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MVIAX vs. YAFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MVIAX vs. YAFFX - Performance Comparison

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

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MVIAX vs. YAFFX - 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%
YAFFX
AMG Yacktman Focused Fund
8.59%3.89%9.30%16.53%-8.20%16.48%17.22%19.21%2.99%20.07%

Returns By Period

In the year-to-date period, MVIAX achieves a 0.97% return, which is significantly lower than YAFFX's 8.59% return. Both investments have delivered pretty close results over the past 10 years, with MVIAX having a 11.30% annualized return and YAFFX not far behind at 10.91%.


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%

YAFFX

1D
-0.76%
1M
-8.71%
YTD
8.59%
6M
-1.14%
1Y
11.37%
3Y*
11.67%
5Y*
7.33%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MVIAX vs. YAFFX - Expense Ratio Comparison

MVIAX has a 0.78% expense ratio, which is lower than YAFFX's 1.25% expense ratio.


Return for Risk

MVIAX vs. YAFFX — 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

YAFFX
YAFFX Risk / Return Rank: 2121
Overall Rank
YAFFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
YAFFX Sortino Ratio Rank: 1616
Sortino Ratio Rank
YAFFX Omega Ratio Rank: 3232
Omega Ratio Rank
YAFFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
YAFFX Martin Ratio Rank: 2020
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. YAFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Value Index Fund (MVIAX) and AMG Yacktman Focused Fund (YAFFX). 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.


MVIAXYAFFXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.49

+0.41

Sortino ratio

Return per unit of downside risk

1.31

0.67

+0.64

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

1.03

0.57

+0.46

Martin ratio

Return relative to average drawdown

4.78

2.02

+2.76

MVIAX vs. YAFFX - Sharpe Ratio Comparison

The current MVIAX Sharpe Ratio is 0.90, which is higher than the YAFFX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of MVIAX and YAFFX, 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


MVIAXYAFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.49

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.41

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.67

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.58

-0.27

Correlation

The correlation between MVIAX and YAFFX is 0.83, 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. YAFFX - Dividend Comparison

MVIAX's dividend yield for the trailing twelve months is around 1.05%, while YAFFX has not paid dividends to shareholders.


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%
YAFFX
AMG Yacktman Focused Fund
0.00%0.00%18.44%4.42%7.60%4.70%11.87%15.84%22.15%11.82%11.81%24.36%

Drawdowns

MVIAX vs. YAFFX - Drawdown Comparison

The maximum MVIAX drawdown since its inception was -65.34%, which is greater than YAFFX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for MVIAX and YAFFX.


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Drawdown Indicators


MVIAXYAFFXDifference

Max Drawdown

Largest peak-to-trough decline

-65.34%

-43.80%

-21.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-17.08%

+5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-18.89%

-21.31%

+2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

-30.62%

-5.41%

Current Drawdown

Current decline from peak

-6.29%

-8.71%

+2.42%

Average Drawdown

Average peak-to-trough decline

-12.19%

-6.24%

-5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

4.83%

-2.33%

Volatility

MVIAX vs. YAFFX - Volatility Comparison

The current volatility for Praxis Value Index Fund (MVIAX) is 3.33%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 7.76%. This indicates that MVIAX experiences smaller price fluctuations and is considered to be less risky than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVIAXYAFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

7.76%

-4.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

21.51%

-14.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

22.92%

-8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

17.85%

-3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

16.39%

+0.42%