PAXWX vs. PXWGX
Compare and contrast key facts about Pax Sustainable Allocation Fund (PAXWX) and Pax U.S. Sustainable Economy Fund (PXWGX).
PAXWX is managed by Pax World. It was launched on Aug 9, 1971. PXWGX is managed by Pax World. It was launched on Jun 11, 1997.
Performance
PAXWX vs. PXWGX - Performance Comparison
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PAXWX vs. PXWGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PAXWX Pax Sustainable Allocation Fund | -3.18% | 10.87% | 12.61% | 13.19% | -16.50% | 15.31% | 16.23% | 20.84% | -4.07% | 13.16% |
PXWGX Pax U.S. Sustainable Economy Fund | -4.77% | 15.75% | 20.64% | 24.46% | -18.33% | 30.27% | 13.35% | 27.16% | -4.54% | 21.89% |
Returns By Period
In the year-to-date period, PAXWX achieves a -3.18% return, which is significantly higher than PXWGX's -4.77% return. Over the past 10 years, PAXWX has underperformed PXWGX with an annualized return of 7.71%, while PXWGX has yielded a comparatively higher 12.01% annualized return.
PAXWX
- 1D
- 1.69%
- 1M
- -3.84%
- YTD
- -3.18%
- 6M
- -2.83%
- 1Y
- 9.37%
- 3Y*
- 9.27%
- 5Y*
- 4.68%
- 10Y*
- 7.71%
PXWGX
- 1D
- 2.70%
- 1M
- -5.25%
- YTD
- -4.77%
- 6M
- -1.33%
- 1Y
- 16.75%
- 3Y*
- 15.31%
- 5Y*
- 10.14%
- 10Y*
- 12.01%
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PAXWX vs. PXWGX - Expense Ratio Comparison
PAXWX has a 0.30% expense ratio, which is lower than PXWGX's 0.70% expense ratio.
Return for Risk
PAXWX vs. PXWGX — Risk / Return Rank
PAXWX
PXWGX
PAXWX vs. PXWGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax Sustainable Allocation Fund (PAXWX) and Pax U.S. Sustainable Economy Fund (PXWGX). 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.
| PAXWX | PXWGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.93 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.42 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.40 | -0.08 |
Martin ratioReturn relative to average drawdown | 5.59 | 6.54 | -0.94 |
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
| PAXWX | PXWGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.93 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.54 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.65 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.37 | +0.21 |
Correlation
The correlation between PAXWX and PXWGX is 0.92, 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
PAXWX vs. PXWGX - Dividend Comparison
PAXWX's dividend yield for the trailing twelve months is around 9.96%, more than PXWGX's 5.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAXWX Pax Sustainable Allocation Fund | 9.96% | 9.64% | 8.33% | 3.37% | 6.24% | 4.85% | 2.80% | 9.31% | 2.90% | 10.90% | 3.02% | 8.36% |
PXWGX Pax U.S. Sustainable Economy Fund | 5.66% | 5.39% | 16.28% | 5.95% | 7.66% | 21.85% | 1.92% | 3.36% | 7.95% | 4.53% | 10.42% | 6.37% |
Drawdowns
PAXWX vs. PXWGX - Drawdown Comparison
The maximum PAXWX drawdown since its inception was -40.11%, smaller than the maximum PXWGX drawdown of -57.59%. Use the drawdown chart below to compare losses from any high point for PAXWX and PXWGX.
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Drawdown Indicators
| PAXWX | PXWGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.11% | -57.59% | +17.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.35% | -12.62% | +5.27% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -26.98% | +5.34% |
Max Drawdown (10Y)Largest decline over 10 years | -21.64% | -33.81% | +12.17% |
Current DrawdownCurrent decline from peak | -4.72% | -6.80% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -14.63% | +8.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.71% | -0.97% |
Volatility
PAXWX vs. PXWGX - Volatility Comparison
The current volatility for Pax Sustainable Allocation Fund (PAXWX) is 3.65%, while Pax U.S. Sustainable Economy Fund (PXWGX) has a volatility of 5.22%. This indicates that PAXWX experiences smaller price fluctuations and is considered to be less risky than PXWGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PAXWX | PXWGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 5.22% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 5.92% | 9.81% | -3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.57% | 18.41% | -7.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.75% | 18.81% | -8.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.70% | 18.54% | -7.84% |