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MVIAX vs. AUXFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MVIAX vs. AUXFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Value Index Fund (MVIAX) and Auxier Focus Fund (AUXFX). The values are adjusted to include any dividend payments, if applicable.

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MVIAX vs. AUXFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MVIAX
Praxis Value Index Fund
2.60%12.97%10.24%20.04%-7.89%24.54%3.56%34.46%-8.53%16.32%
AUXFX
Auxier Focus Fund
1.73%15.23%11.31%9.76%-4.52%20.03%6.04%20.20%-4.13%17.75%

Returns By Period

In the year-to-date period, MVIAX achieves a 2.60% return, which is significantly higher than AUXFX's 1.73% return. Over the past 10 years, MVIAX has outperformed AUXFX with an annualized return of 11.48%, while AUXFX has yielded a comparatively lower 9.60% annualized return.


MVIAX

1D
1.62%
1M
-4.69%
YTD
2.60%
6M
4.80%
1Y
14.09%
3Y*
13.48%
5Y*
9.62%
10Y*
11.48%

AUXFX

1D
1.45%
1M
-3.79%
YTD
1.73%
6M
3.90%
1Y
12.14%
3Y*
12.45%
5Y*
8.60%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MVIAX vs. AUXFX - Expense Ratio Comparison

MVIAX has a 0.78% expense ratio, which is lower than AUXFX's 0.92% expense ratio.


Return for Risk

MVIAX vs. AUXFX — Risk / Return Rank

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

MVIAX
MVIAX Risk / Return Rank: 4242
Overall Rank
MVIAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MVIAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
MVIAX Omega Ratio Rank: 3939
Omega Ratio Rank
MVIAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
MVIAX Martin Ratio Rank: 5353
Martin Ratio Rank

AUXFX
AUXFX Risk / Return Rank: 5151
Overall Rank
AUXFX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AUXFX Sortino Ratio Rank: 4444
Sortino Ratio Rank
AUXFX Omega Ratio Rank: 4343
Omega Ratio Rank
AUXFX Calmar Ratio Rank: 6060
Calmar Ratio Rank
AUXFX Martin Ratio Rank: 6464
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.

MVIAX vs. AUXFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Value Index Fund (MVIAX) and Auxier Focus Fund (AUXFX). 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.


MVIAXAUXFXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.00

-0.06

Sortino ratio

Return per unit of downside risk

1.36

1.45

-0.09

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.29

1.62

-0.32

Martin ratio

Return relative to average drawdown

5.97

6.96

-0.99

MVIAX vs. AUXFX - Sharpe Ratio Comparison

The current MVIAX Sharpe Ratio is 0.93, which is comparable to the AUXFX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of MVIAX and AUXFX, 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


MVIAXAUXFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.00

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.71

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.63

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.57

-0.25

Correlation

The correlation between MVIAX and AUXFX is 0.92, 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

MVIAX vs. AUXFX - Dividend Comparison

MVIAX's dividend yield for the trailing twelve months is around 1.03%, less than AUXFX's 2.79% yield.


TTM20252024202320222021202020192018201720162015
MVIAX
Praxis Value Index Fund
1.03%1.06%9.59%4.63%5.11%3.63%8.55%4.84%7.28%6.40%2.63%5.10%
AUXFX
Auxier Focus Fund
2.79%2.84%3.41%4.38%3.02%2.49%2.36%6.03%6.82%5.52%2.77%5.76%

Drawdowns

MVIAX vs. AUXFX - Drawdown Comparison

The maximum MVIAX drawdown since its inception was -65.34%, which is greater than AUXFX's maximum drawdown of -39.82%. Use the drawdown chart below to compare losses from any high point for MVIAX and AUXFX.


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Drawdown Indicators


MVIAXAUXFXDifference

Max Drawdown

Largest peak-to-trough decline

-65.34%

-39.82%

-25.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-8.19%

-3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-18.89%

-15.73%

-3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

-33.69%

-2.34%

Current Drawdown

Current decline from peak

-4.78%

-3.90%

-0.88%

Average Drawdown

Average peak-to-trough decline

-12.18%

-4.44%

-7.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.90%

+0.62%

Volatility

MVIAX vs. AUXFX - Volatility Comparison

Praxis Value Index Fund (MVIAX) has a higher volatility of 3.84% compared to Auxier Focus Fund (AUXFX) at 3.37%. This indicates that MVIAX's price experiences larger fluctuations and is considered to be riskier than AUXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVIAXAUXFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

3.37%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

6.55%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

12.14%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.23%

12.22%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

15.20%

+1.61%