PortfoliosLab logoPortfoliosLab logo
MVIAX vs. MGAFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MVIAX vs. MGAFX - Performance Comparison

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

Loading graphics...

MVIAX vs. MGAFX - 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%
MGAFX
Praxis Genesis Growth Portfolio
-1.01%15.50%11.51%16.96%-17.05%24.51%14.09%24.08%-6.55%16.70%

Returns By Period

In the year-to-date period, MVIAX achieves a 2.60% return, which is significantly higher than MGAFX's -1.01% return. Over the past 10 years, MVIAX has outperformed MGAFX with an annualized return of 11.48%, while MGAFX has yielded a comparatively lower 9.81% 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%

MGAFX

1D
2.26%
1M
-5.02%
YTD
-1.01%
6M
0.81%
1Y
15.36%
3Y*
12.24%
5Y*
7.57%
10Y*
9.81%
*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.


MVIAX vs. MGAFX - Expense Ratio Comparison

MVIAX has a 0.78% expense ratio, which is higher than MGAFX's 0.48% expense ratio.


Return for Risk

MVIAX vs. MGAFX — 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

MGAFX
MGAFX Risk / Return Rank: 6060
Overall Rank
MGAFX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MGAFX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MGAFX Omega Ratio Rank: 5757
Omega Ratio Rank
MGAFX Calmar Ratio Rank: 5959
Calmar Ratio Rank
MGAFX Martin Ratio Rank: 6666
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. MGAFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Value Index Fund (MVIAX) and Praxis Genesis Growth Portfolio (MGAFX). 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.


MVIAXMGAFXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.17

-0.23

Sortino ratio

Return per unit of downside risk

1.36

1.71

-0.35

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.29

1.62

-0.33

Martin ratio

Return relative to average drawdown

5.97

7.29

-1.32

MVIAX vs. MGAFX - Sharpe Ratio Comparison

The current MVIAX Sharpe Ratio is 0.93, which is comparable to the MGAFX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of MVIAX and MGAFX, 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


MVIAXMGAFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.17

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.56

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.70

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.64

-0.32

Correlation

The correlation between MVIAX and MGAFX is 0.91, 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. MGAFX - Dividend Comparison

MVIAX's dividend yield for the trailing twelve months is around 1.03%, less than MGAFX's 4.48% 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%
MGAFX
Praxis Genesis Growth Portfolio
4.48%4.45%3.36%2.29%3.02%10.83%4.87%4.42%6.15%4.19%3.50%4.01%

Drawdowns

MVIAX vs. MGAFX - Drawdown Comparison

The maximum MVIAX drawdown since its inception was -65.34%, which is greater than MGAFX's maximum drawdown of -28.63%. Use the drawdown chart below to compare losses from any high point for MVIAX and MGAFX.


Loading graphics...

Drawdown Indicators


MVIAXMGAFXDifference

Max Drawdown

Largest peak-to-trough decline

-65.34%

-28.63%

-36.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-9.87%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-18.89%

-23.82%

+4.93%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

-28.63%

-7.40%

Current Drawdown

Current decline from peak

-4.78%

-5.78%

+1.00%

Average Drawdown

Average peak-to-trough decline

-12.18%

-4.01%

-8.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.20%

+0.32%

Volatility

MVIAX vs. MGAFX - Volatility Comparison

The current volatility for Praxis Value Index Fund (MVIAX) is 3.84%, while Praxis Genesis Growth Portfolio (MGAFX) has a volatility of 4.99%. This indicates that MVIAX experiences smaller price fluctuations and is considered to be less risky than MGAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MVIAXMGAFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

4.99%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

7.96%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

13.63%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.23%

13.50%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

14.09%

+2.72%