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PRXG vs. PRXV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRXG vs. PRXV - Performance Comparison

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

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Returns By Period


PRXG

1D
-0.29%
1M
7.17%
YTD
11.03%
6M
10.42%
1Y
30.47%
3Y*
5Y*
10Y*

PRXV

1D
0.86%
1M
3.47%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRXG vs. PRXV - Yearly Performance Comparison


Correlation

The correlation between PRXG and PRXV is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 21, 2026

0.27

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Return for Risk

PRXG vs. PRXV — Risk / Return Rank

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

PRXG
PRXG Risk / Return Rank: 4848
Overall Rank
PRXG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PRXG Sortino Ratio Rank: 5353
Sortino Ratio Rank
PRXG Omega Ratio Rank: 5252
Omega Ratio Rank
PRXG Calmar Ratio Rank: 3939
Calmar Ratio Rank
PRXG Martin Ratio Rank: 4343
Martin Ratio Rank

PRXV
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. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Growth ETF (PRXG) and Praxis Impact Large Cap Value ETF (PRXV). 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.


PRXGPRXVDifference

Sharpe ratio

Return per unit of total volatility

1.93

Sortino ratio

Return per unit of downside risk

2.60

Omega ratio

Gain probability vs. loss probability

1.33

Calmar ratio

Return relative to maximum drawdown

1.95

Martin ratio

Return relative to average drawdown

7.00

PRXG vs. PRXV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PRXGPRXVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

Sharpe Ratio (All Time)

Calculated using the full available price history

2.66

4.69

-2.03

Drawdowns

PRXG vs. PRXV - Drawdown Comparison

The maximum PRXG drawdown since its inception was -15.91%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for PRXG and PRXV.


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Drawdown Indicators


PRXGPRXVDifference

Max Drawdown

Largest peak-to-trough decline

-15.91%

-1.18%

-14.73%

Max Drawdown (1Y)

Largest decline over 1 year

-15.91%

Current Drawdown

Current decline from peak

-0.29%

0.00%

-0.29%

Average Drawdown

Average peak-to-trough decline

-2.63%

-0.33%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

Volatility

PRXG vs. PRXV - Volatility Comparison


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Volatility by Period


PRXGPRXVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

9.81%

+6.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.57%

9.81%

+10.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.57%

9.81%

+10.76%

PRXG vs. PRXV - Expense Ratio Comparison

Both PRXG and PRXV have an expense ratio of 0.36%.


Dividends

PRXG vs. PRXV - Dividend Comparison

PRXG's dividend yield for the trailing twelve months is around 0.10%, while PRXV has not paid dividends to shareholders.


Frequently Asked Questions


PRXG and PRXV have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.36% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

PRXG and PRXV have the same expense ratio: 0.36% per year.

PRXG has the higher dividend yield at 0.10%, compared with 0.00% for PRXV.

PRXG is categorized as Large Cap Growth Equities, while PRXV is Large Cap Value Equities.

Portfolio Optimizer

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