PAXGX vs. PXSCX
Compare and contrast key facts about Pax Global Opportunities Fund (PAXGX) and Pax Small Cap Fund (PXSCX).
PAXGX is managed by Pax World. It was launched on Jun 26, 2018. PXSCX is managed by Pax World. It was launched on Mar 27, 2008.
Performance
PAXGX vs. PXSCX - Performance Comparison
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PAXGX vs. PXSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PAXGX Pax Global Opportunities Fund | -9.44% | 9.48% | 6.16% | 15.16% | -18.86% | 18.71% | 22.76% | 33.52% | -8.20% |
PXSCX Pax Small Cap Fund | -4.72% | 11.53% | 14.55% | 13.51% | -22.99% | 30.34% | 11.81% | 23.29% | -16.77% |
Returns By Period
In the year-to-date period, PAXGX achieves a -9.44% return, which is significantly lower than PXSCX's -4.72% return.
PAXGX
- 1D
- -0.26%
- 1M
- -10.41%
- YTD
- -9.44%
- 6M
- -10.07%
- 1Y
- 1.33%
- 3Y*
- 3.86%
- 5Y*
- 2.95%
- 10Y*
- —
PXSCX
- 1D
- -0.63%
- 1M
- -8.63%
- YTD
- -4.72%
- 6M
- -1.60%
- 1Y
- 16.75%
- 3Y*
- 9.54%
- 5Y*
- 4.06%
- 10Y*
- 7.11%
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PAXGX vs. PXSCX - Expense Ratio Comparison
PAXGX has a 1.21% expense ratio, which is higher than PXSCX's 1.15% expense ratio.
Return for Risk
PAXGX vs. PXSCX — Risk / Return Rank
PAXGX
PXSCX
PAXGX vs. PXSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax Global Opportunities Fund (PAXGX) and Pax Small Cap Fund (PXSCX). 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.
| PAXGX | PXSCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 0.75 | -0.68 |
Sortino ratioReturn per unit of downside risk | 0.23 | 1.18 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.16 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | -0.03 | 0.98 | -1.01 |
Martin ratioReturn relative to average drawdown | -0.10 | 4.02 | -4.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PAXGX | PXSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 0.75 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.20 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.34 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.37 | +0.04 |
Correlation
The correlation between PAXGX and PXSCX 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
PAXGX vs. PXSCX - Dividend Comparison
PAXGX's dividend yield for the trailing twelve months is around 7.59%, more than PXSCX's 6.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAXGX Pax Global Opportunities Fund | 7.59% | 6.87% | 2.82% | 0.21% | 1.30% | 1.79% | 0.80% | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% |
PXSCX Pax Small Cap Fund | 6.79% | 6.47% | 5.19% | 0.00% | 2.47% | 9.60% | 3.87% | 0.89% | 14.72% | 1.56% | 2.24% | 0.64% |
Drawdowns
PAXGX vs. PXSCX - Drawdown Comparison
The maximum PAXGX drawdown since its inception was -30.63%, smaller than the maximum PXSCX drawdown of -51.55%. Use the drawdown chart below to compare losses from any high point for PAXGX and PXSCX.
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Drawdown Indicators
| PAXGX | PXSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.63% | -51.55% | +20.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -13.80% | +1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -30.37% | -32.25% | +1.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.38% | — |
Current DrawdownCurrent decline from peak | -12.28% | -11.06% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -6.64% | -9.34% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 3.38% | +0.11% |
Volatility
PAXGX vs. PXSCX - Volatility Comparison
Pax Global Opportunities Fund (PAXGX) and Pax Small Cap Fund (PXSCX) have volatilities of 5.46% and 5.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PAXGX | PXSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.68% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 12.27% | -2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.22% | 21.46% | -4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 20.63% | -3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 20.78% | -2.32% |