PRXG vs. ILCG
PRXG (Praxis Impact Large Cap Growth ETF) and ILCG (iShares Morningstar Growth ETF) are both Large Cap Growth Equities funds. PRXG is actively managed, while ILCG is passively managed. Over the past year, PRXG returned 27.99% vs 29.51% for ILCG. With a 0.97 correlation, they move nearly in lockstep. PRXG charges 0.36%/yr vs 0.04%/yr for ILCG.
Performance
PRXG vs. ILCG - Performance Comparison
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Returns By Period
In the year-to-date period, PRXG achieves a 9.82% return, which is significantly lower than ILCG's 14.48% return.
PRXG
- 1D
- -1.09%
- 1M
- 6.16%
- YTD
- 9.82%
- 6M
- 8.96%
- 1Y
- 27.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILCG
- 1D
- -1.02%
- 1M
- 7.68%
- YTD
- 14.48%
- 6M
- 14.61%
- 1Y
- 29.51%
- 3Y*
- 26.55%
- 5Y*
- 14.95%
- 10Y*
- 18.15%
PRXG vs. ILCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PRXG Praxis Impact Large Cap Growth ETF | 9.82% | 48.09% |
ILCG iShares Morningstar Growth ETF | 14.48% | 44.31% |
Correlation
The correlation between PRXG and ILCG is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2025 | 0.97 |
The correlation between PRXG and ILCG has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.
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Return for Risk
PRXG vs. ILCG — Risk / Return Rank
PRXG
ILCG
PRXG vs. ILCG - 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 Growth ETF (ILCG). 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 | ILCG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.89 | -0.13 |
| Martin ratioReturn relative to average drawdown | 6.32 | 6.68 | -0.36 |
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
| PRXG | ILCG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.82 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.57 | 0.59 | +1.99 |
Drawdowns
PRXG vs. ILCG - Drawdown Comparison
The maximum PRXG drawdown since its inception was -15.91%, smaller than the maximum ILCG drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for PRXG and ILCG.
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Drawdown Indicators
| PRXG | ILCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.91% | -52.98% | +37.07% |
Max Drawdown (1Y)Largest decline over 1 year | -15.91% | -15.65% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.38% | — |
Current DrawdownCurrent decline from peak | -1.37% | -1.02% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -2.62% | -8.22% | +5.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 4.43% | +0.01% |
Volatility
PRXG vs. ILCG - Volatility Comparison
The current volatility for Praxis Impact Large Cap Growth ETF (PRXG) is 3.91%, while iShares Morningstar Growth ETF (ILCG) has a volatility of 4.40%. This indicates that PRXG experiences smaller price fluctuations and is considered to be less risky than ILCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRXG | ILCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 4.40% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.15% | 12.81% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 16.31% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.57% | 22.00% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.57% | 21.53% | -0.96% |
PRXG vs. ILCG - Expense Ratio Comparison
PRXG has a 0.36% expense ratio, which is higher than ILCG's 0.04% expense ratio.
Dividends
PRXG vs. ILCG - Dividend Comparison
PRXG's dividend yield for the trailing twelve months is around 0.11%, less than ILCG's 0.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCG iShares Morningstar Growth ETF | 0.40% | 0.47% | 0.50% | 0.69% | 0.75% | 0.34% | 0.28% | 0.54% | 0.81% | 0.89% | 0.95% | 0.99% |
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 0.97, PRXG and ILCG 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.
ILCG has higher volatility (4.40%) compared to PRXG (3.91%). In terms of maximum drawdown, PRXG dropped -15.91% vs ILCG's -52.98%.
On 1-year performance, ILCG leads with 29.51% vs 27.99% for PRXG. On fees, ILCG is cheaper at 0.04% per year. On volatility, PRXG has been the lower-risk option at 3.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ILCG has performed better with a 29.51% return vs 27.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ILCG is cheaper with a 0.04% expense ratio, compared with 0.36% for PRXG.
ILCG has the higher dividend yield at 0.40%, compared with 0.11% for PRXG.
They also come from different issuers: Praxis and iShares. Their fees differ too: 0.36% for PRXG and 0.04% for ILCG.
ILCG currently has the higher Sharpe Ratio (1.82 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.
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