OAKM vs. PRXV

Last updated Aug 2, 2026

OAKM (Oakmark U.S. Large Cap ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Their 0.40 correlation means their historical movements had little consistent relationship. OAKM charges 0.59%/yr vs 0.36%/yr for PRXV.

Performance

OAKM vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark U.S. Large Cap ETF (OAKM) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

OAKM

• 1D: -0.30%
• 1M: 3.57%
• 6M: 6.12%
• YTD: 6.38%
• 1Y: 20.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.03%

PRXV

• 1D: -0.34%
• 1M: 0.88%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
OAKM Oakmark U.S. Large Cap ETF	$4.67M	$4.31M	$6.02M
PRXV Praxis Impact Large Cap Value ETF	$979.94K	$510.04K	$263.55K

OAKM vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
OAKM Oakmark U.S. Large Cap ETF	5.53%
PRXV Praxis Impact Large Cap Value ETF	8.89%

Correlation

The correlation between OAKM and PRXV is 0.40, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 20, 2026	0.40

Return for Risk

OAKM vs. PRXV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OAKM

OAKM Risk / Return Rank: 56
OAKM Sharpe Ratio Rank: 53
OAKM Sortino Ratio Rank: 55
OAKM Omega Ratio Rank: 52
OAKM Calmar Ratio Rank: 70
OAKM Martin Ratio Rank: 52

PRXV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OAKM vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark U.S. Large Cap ETF (OAKM) and Praxis Impact Large Cap Value ETF (PRXV). 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.

	OAKM	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	1.30	—	—
Sortino ratio: Return per unit of downside risk	1.92	—	—
Omega ratio: Gain probability vs. loss probability	1.23	—	—
Calmar ratio: Return relative to maximum drawdown	2.44	—	—
Martin ratio: Return relative to average drawdown	6.15	—	—

Drawdowns

OAKM vs. PRXV - Drawdown Comparison

The maximum OAKM drawdown since its inception was -15.24%, which is greater than PRXV's maximum drawdown of -1.41%. Use the drawdown chart below to compare losses from any high point for OAKM and PRXV.

Drawdown Indicators

	OAKM	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-15.24%	-1.41%	-13.83%
Max Drawdown (1Y) Largest decline over 1 year	-7.19%	—	—
Current Drawdown Current decline from peak	-0.40%	-1.24%	+0.84%
Average Drawdown Average peak-to-trough decline	-2.70%	-0.39%	-2.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	—	—

Volatility

Volatility by Period

	OAKM	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.28%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.67%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.56%	10.08%	+3.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.31%	10.08%	+6.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.31%	10.08%	+6.23%

OAKM vs. PRXV - Expense Ratio Comparison

OAKM has a 0.59% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

OAKM vs. PRXV - Dividend Comparison

OAKM's dividend yield for the trailing twelve months is around 0.63%, more than PRXV's 0.38% yield.

Position	TTM	2025	2024
OAKM Oakmark U.S. Large Cap ETF	0.63%	0.67%	0.04%
PRXV Praxis Impact Large Cap Value ETF	0.38%	0.00%	0.00%

Frequently Asked Questions

Can I hold both OAKM and PRXV in my portfolio?

OAKM and PRXV have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, OAKM or PRXV?

On fees, PRXV is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, OAKM or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.59% for OAKM.

Which ETF pays a higher dividend yield, OAKM or PRXV?

OAKM has the higher dividend yield at 0.63%, compared with 0.38% for PRXV.

What is the main difference between OAKM and PRXV?

They also come from different issuers: Oakmark and Praxis. Their fees differ too: 0.59% for OAKM and 0.36% for PRXV.