PortfoliosLab logoPortfoliosLab logo
MMDEX vs. VTMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMDEX vs. VTMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Growth Index Fund (MMDEX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MMDEX vs. VTMGX - 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%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
-0.48%35.17%3.03%17.65%-15.33%11.39%10.25%22.04%-14.48%26.39%

Returns By Period

In the year-to-date period, MMDEX achieves a -12.97% return, which is significantly lower than VTMGX's -0.48% return. Over the past 10 years, MMDEX has outperformed VTMGX with an annualized return of 15.18%, while VTMGX has yielded a comparatively lower 8.99% 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%

VTMGX

1D
0.05%
1M
-11.62%
YTD
-0.48%
6M
5.23%
1Y
25.87%
3Y*
14.82%
5Y*
8.15%
10Y*
8.99%
*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.


MMDEX vs. VTMGX - Expense Ratio Comparison

MMDEX has a 0.36% expense ratio, which is higher than VTMGX's 0.07% expense ratio.


Return for Risk

MMDEX vs. VTMGX — 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

VTMGX
VTMGX Risk / Return Rank: 8181
Overall Rank
VTMGX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VTMGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VTMGX Omega Ratio Rank: 7878
Omega Ratio Rank
VTMGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VTMGX Martin Ratio Rank: 8181
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. VTMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Growth Index Fund (MMDEX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.


MMDEXVTMGXDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.51

-0.86

Sortino ratio

Return per unit of downside risk

1.09

2.01

-0.92

Omega ratio

Gain probability vs. loss probability

1.15

1.30

-0.14

Calmar ratio

Return relative to maximum drawdown

0.74

2.01

-1.27

Martin ratio

Return relative to average drawdown

2.65

7.98

-5.33

MMDEX vs. VTMGX - Sharpe Ratio Comparison

The current MMDEX Sharpe Ratio is 0.66, which is lower than the VTMGX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of MMDEX and VTMGX, 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


MMDEXVTMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.51

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.52

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.55

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.28

+0.28

Correlation

The correlation between MMDEX and VTMGX is 0.76, 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. VTMGX - Dividend Comparison

MMDEX's dividend yield for the trailing twelve months is around 5.38%, more than VTMGX's 3.01% 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%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
3.01%3.20%3.34%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%

Drawdowns

MMDEX vs. VTMGX - Drawdown Comparison

The maximum MMDEX drawdown since its inception was -49.99%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for MMDEX and VTMGX.


Loading graphics...

Drawdown Indicators


MMDEXVTMGXDifference

Max Drawdown

Largest peak-to-trough decline

-49.99%

-60.58%

+10.59%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-11.67%

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-33.36%

-29.71%

-3.65%

Max Drawdown (10Y)

Largest decline over 10 years

-33.36%

-35.68%

+2.32%

Current Drawdown

Current decline from peak

-15.73%

-11.62%

-4.11%

Average Drawdown

Average peak-to-trough decline

-8.00%

-14.74%

+6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

2.94%

+1.44%

Volatility

MMDEX vs. VTMGX - Volatility Comparison

The current volatility for Praxis Growth Index Fund (MMDEX) is 5.43%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.09%. This indicates that MMDEX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MMDEXVTMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

7.09%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

10.91%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

22.24%

16.47%

+5.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

15.60%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.46%

16.42%

+4.04%