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MMDEX vs. MMSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMDEX vs. MMSIX - Performance Comparison

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

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MMDEX vs. MMSIX - 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%
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, MMDEX achieves a -12.97% return, which is significantly lower than MMSIX's -1.36% return. Over the past 10 years, MMDEX has outperformed MMSIX with an annualized return of 15.18%, while MMSIX has yielded a comparatively lower 8.63% 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%

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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MMDEX vs. MMSIX - Expense Ratio Comparison

MMDEX has a 0.36% expense ratio, which is lower than MMSIX's 0.43% expense ratio.


Return for Risk

MMDEX vs. MMSIX — 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

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.

MMDEX vs. MMSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Growth Index Fund (MMDEX) 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.


MMDEXMMSIXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.67

-0.01

Sortino ratio

Return per unit of downside risk

1.09

1.08

+0.01

Omega ratio

Gain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

0.74

0.87

-0.13

Martin ratio

Return relative to average drawdown

2.65

3.52

-0.87

MMDEX vs. MMSIX - Sharpe Ratio Comparison

The current MMDEX Sharpe Ratio is 0.66, which is comparable to the MMSIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of MMDEX 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


MMDEXMMSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.67

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.18

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.38

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.27

+0.29

Correlation

The correlation between MMDEX and MMSIX is 0.77, 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. MMSIX - Dividend Comparison

MMDEX's dividend yield for the trailing twelve months is around 5.38%, less than MMSIX's 9.01% 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%
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

MMDEX vs. MMSIX - Drawdown Comparison

The maximum MMDEX drawdown since its inception was -49.99%, smaller than the maximum MMSIX drawdown of -57.70%. Use the drawdown chart below to compare losses from any high point for MMDEX and MMSIX.


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Drawdown Indicators


MMDEXMMSIXDifference

Max Drawdown

Largest peak-to-trough decline

-49.99%

-57.70%

+7.71%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-13.77%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-33.36%

-26.99%

-6.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.36%

-42.42%

+9.06%

Current Drawdown

Current decline from peak

-15.73%

-9.40%

-6.33%

Average Drawdown

Average peak-to-trough decline

-8.00%

-11.37%

+3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

3.40%

+0.98%

Volatility

MMDEX vs. MMSIX - Volatility Comparison

The current volatility for Praxis Growth Index Fund (MMDEX) is 5.43%, while Praxis Small Cap Index Fund (MMSIX) has a volatility of 5.85%. This indicates that MMDEX 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


MMDEXMMSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

5.85%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

12.14%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

22.24%

21.23%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

21.45%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.46%

22.93%

-2.47%