PortfoliosLab logoPortfoliosLab logo
MIIAX vs. MBAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIIAX vs. MBAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Impact Bond Fund (MIIAX) and Praxis Genesis Balanced Portfolio (MBAPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MIIAX vs. MBAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIIAX
Praxis Impact Bond Fund
-0.10%6.82%1.17%5.32%-13.09%-2.22%7.45%7.75%-0.36%3.11%
MBAPX
Praxis Genesis Balanced Portfolio
-2.53%13.46%9.04%14.02%-16.06%8.09%12.98%19.90%-4.91%13.38%

Returns By Period

In the year-to-date period, MIIAX achieves a -0.10% return, which is significantly higher than MBAPX's -2.53% return. Over the past 10 years, MIIAX has underperformed MBAPX with an annualized return of 1.37%, while MBAPX has yielded a comparatively higher 6.74% annualized return.


MIIAX

1D
0.53%
1M
-2.06%
YTD
-0.10%
6M
0.84%
1Y
3.96%
3Y*
3.39%
5Y*
-0.05%
10Y*
1.37%

MBAPX

1D
0.06%
1M
-6.21%
YTD
-2.53%
6M
-0.61%
1Y
10.89%
3Y*
9.42%
5Y*
3.84%
10Y*
6.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MIIAX vs. MBAPX - Expense Ratio Comparison

MIIAX has a 0.88% expense ratio, which is higher than MBAPX's 0.47% expense ratio.


Return for Risk

MIIAX vs. MBAPX — Risk / Return Rank

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

MIIAX
MIIAX Risk / Return Rank: 5252
Overall Rank
MIIAX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MIIAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MIIAX Omega Ratio Rank: 3636
Omega Ratio Rank
MIIAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
MIIAX Martin Ratio Rank: 5050
Martin Ratio Rank

MBAPX
MBAPX Risk / Return Rank: 5959
Overall Rank
MBAPX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
MBAPX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MBAPX Omega Ratio Rank: 5858
Omega Ratio Rank
MBAPX Calmar Ratio Rank: 5656
Calmar Ratio Rank
MBAPX Martin Ratio Rank: 6161
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.

MIIAX vs. MBAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Bond Fund (MIIAX) and Praxis Genesis Balanced Portfolio (MBAPX). 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.


MIIAXMBAPXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.08

-0.11

Sortino ratio

Return per unit of downside risk

1.37

1.57

-0.19

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.05

Calmar ratio

Return relative to maximum drawdown

1.79

1.32

+0.47

Martin ratio

Return relative to average drawdown

4.95

5.86

-0.91

MIIAX vs. MBAPX - Sharpe Ratio Comparison

The current MIIAX Sharpe Ratio is 0.97, which is comparable to the MBAPX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of MIIAX and MBAPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MIIAXMBAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.08

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.38

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.64

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.65

+0.15

Correlation

The correlation between MIIAX and MBAPX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MIIAX vs. MBAPX - Dividend Comparison

MIIAX's dividend yield for the trailing twelve months is around 3.05%, less than MBAPX's 5.00% yield.


TTM20252024202320222021202020192018201720162015
MIIAX
Praxis Impact Bond Fund
3.05%3.28%3.12%2.35%2.02%1.50%2.42%2.15%2.27%2.19%2.35%2.55%
MBAPX
Praxis Genesis Balanced Portfolio
5.00%4.93%4.30%2.23%2.82%2.12%4.82%3.80%5.32%3.76%2.99%3.38%

Drawdowns

MIIAX vs. MBAPX - Drawdown Comparison

The maximum MIIAX drawdown since its inception was -18.76%, smaller than the maximum MBAPX drawdown of -24.54%. Use the drawdown chart below to compare losses from any high point for MIIAX and MBAPX.


Loading graphics...

Drawdown Indicators


MIIAXMBAPXDifference

Max Drawdown

Largest peak-to-trough decline

-18.76%

-24.54%

+5.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-7.65%

+4.98%

Max Drawdown (5Y)

Largest decline over 5 years

-18.22%

-24.54%

+6.32%

Max Drawdown (10Y)

Largest decline over 10 years

-18.76%

-24.54%

+5.78%

Current Drawdown

Current decline from peak

-3.65%

-6.35%

+2.70%

Average Drawdown

Average peak-to-trough decline

-2.53%

-3.74%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.73%

-0.76%

Volatility

MIIAX vs. MBAPX - Volatility Comparison

The current volatility for Praxis Impact Bond Fund (MIIAX) is 1.68%, while Praxis Genesis Balanced Portfolio (MBAPX) has a volatility of 3.48%. This indicates that MIIAX experiences smaller price fluctuations and is considered to be less risky than MBAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MIIAXMBAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

3.48%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

5.93%

-3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

10.30%

-6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

10.27%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

10.56%

-5.85%