51%14.09%24.08%-6.55%16.70%
MVIAX
Praxis Value Index Fund
2.60%12.97%10.24%20.04%-7.89%24.54%3.56%34.46%-8.53%16.32%

Returns By Period

In the year-to-date period, MGAFX achieves a -1.01% return, which is significantly lower than MVIAX's 2.60% return. Over the past 10 years, MGAFX has underperformed MVIAX with an annualized return of 9.81%, while MVIAX has yielded a comparatively higher 11.48% annualized return.


MGAFX

1D
2.26%
1M
-5.02%
YTD
-1.01%
6M
0.81%
1Y
15.36%
3Y*
12.24%
5Y*
7.57%
10Y*
9.81%

MVIAX

1D
1.62%
1M
-4.69%
YTD
2.60%
6M
4.80%
1Y
14.09%
3Y*
13.48%
5Y*
9.62%
10Y*
11.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGAFX vs. MVIAX - Expense Ratio Comparison

MGAFX has a 0.48% expense ratio, which is lower than MVIAX's 0.78% expense ratio.


Return for Risk

MGAFX vs. MVIAX — Risk / Return Rank

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

MGAFX
MGAFX Risk / Return Rank: 6060
Overall Rank
MGAFX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MGAFX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MGAFX Omega Ratio Rank: 5757
Omega Ratio Rank
MGAFX Calmar Ratio Rank: 5959
Calmar Ratio Rank
MGAFX Martin Ratio Rank: 6666
Martin Ratio Rank

MVIAX
MVIAX Risk / Return Rank: 4242
Overall Rank
MVIAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MVIAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
MVIAX Omega Ratio Rank: 3939
Omega Ratio Rank
MVIAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
MVIAX Martin Ratio Rank: 5353
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. MVIAX - Risk-Adjusted Trends Comparison

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


MGAFXMVIAXDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.93

+0.23

Sortino ratio

Return per unit of downside risk

1.71

1.36

+0.35

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.62

1.29

+0.33

Martin ratio

Return relative to average drawdown

7.29

5.97

+1.32

MGAFX vs. MVIAX - Sharpe Ratio Comparison

The current MGAFX Sharpe Ratio is 1.17, which is comparable to the MVIAX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of MGAFX and MVIAX, 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


MGAFXMVIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.93

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.68

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.69

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.32

+0.32

Correlation

The correlation between MGAFX and MVIAX is 0.91, 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. MVIAX - Dividend Comparison

MGAFX's dividend yield for the trailing twelve months is around 4.48%, more than MVIAX's 1.03% yield.


TTM20252024202320222021202020192018201720162015
MGAFX
Praxis Genesis Growth Portfolio
4.48%4.45%3.36%2.29%3.02%10.83%4.87%4.42%6.15%4.19%3.50%4.01%
MVIAX
Praxis Value Index Fund
1.03%1.06%9.59%4.63%5.11%3.63%8.55%4.84%7.28%6.40%2.63%5.10%

Drawdowns

MGAFX vs. MVIAX - Drawdown Comparison

The maximum MGAFX drawdown since its inception was -28.63%, smaller than the maximum MVIAX drawdown of -65.34%. Use the drawdown chart below to compare losses from any high point for MGAFX and MVIAX.


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Drawdown Indicators


MGAFXMVIAXDifference

Max Drawdown

Largest peak-to-trough decline

-28.63%

-65.34%

+36.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-11.66%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-23.82%

-18.89%

-4.93%

Max Drawdown (10Y)

Largest decline over 10 years

-28.63%

-36.03%

+7.40%

Current Drawdown

Current decline from peak

-5.78%

-4.78%

-1.00%

Average Drawdown

Average peak-to-trough decline

-4.01%

-12.18%

+8.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.52%

-0.32%

Volatility

MGAFX vs. MVIAX - Volatility Comparison

Praxis Genesis Growth Portfolio (MGAFX) has a higher volatility of 4.99% compared to Praxis Value Index Fund (MVIAX) at 3.84%. This indicates that MGAFX's price experiences larger fluctuations and is considered to be riskier than MVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGAFXMVIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

3.84%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

7.51%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

14.91%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

14.23%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.09%

16.81%

-2.72%