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MMDEX vs. BLUEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMDEX vs. BLUEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Growth Index Fund (MMDEX) and AMG Veritas Global Real Return Fund (BLUEX). The values are adjusted to include any dividend payments, if applicable.

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MMDEX vs. BLUEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMDEX
Praxis Growth Index Fund
-12.97%18.34%33.44%29.82%-28.23%28.12%33.23%39.87%0.32%26.78%
BLUEX
AMG Veritas Global Real Return Fund
-9.67%4.45%7.24%14.35%-14.30%3.22%34.74%35.34%-4.91%27.86%

Returns By Period

In the year-to-date period, MMDEX achieves a -12.97% return, which is significantly lower than BLUEX's -9.67% return. Over the past 10 years, MMDEX has outperformed BLUEX with an annualized return of 15.18%, while BLUEX has yielded a comparatively lower 9.23% annualized return.


MMDEX

1D
-0.51%
1M
-8.60%
YTD
-12.97%
6M
-11.29%
1Y
14.28%
3Y*
17.56%
5Y*
9.90%
10Y*
15.18%

BLUEX

1D
0.72%
1M
-7.41%
YTD
-9.67%
6M
-9.53%
1Y
-8.25%
3Y*
2.35%
5Y*
0.57%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMDEX vs. BLUEX - Expense Ratio Comparison

MMDEX has a 0.36% expense ratio, which is lower than BLUEX's 1.15% expense ratio.


Return for Risk

MMDEX vs. BLUEX — Risk / Return Rank

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

MMDEX
MMDEX Risk / Return Rank: 2727
Overall Rank
MMDEX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MMDEX Sortino Ratio Rank: 3131
Sortino Ratio Rank
MMDEX Omega Ratio Rank: 3030
Omega Ratio Rank
MMDEX Calmar Ratio Rank: 2525
Calmar Ratio Rank
MMDEX Martin Ratio Rank: 2525
Martin Ratio Rank

BLUEX
BLUEX Risk / Return Rank: 00
Overall Rank
BLUEX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BLUEX Sortino Ratio Rank: 00
Sortino Ratio Rank
BLUEX Omega Ratio Rank: 11
Omega Ratio Rank
BLUEX Calmar Ratio Rank: 11
Calmar Ratio Rank
BLUEX Martin Ratio Rank: 00
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.

MMDEX vs. BLUEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Growth Index Fund (MMDEX) and AMG Veritas Global Real Return Fund (BLUEX). 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.


MMDEXBLUEXDifference

Sharpe ratio

Return per unit of total volatility

0.66

-0.79

+1.44

Sortino ratio

Return per unit of downside risk

1.09

-1.07

+2.16

Omega ratio

Gain probability vs. loss probability

1.15

0.87

+0.28

Calmar ratio

Return relative to maximum drawdown

0.74

-0.76

+1.50

Martin ratio

Return relative to average drawdown

2.65

-2.67

+5.31

MMDEX vs. BLUEX - Sharpe Ratio Comparison

The current MMDEX Sharpe Ratio is 0.66, which is higher than the BLUEX Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of MMDEX and BLUEX, 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


MMDEXBLUEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

-0.79

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.05

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.56

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.49

+0.07

Correlation

The correlation between MMDEX and BLUEX is 0.84, 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

MMDEX vs. BLUEX - Dividend Comparison

MMDEX's dividend yield for the trailing twelve months is around 5.38%, more than BLUEX's 0.34% yield.


TTM20252024202320222021202020192018201720162015
MMDEX
Praxis Growth Index Fund
5.38%4.69%1.65%2.02%5.77%1.42%6.66%12.23%5.03%3.42%1.08%1.54%
BLUEX
AMG Veritas Global Real Return Fund
0.34%0.31%0.29%0.03%11.84%27.20%25.43%13.71%13.40%0.00%0.00%0.24%

Drawdowns

MMDEX vs. BLUEX - Drawdown Comparison

The maximum MMDEX drawdown since its inception was -49.99%, smaller than the maximum BLUEX drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for MMDEX and BLUEX.


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Drawdown Indicators


MMDEXBLUEXDifference

Max Drawdown

Largest peak-to-trough decline

-49.99%

-54.27%

+4.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-12.19%

-3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-33.36%

-21.87%

-11.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.36%

-29.06%

-4.30%

Current Drawdown

Current decline from peak

-15.73%

-11.55%

-4.18%

Average Drawdown

Average peak-to-trough decline

-8.00%

-13.39%

+5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

3.48%

+0.90%

Volatility

MMDEX vs. BLUEX - Volatility Comparison

Praxis Growth Index Fund (MMDEX) has a higher volatility of 5.43% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.41%. This indicates that MMDEX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMDEXBLUEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

3.41%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

7.23%

+4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

22.24%

10.98%

+11.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

10.49%

+10.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.46%

16.57%

+3.89%