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PAXWX vs. USSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PAXWX and USSG is 0.93, 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.


-0.50.00.51.00.9

Performance

PAXWX vs. USSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pax Sustainable Allocation Fund (PAXWX) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.44%
7.97%
PAXWX
USSG

Key characteristics

Sharpe Ratio

PAXWX:

0.83

USSG:

1.96

Sortino Ratio

PAXWX:

1.18

USSG:

2.66

Omega Ratio

PAXWX:

1.15

USSG:

1.37

Calmar Ratio

PAXWX:

0.41

USSG:

2.84

Martin Ratio

PAXWX:

4.25

USSG:

11.74

Ulcer Index

PAXWX:

1.60%

USSG:

2.28%

Daily Std Dev

PAXWX:

8.16%

USSG:

13.66%

Max Drawdown

PAXWX:

-43.03%

USSG:

-34.10%

Current Drawdown

PAXWX:

-7.87%

USSG:

-2.45%

Returns By Period

In the year-to-date period, PAXWX achieves a 8.55% return, which is significantly lower than USSG's 25.92% return.


PAXWX

YTD

8.55%

1M

-0.71%

6M

3.44%

1Y

6.79%

5Y*

2.40%

10Y*

2.37%

USSG

YTD

25.92%

1M

-0.32%

6M

8.79%

1Y

26.49%

5Y*

15.21%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PAXWX vs. USSG - Expense Ratio Comparison

PAXWX has a 0.30% expense ratio, which is higher than USSG's 0.10% expense ratio.


PAXWX
Pax Sustainable Allocation Fund
Expense ratio chart for PAXWX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for USSG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

PAXWX vs. USSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pax Sustainable Allocation Fund (PAXWX) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG). 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.


Sharpe ratio
The chart of Sharpe ratio for PAXWX, currently valued at 0.83, compared to the broader market-1.000.001.002.003.004.000.831.94
The chart of Sortino ratio for PAXWX, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.0010.001.182.64
The chart of Omega ratio for PAXWX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.003.501.151.36
The chart of Calmar ratio for PAXWX, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.0012.0014.000.412.81
The chart of Martin ratio for PAXWX, currently valued at 4.25, compared to the broader market0.0020.0040.0060.004.2511.58
PAXWX
USSG

The current PAXWX Sharpe Ratio is 0.83, which is lower than the USSG Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of PAXWX and USSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.83
1.94
PAXWX
USSG

Dividends

PAXWX vs. USSG - Dividend Comparison

PAXWX's dividend yield for the trailing twelve months is around 1.90%, more than USSG's 1.10% yield.


TTM20232022202120202019201820172016201520142013
PAXWX
Pax Sustainable Allocation Fund
1.90%1.38%1.32%0.81%0.99%1.60%2.21%0.63%1.29%0.93%0.94%0.85%
USSG
Xtrackers MSCI USA ESG Leaders Equity ETF
1.10%1.60%1.52%1.14%1.42%1.21%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PAXWX vs. USSG - Drawdown Comparison

The maximum PAXWX drawdown since its inception was -43.03%, which is greater than USSG's maximum drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for PAXWX and USSG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.87%
-2.45%
PAXWX
USSG

Volatility

PAXWX vs. USSG - Volatility Comparison

The current volatility for Pax Sustainable Allocation Fund (PAXWX) is 2.77%, while Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) has a volatility of 4.12%. This indicates that PAXWX experiences smaller price fluctuations and is considered to be less risky than USSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
2.77%
4.12%
PAXWX
USSG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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