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PRXG vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRXG vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Impact Large Cap Growth ETF (PRXG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRXG achieves a 9.82% return, which is significantly lower than ITOT's 11.25% return.


PRXG

1D
-1.09%
1M
6.16%
YTD
9.82%
6M
8.96%
1Y
27.99%
3Y*
5Y*
10Y*

ITOT

1D
-0.73%
1M
5.01%
YTD
11.25%
6M
11.12%
1Y
28.12%
3Y*
22.09%
5Y*
12.69%
10Y*
15.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRXG vs. ITOT - Yearly Performance Comparison


Correlation

The correlation between PRXG and ITOT is 0.91, 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

0.91

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2025

0.92

The correlation between PRXG and ITOT has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

PRXG vs. ITOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRXG
PRXG Risk / Return Rank: 4646
Overall Rank
PRXG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PRXG Sortino Ratio Rank: 5050
Sortino Ratio Rank
PRXG Omega Ratio Rank: 5050
Omega Ratio Rank
PRXG Calmar Ratio Rank: 3636
Calmar Ratio Rank
PRXG Martin Ratio Rank: 4141
Martin Ratio Rank

ITOT
ITOT Risk / Return Rank: 6868
Overall Rank
ITOT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6868
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6767
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6363
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRXG vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Growth ETF (PRXG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.


PRXGITOTDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.31

1.42

-0.11

Calmar ratioReturn relative to maximum drawdown

1.77

3.17

-1.41

Martin ratioReturn relative to average drawdown

6.32

14.57

-8.25

PRXG vs. ITOT - Sharpe Ratio Comparison

The current PRXG Sharpe Ratio is 1.77, which is comparable to the ITOT Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of PRXG and ITOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PRXGITOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

2.32

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

2.57

0.57

+2.00

Drawdowns

PRXG vs. ITOT - Drawdown Comparison

The maximum PRXG drawdown since its inception was -15.91%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for PRXG and ITOT.


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Drawdown Indicators


PRXGITOTDifference

Max Drawdown

Largest peak-to-trough decline

-15.91%

-55.20%

+39.29%

Max Drawdown (1Y)

Largest decline over 1 year

-15.91%

-8.90%

-7.01%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-1.37%

-0.73%

-0.64%

Average Drawdown

Average peak-to-trough decline

-2.62%

-6.97%

+4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

1.94%

+2.50%

Volatility

PRXG vs. ITOT - Volatility Comparison

Praxis Impact Large Cap Growth ETF (PRXG) has a higher volatility of 3.91% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.99%. This indicates that PRXG's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRXGITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

2.99%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

9.13%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

12.20%

+3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.57%

17.36%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.57%

18.26%

+2.31%

PRXG vs. ITOT - Expense Ratio Comparison

PRXG has a 0.36% expense ratio, which is higher than ITOT's 0.03% expense ratio.


Dividends

PRXG vs. ITOT - Dividend Comparison

PRXG's dividend yield for the trailing twelve months is around 0.11%, less than ITOT's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
ITOT
iShares Core S&P Total U.S. Stock Market ETF
0.98%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%
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 0.91, PRXG and ITOT 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 ITOT (2.99%). In terms of maximum drawdown, PRXG dropped -15.91% vs ITOT's -55.20%.

On 1-year performance, ITOT leads with 28.12% vs 27.99% for PRXG. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ITOT has performed better with a 28.12% return vs 27.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITOT is cheaper with a 0.03% expense ratio, compared with 0.36% for PRXG.

ITOT has the higher dividend yield at 0.98%, compared with 0.11% for PRXG.

PRXG is categorized as Large Cap Growth Equities, while ITOT is Large Cap Blend Equities. They also come from different issuers: Praxis and iShares. Their fees differ too: 0.36% for PRXG and 0.03% for ITOT.

ITOT currently has the higher Sharpe Ratio (2.32 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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