PRXG vs. ILCB
PRXG (Praxis Impact Large Cap Growth ETF) and ILCB (iShares Morningstar U.S. Equity ETF) are both Large Cap Growth Equities funds. PRXG is actively managed, while ILCB is passively managed. Over the past year, PRXG returned 27.99% vs 28.03% for ILCB. Their correlation of 0.94 suggests significant overlap in exposure. PRXG charges 0.36%/yr vs 0.03%/yr for ILCB.
Performance
PRXG vs. ILCB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PRXG achieves a 9.82% return, which is significantly lower than ILCB's 11.12% return.
PRXG
- 1D
- -1.09%
- 1M
- 6.16%
- YTD
- 9.82%
- 6M
- 8.96%
- 1Y
- 27.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILCB
- 1D
- -0.67%
- 1M
- 5.29%
- YTD
- 11.12%
- 6M
- 11.10%
- 1Y
- 28.03%
- 3Y*
- 22.69%
- 5Y*
- 13.45%
- 10Y*
- 15.00%
PRXG vs. ILCB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PRXG Praxis Impact Large Cap Growth ETF | 9.82% | 48.09% |
ILCB iShares Morningstar U.S. Equity ETF | 11.12% | 38.76% |
Correlation
The correlation between PRXG and ILCB is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2025 | 0.94 |
The correlation between PRXG and ILCB has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PRXG vs. ILCB — Risk / Return Rank
PRXG
ILCB
PRXG vs. ILCB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Growth ETF (PRXG) and iShares Morningstar U.S. Equity ETF (ILCB). 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.
| PRXG | ILCB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 3.10 | -1.33 |
| Martin ratioReturn relative to average drawdown | 6.32 | 14.24 | -7.92 |
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 charts...
Sharpe Ratios by Period
| PRXG | ILCB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 2.35 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.57 | 0.64 | +1.94 |
Drawdowns
PRXG vs. ILCB - Drawdown Comparison
The maximum PRXG drawdown since its inception was -15.91%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for PRXG and ILCB.
Loading charts...
Drawdown Indicators
| PRXG | ILCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.91% | -51.53% | +35.62% |
Max Drawdown (1Y)Largest decline over 1 year | -15.91% | -9.09% | -6.82% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.05% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.30% | — |
Current DrawdownCurrent decline from peak | -1.37% | -0.67% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -2.62% | -6.24% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 1.97% | +2.47% |
Volatility
PRXG vs. ILCB - Volatility Comparison
Praxis Impact Large Cap Growth ETF (PRXG) has a higher volatility of 3.91% compared to iShares Morningstar U.S. Equity ETF (ILCB) at 2.88%. This indicates that PRXG's price experiences larger fluctuations and is considered to be riskier than ILCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PRXG | ILCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 2.88% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.15% | 9.10% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 12.02% | +3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.57% | 17.13% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.57% | 18.16% | +2.41% |
PRXG vs. ILCB - Expense Ratio Comparison
PRXG has a 0.36% expense ratio, which is higher than ILCB's 0.03% expense ratio.
Dividends
PRXG vs. ILCB - Dividend Comparison
PRXG's dividend yield for the trailing twelve months is around 0.11%, less than ILCB's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCB iShares Morningstar U.S. Equity ETF | 0.97% | 1.11% | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% |
PRXG Praxis Impact Large Cap Growth ETF | 0.11% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, PRXG and ILCB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PRXG has higher volatility (3.91%) compared to ILCB (2.88%). In terms of maximum drawdown, PRXG dropped -15.91% vs ILCB's -51.53%.
On 1-year performance, ILCB leads with 28.03% vs 27.99% for PRXG. On fees, ILCB is cheaper at 0.03% per year. On volatility, ILCB has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ILCB has performed better with a 28.03% return vs 27.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ILCB is cheaper with a 0.03% expense ratio, compared with 0.36% for PRXG.
ILCB has the higher dividend yield at 0.97%, compared with 0.11% for PRXG.
They also come from different issuers: Praxis and iShares. Their fees differ too: 0.36% for PRXG and 0.03% for ILCB.
ILCB currently has the higher Sharpe Ratio (2.35 vs 1.77), 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.
Find the right allocation for PRXG and ILCB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer