PGINX vs. VOO
Compare and contrast key facts about Impax Global Environmental Markets Fund Institutional Class (PGINX) and Vanguard S&P 500 ETF (VOO).
PGINX is managed by Pax World. It was launched on Mar 27, 2008. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
PGINX vs. VOO - Performance Comparison
Loading graphics...
PGINX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGINX Impax Global Environmental Markets Fund Institutional Class | -0.76% | 14.14% | 5.15% | 16.85% | -22.39% | 22.25% | 26.00% | 28.18% | -14.20% | 26.80% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, PGINX achieves a -0.76% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, PGINX has underperformed VOO with an annualized return of 9.70%, while VOO has yielded a comparatively higher 14.14% annualized return.
PGINX
- 1D
- 3.63%
- 1M
- -6.55%
- YTD
- -0.76%
- 6M
- -2.65%
- 1Y
- 14.79%
- 3Y*
- 8.49%
- 5Y*
- 4.39%
- 10Y*
- 9.70%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PGINX vs. VOO - Expense Ratio Comparison
PGINX has a 0.90% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
PGINX vs. VOO — Risk / Return Rank
PGINX
VOO
PGINX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Impax Global Environmental Markets Fund Institutional Class (PGINX) and Vanguard S&P 500 ETF (VOO). 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.
| PGINX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.01 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.53 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.55 | -0.26 |
Martin ratioReturn relative to average drawdown | 4.52 | 7.31 | -2.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PGINX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.01 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.71 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.79 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.83 | -0.48 |
Correlation
The correlation between PGINX and VOO is 0.87, 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
PGINX vs. VOO - Dividend Comparison
PGINX's dividend yield for the trailing twelve months is around 23.89%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGINX Impax Global Environmental Markets Fund Institutional Class | 23.89% | 23.71% | 4.79% | 0.74% | 0.65% | 2.10% | 0.60% | 0.86% | 4.26% | 3.44% | 0.75% | 1.13% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
PGINX vs. VOO - Drawdown Comparison
The maximum PGINX drawdown since its inception was -52.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PGINX and VOO.
Loading graphics...
Drawdown Indicators
| PGINX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.48% | -33.99% | -18.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -11.98% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -33.54% | -24.52% | -9.02% |
Max Drawdown (10Y)Largest decline over 10 years | -33.54% | -33.99% | +0.45% |
Current DrawdownCurrent decline from peak | -8.28% | -5.55% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -9.64% | -3.72% | -5.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.55% | +0.80% |
Volatility
PGINX vs. VOO - Volatility Comparison
Impax Global Environmental Markets Fund Institutional Class (PGINX) has a higher volatility of 7.24% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that PGINX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PGINX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 5.34% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 9.47% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 18.11% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.10% | 16.82% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 17.99% | +0.07% |