PRXG vs. DRLL

Last updated Aug 6, 2026

PRXG (Praxis Impact Large Cap Growth ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - PRXG is a Large Cap Growth Equities fund actively managed by Praxis, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. PRXG is actively managed, while DRLL is passively managed. Over the past year, PRXG returned 20.23% vs 37.23% for DRLL. Their -0.12 correlation means they have often moved in opposite directions in the past. PRXG charges 0.36%/yr vs 0.41%/yr for DRLL.

Performance

PRXG vs. DRLL - Performance Comparison

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

Returns By Period

In the year-to-date period, PRXG achieves a 10.29% return, which is significantly lower than DRLL's 29.95% return.

PRXG

• 1D: -0.16%
• 1M: 2.72%
• 6M: 14.72%
• YTD: 10.29%
• 1Y: 20.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 38.00%

DRLL

• 1D: -2.68%
• 1M: 8.84%
• 6M: 11.16%
• YTD: 29.95%
• 1Y: 37.23%
• 3Y*: 11.02%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.29%

*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)
DRLL Strive U.S. Energy ETF	$478.10K	$507.89K	$528.94K
PRXG Praxis Impact Large Cap Growth ETF	$227.86K	$164.27K	$179.26K

PRXG vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025
PRXG Praxis Impact Large Cap Growth ETF	10.29%	38.94%
DRLL Strive U.S. Energy ETF	29.95%	17.72%

Correlation

The correlation between PRXG and DRLL is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.26
Correlation (All Time) Calculated using the full available price history since Apr 8, 2025	-0.12

The correlation between PRXG and DRLL shifts across timeframes, from -0.26 (1 year) to -0.12 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PRXG vs. DRLL — Risk / Return Rank

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

PRXG

PRXG Risk / Return Rank: 37
PRXG Sharpe Ratio Rank: 40
PRXG Sortino Ratio Rank: 39
PRXG Omega Ratio Rank: 37
PRXG Calmar Ratio Rank: 33
PRXG Martin Ratio Rank: 36

DRLL

DRLL Risk / Return Rank: 53
DRLL Sharpe Ratio Rank: 59
DRLL Sortino Ratio Rank: 53
DRLL Omega Ratio Rank: 52
DRLL Calmar Ratio Rank: 54
DRLL Martin Ratio Rank: 44

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.

PRXG vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Growth ETF (PRXG) and Strive U.S. Energy ETF (DRLL). 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.

	PRXG	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	1.16	1.62	-0.46
Sortino ratio: Return per unit of downside risk	1.65	2.13	-0.47
Omega ratio: Gain probability vs. loss probability	1.20	1.27	-0.07
Calmar ratio: Return relative to maximum drawdown	1.28	2.20	-0.93
Martin ratio: Return relative to average drawdown	4.15	5.57	-1.41

PRXG vs. DRLL - Sharpe Ratio Comparison

The current PRXG Sharpe Ratio is 1.16, which is comparable to the DRLL Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of PRXG and DRLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PRXG vs. DRLL - Drawdown Comparison

The maximum PRXG drawdown since its inception was -15.91%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for PRXG and DRLL.

Drawdown Indicators

	PRXG	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-15.91%	-23.73%	+7.82%
Max Drawdown (1Y) Largest decline over 1 year	-15.91%	-16.99%	+1.08%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.73%	—
Current Drawdown Current decline from peak	-0.96%	-9.02%	+8.06%
Average Drawdown Average peak-to-trough decline	-2.89%	-8.14%	+5.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	6.71%	-1.83%

Volatility

PRXG vs. DRLL - Volatility Comparison

The current volatility for Praxis Impact Large Cap Growth ETF (PRXG) is 5.82%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.42%. This indicates that PRXG experiences smaller price fluctuations and is considered to be less risky than DRLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRXG	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.82%	7.42%	-1.60%
Volatility (6M) Calculated over the trailing 6-month period	14.11%	18.67%	-4.56%
Volatility (1Y) Calculated over the trailing 1-year period	17.56%	23.14%	-5.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.45%	23.82%	-2.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.45%	23.82%	-2.37%

PRXG vs. DRLL - Expense Ratio Comparison

PRXG has a 0.36% expense ratio, which is lower than DRLL's 0.41% expense ratio.

Dividends

PRXG vs. DRLL - Dividend Comparison

PRXG's dividend yield for the trailing twelve months is around 0.09%, less than DRLL's 2.34% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.34%	2.99%	3.00%	3.01%	1.18%
PRXG Praxis Impact Large Cap Growth ETF	0.09%	0.09%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PRXG and DRLL in my portfolio?

PRXG and DRLL have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRXG or DRLL?

DRLL has higher volatility (7.42%) compared to PRXG (5.82%). In terms of maximum drawdown, PRXG dropped -15.91% vs DRLL's -23.73%.

Which ETF is better, PRXG or DRLL?

On 1-year performance, DRLL leads with 37.23% vs 20.23% for PRXG. On fees, PRXG is cheaper at 0.36% per year. On volatility, PRXG has been the lower-risk option at 5.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PRXG or DRLL?

Over the 1-year period, DRLL has performed better with a 37.23% return vs 20.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PRXG or DRLL?

PRXG is cheaper with a 0.36% expense ratio, compared with 0.41% for DRLL.

Which ETF pays a higher dividend yield, PRXG or DRLL?

DRLL has the higher dividend yield at 2.34%, compared with 0.09% for PRXG.

What is the main difference between PRXG and DRLL?

PRXG is categorized as Large Cap Growth Equities, while DRLL is Energy Equities. They also come from different issuers: Praxis and Strive. Their fees differ too: 0.36% for PRXG and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.62 vs 1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.