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MMSIX vs. PRSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMSIX vs. PRSVX - Performance Comparison

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

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MMSIX vs. PRSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PRSVX
T. Rowe Price Small-Cap Value Fund
0.96%21.18%10.84%12.34%-18.53%25.47%12.49%25.82%-11.58%12.84%

Returns By Period

In the year-to-date period, MMSIX achieves a -1.36% return, which is significantly lower than PRSVX's 0.96% return. Over the past 10 years, MMSIX has underperformed PRSVX with an annualized return of 8.63%, while PRSVX has yielded a comparatively higher 10.62% annualized return.


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%

PRSVX

1D
-0.94%
1M
-6.74%
YTD
0.96%
6M
15.53%
1Y
29.66%
3Y*
15.01%
5Y*
6.72%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMSIX vs. PRSVX - Expense Ratio Comparison

MMSIX has a 0.43% expense ratio, which is lower than PRSVX's 0.78% expense ratio.


Return for Risk

MMSIX vs. PRSVX — Risk / Return Rank

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

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

PRSVX
PRSVX Risk / Return Rank: 7777
Overall Rank
PRSVX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PRSVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
PRSVX Omega Ratio Rank: 7575
Omega Ratio Rank
PRSVX Calmar Ratio Rank: 7878
Calmar Ratio Rank
PRSVX Martin Ratio Rank: 7878
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.

MMSIX vs. PRSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Small Cap Index Fund (MMSIX) and T. Rowe Price Small-Cap Value Fund (PRSVX). 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.


MMSIXPRSVXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.29

-0.62

Sortino ratio

Return per unit of downside risk

1.08

2.06

-0.98

Omega ratio

Gain probability vs. loss probability

1.14

1.28

-0.13

Calmar ratio

Return relative to maximum drawdown

0.87

1.82

-0.95

Martin ratio

Return relative to average drawdown

3.52

7.58

-4.06

MMSIX vs. PRSVX - Sharpe Ratio Comparison

The current MMSIX Sharpe Ratio is 0.67, which is lower than the PRSVX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of MMSIX and PRSVX, 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


MMSIXPRSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.29

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.33

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.50

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.63

-0.36

Correlation

The correlation between MMSIX and PRSVX is 0.96, 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

MMSIX vs. PRSVX - Dividend Comparison

MMSIX's dividend yield for the trailing twelve months is around 9.01%, less than PRSVX's 22.57% yield.


TTM20252024202320222021202020192018201720162015
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%
PRSVX
T. Rowe Price Small-Cap Value Fund
22.57%22.79%9.77%3.27%5.28%6.98%2.03%4.59%9.46%3.79%3.77%22.55%

Drawdowns

MMSIX vs. PRSVX - Drawdown Comparison

The maximum MMSIX drawdown since its inception was -57.70%, roughly equal to the maximum PRSVX drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for MMSIX and PRSVX.


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Drawdown Indicators


MMSIXPRSVXDifference

Max Drawdown

Largest peak-to-trough decline

-57.70%

-55.37%

-2.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.77%

-14.04%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-26.99%

-28.17%

+1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-42.42%

-40.97%

-1.45%

Current Drawdown

Current decline from peak

-9.40%

-8.16%

-1.24%

Average Drawdown

Average peak-to-trough decline

-11.37%

-7.52%

-3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.66%

-0.26%

Volatility

MMSIX vs. PRSVX - Volatility Comparison

Praxis Small Cap Index Fund (MMSIX) and T. Rowe Price Small-Cap Value Fund (PRSVX) have volatilities of 5.85% and 6.09%, 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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Volatility by Period


MMSIXPRSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

6.09%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.14%

15.95%

-3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

21.23%

23.77%

-2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.45%

20.38%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.93%

21.26%

+1.67%