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MMDEX vs. TBCIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MMDEX and TBCIX is 0.90, 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.


Performance

MMDEX vs. TBCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Growth Index Fund (MMDEX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MMDEX:

0.65

TBCIX:

0.70

Sortino Ratio

MMDEX:

0.94

TBCIX:

1.00

Omega Ratio

MMDEX:

1.13

TBCIX:

1.14

Calmar Ratio

MMDEX:

0.60

TBCIX:

0.68

Martin Ratio

MMDEX:

2.01

TBCIX:

2.20

Ulcer Index

MMDEX:

6.90%

TBCIX:

6.95%

Daily Std Dev

MMDEX:

25.14%

TBCIX:

25.74%

Max Drawdown

MMDEX:

-49.76%

TBCIX:

-43.56%

Current Drawdown

MMDEX:

-4.58%

TBCIX:

-3.41%

Returns By Period

In the year-to-date period, MMDEX achieves a -0.81% return, which is significantly lower than TBCIX's 1.50% return.


MMDEX

YTD

-0.81%

1M

7.22%

6M

-0.13%

1Y

15.85%

3Y*

15.89%

5Y*

15.78%

10Y*

14.63%

TBCIX

YTD

1.50%

1M

8.24%

6M

1.11%

1Y

17.66%

3Y*

20.87%

5Y*

13.53%

10Y*

N/A

*Annualized

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Praxis Growth Index Fund

MMDEX vs. TBCIX - Expense Ratio Comparison

MMDEX has a 0.36% expense ratio, which is lower than TBCIX's 0.56% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MMDEX vs. TBCIX — Risk-Adjusted Performance Rank

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

MMDEX
The Risk-Adjusted Performance Rank of MMDEX is 4747
Overall Rank
The Sharpe Ratio Rank of MMDEX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of MMDEX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of MMDEX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of MMDEX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of MMDEX is 4545
Martin Ratio Rank

TBCIX
The Risk-Adjusted Performance Rank of TBCIX is 5252
Overall Rank
The Sharpe Ratio Rank of TBCIX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of TBCIX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of TBCIX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of TBCIX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of TBCIX is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MMDEX vs. TBCIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Growth Index Fund (MMDEX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). 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.


The current MMDEX Sharpe Ratio is 0.65, which is comparable to the TBCIX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MMDEX and TBCIX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MMDEX vs. TBCIX - Dividend Comparison

MMDEX's dividend yield for the trailing twelve months is around 1.67%, less than TBCIX's 9.00% yield.


TTM20242023202220212020201920182017201620152014
MMDEX
Praxis Growth Index Fund
1.67%1.65%2.02%5.77%4.44%6.66%6.64%5.03%3.42%1.08%1.55%1.08%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
9.00%9.14%3.47%5.84%9.51%1.18%0.59%2.50%5.51%0.81%0.00%0.00%

Drawdowns

MMDEX vs. TBCIX - Drawdown Comparison

The maximum MMDEX drawdown since its inception was -49.76%, which is greater than TBCIX's maximum drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for MMDEX and TBCIX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MMDEX vs. TBCIX - Volatility Comparison

Praxis Growth Index Fund (MMDEX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) have volatilities of 5.71% and 5.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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