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MVIAX vs. MPLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MVIAX vs. MPLIX - Performance Comparison

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

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MVIAX vs. MPLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MVIAX
Praxis Value Index Fund
0.97%12.97%10.24%20.04%-7.89%24.54%3.56%34.46%-8.53%16.32%
MPLIX
Praxis International Index Fund
-1.74%29.51%6.86%15.07%-16.16%7.84%13.19%20.43%-14.51%25.67%

Returns By Period

In the year-to-date period, MVIAX achieves a 0.97% return, which is significantly higher than MPLIX's -1.74% return. Over the past 10 years, MVIAX has outperformed MPLIX with an annualized return of 11.30%, while MPLIX has yielded a comparatively lower 8.30% annualized return.


MVIAX

1D
-0.15%
1M
-6.29%
YTD
0.97%
6M
3.35%
1Y
12.02%
3Y*
12.88%
5Y*
9.44%
10Y*
11.30%

MPLIX

1D
0.32%
1M
-11.27%
YTD
-1.74%
6M
2.66%
1Y
21.95%
3Y*
13.69%
5Y*
6.45%
10Y*
8.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MVIAX vs. MPLIX - Expense Ratio Comparison

MVIAX has a 0.78% expense ratio, which is higher than MPLIX's 0.61% expense ratio.


Return for Risk

MVIAX vs. MPLIX — Risk / Return Rank

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

MVIAX
MVIAX Risk / Return Rank: 4343
Overall Rank
MVIAX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MVIAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
MVIAX Omega Ratio Rank: 4444
Omega Ratio Rank
MVIAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
MVIAX Martin Ratio Rank: 4747
Martin Ratio Rank

MPLIX
MPLIX Risk / Return Rank: 7171
Overall Rank
MPLIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MPLIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
MPLIX Omega Ratio Rank: 6969
Omega Ratio Rank
MPLIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
MPLIX Martin Ratio Rank: 6969
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. MPLIX - Risk-Adjusted Trends Comparison

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


MVIAXMPLIXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.29

-0.39

Sortino ratio

Return per unit of downside risk

1.31

1.76

-0.45

Omega ratio

Gain probability vs. loss probability

1.19

1.26

-0.07

Calmar ratio

Return relative to maximum drawdown

1.03

1.64

-0.62

Martin ratio

Return relative to average drawdown

4.78

6.60

-1.82

MVIAX vs. MPLIX - Sharpe Ratio Comparison

The current MVIAX Sharpe Ratio is 0.90, which is lower than the MPLIX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of MVIAX and MPLIX, 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


MVIAXMPLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.29

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.42

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.51

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.32

0.00

Correlation

The correlation between MVIAX and MPLIX is 0.78, 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. MPLIX - Dividend Comparison

MVIAX's dividend yield for the trailing twelve months is around 1.05%, less than MPLIX's 3.37% yield.


TTM20252024202320222021202020192018201720162015
MVIAX
Praxis Value Index Fund
1.05%1.06%9.59%4.63%5.11%3.63%8.55%4.84%7.28%6.40%2.63%5.10%
MPLIX
Praxis International Index Fund
3.37%3.32%2.97%3.26%2.09%2.49%1.48%2.37%2.49%1.71%1.93%2.05%

Drawdowns

MVIAX vs. MPLIX - Drawdown Comparison

The maximum MVIAX drawdown since its inception was -65.34%, which is greater than MPLIX's maximum drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for MVIAX and MPLIX.


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Drawdown Indicators


MVIAXMPLIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.34%

-35.25%

-30.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-11.79%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.89%

-30.02%

+11.13%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

-35.25%

-0.78%

Current Drawdown

Current decline from peak

-6.29%

-11.51%

+5.22%

Average Drawdown

Average peak-to-trough decline

-12.19%

-8.46%

-3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.93%

-0.43%

Volatility

MVIAX vs. MPLIX - Volatility Comparison

The current volatility for Praxis Value Index Fund (MVIAX) is 3.33%, while Praxis International Index Fund (MPLIX) has a volatility of 7.18%. This indicates that MVIAX experiences smaller price fluctuations and is considered to be less risky than MPLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVIAXMPLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

7.18%

-3.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

10.93%

-3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

16.27%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

15.42%

-1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

16.34%

+0.47%