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MPLIX vs. CSWC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MPLIX vs. CSWC

Last updated Jun 24, 2026

MPLIX (Praxis International Index Fund) is Foreign Large Cap Equities fund managed by Praxis Mutual Funds, while CSWC (Capital Southwest Corporation) is a stock. Over the past 10 years, MPLIX returned 10.37%/yr vs 17.08%/yr for CSWC. At a 0.35 correlation, their price movements are largely independent.

Performance

MPLIX vs. CSWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis International Index Fund (MPLIX) and Capital Southwest Corporation (CSWC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MPLIX achieves a 16.76% return, which is significantly higher than CSWC's 11.10% return. Over the past 10 years, MPLIX has underperformed CSWC with an annualized return of 10.37%, while CSWC has yielded a comparatively higher 17.08% annualized return.

MPLIX

1D
0.11%
1M
5.08%
YTD
16.76%
6M
16.64%
1Y
33.18%
3Y*
20.22%
5Y*
9.11%
10Y*
10.37%

CSWC

1D
0.34%
1M
3.35%
YTD
11.10%
6M
14.36%
1Y
22.89%
3Y*
19.84%
5Y*
10.38%
10Y*
17.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MPLIX vs. CSWC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MPLIX
Praxis International Index Fund		16.76%29.51%6.86%15.07%-16.16%7.84%13.19%20.43%-14.51%25.67%
CSWC
Capital Southwest Corporation		11.10%14.28%2.14%56.10%-24.63%57.40%-1.56%22.80%29.52%9.99%

Correlation

The correlation between MPLIX and CSWC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2010

0.35

Compare stocks, funds, or ETFs

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Praxis International Index Fund

Capital Southwest Corporation

Often compared with MPLIX:
MPLIX vs. MIIAXMPLIX vs. MCONXMPLIX vs. MMDEXMPLIX vs. MVIAXMPLIX vs. MBAPXMPLIX vs. MGAFXMPLIX vs. MMSIX
Often compared with CSWC:
CSWC vs. MAINCSWC vs. OBDCCSWC vs. BBDCCSWC vs. TCPCCSWC vs. SCHDCSWC vs. SPYCSWC vs. NEWT

Return for Risk

MPLIX vs. CSWC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MPLIX
MPLIX Risk / Return Rank: 6262
Overall Rank
MPLIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MPLIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MPLIX Omega Ratio Rank: 6464
Omega Ratio Rank
MPLIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
MPLIX Martin Ratio Rank: 5959
Martin Ratio Rank
CSWC
CSWC Risk / Return Rank: 7373
Overall Rank
CSWC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CSWC Sortino Ratio Rank: 7373
Sortino Ratio Rank
CSWC Omega Ratio Rank: 7070
Omega Ratio Rank
CSWC Calmar Ratio Rank: 6969
Calmar Ratio Rank
CSWC Martin Ratio Rank: 7575
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.

MPLIX vs. CSWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis International Index Fund (MPLIX) and Capital Southwest Corporation (CSWC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

MPLIXCSWCDifference
Sharpe ratioReturn per unit of total volatility
2.18
1.22

+0.97

Sortino ratioReturn per unit of downside risk
2.96
1.81

+1.15

Omega ratioGain probability vs. loss probability

1.41

1.22

+0.19

Calmar ratioReturn relative to maximum drawdown

2.88

1.46

+1.42

Martin ratioReturn relative to average drawdown

11.11

4.68

+6.43

MPLIX vs. CSWC - Sharpe Ratio Comparison

The current MPLIX Sharpe Ratio is 2.18, which is higher than the CSWC Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of MPLIX and CSWC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

MPLIX vs. CSWC - Drawdown Comparison

The maximum MPLIX drawdown since its inception was -35.25%, smaller than the maximum CSWC drawdown of -68.33%. Use the drawdown chart below to compare losses from any high point for MPLIX and CSWC.

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Drawdown Indicators

MPLIXCSWCDifference

Max Drawdown

Largest peak-to-trough decline

-35.25%

-68.33%

+33.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-15.75%

+3.96%

Max Drawdown (3Y)

Largest decline over 3 years

-13.35%

-27.74%

+14.39%

Max Drawdown (5Y)

Largest decline over 5 years

-29.78%

-33.66%

+3.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.25%

-61.15%

+25.90%

Current Drawdown

Current decline from peak

0.00%

-2.37%

+2.37%

Average Drawdown

Average peak-to-trough decline

-8.37%

-18.34%

+9.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

4.91%

-1.86%

Volatility

MPLIX vs. CSWC - Volatility Comparison

Praxis International Index Fund (MPLIX) has a higher volatility of 6.44% compared to Capital Southwest Corporation (CSWC) at 4.76%. This indicates that MPLIX's price experiences larger fluctuations and is considered to be riskier than CSWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MPLIXCSWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

4.76%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

13.45%

13.97%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

18.89%

-3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

22.53%

-6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.45%

27.42%

-10.97%

Dividends

MPLIX vs. CSWC - Dividend Comparison

MPLIX's dividend yield for the trailing twelve months is around 2.84%, less than CSWC's 11.00% yield.

PositionTTM20252024202320222021202020192018201720162015
CSWC
Capital Southwest Corporation		11.00%11.56%11.59%10.21%12.46%10.13%11.49%13.07%10.77%7.01%2.35%216.86%
MPLIX
Praxis International Index Fund		2.84%3.32%2.97%3.26%2.09%2.49%1.48%2.37%2.49%1.71%1.93%2.05%

Frequently Asked Questions

MPLIX and CSWC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MPLIX has higher volatility (6.44%) compared to CSWC (4.76%). In terms of maximum drawdown, MPLIX dropped -35.25% vs CSWC's -68.33%.

MPLIX currently has the higher Sharpe Ratio (2.18 vs 1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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