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PRXG vs. QARP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRXG vs. QARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Impact Large Cap Growth ETF (PRXG) and Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP). 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 7.56% return, which is significantly lower than QARP's 12.78% return.


PRXG

1D
-1.27%
1M
0.37%
6M
8.07%
YTD
7.56%
1Y
18.28%
3Y*
5Y*
10Y*

QARP

1D
0.71%
1M
1.10%
6M
9.34%
YTD
12.78%
1Y
25.00%
3Y*
17.33%
5Y*
12.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRXG vs. QARP - Yearly Performance Comparison


Correlation

The correlation between PRXG and QARP is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2025

0.75

The correlation between PRXG and QARP has been stable across timeframes, ranging from 0.73 to 0.75 - a consistent structural relationship.

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Return for Risk

PRXG vs. QARP — Risk / Return Rank

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

PRXG
PRXG Risk / Return Rank: 3333
Overall Rank
PRXG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PRXG Sortino Ratio Rank: 3434
Sortino Ratio Rank
PRXG Omega Ratio Rank: 3434
Omega Ratio Rank
PRXG Calmar Ratio Rank: 2828
Calmar Ratio Rank
PRXG Martin Ratio Rank: 3232
Martin Ratio Rank

QARP
QARP Risk / Return Rank: 8787
Overall Rank
QARP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
QARP Sortino Ratio Rank: 8989
Sortino Ratio Rank
QARP Omega Ratio Rank: 8888
Omega Ratio Rank
QARP Calmar Ratio Rank: 8282
Calmar Ratio Rank
QARP Martin Ratio Rank: 8989
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. QARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Growth ETF (PRXG) and Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP). 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.


PRXGQARPDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

1.19

1.43

-0.24

Calmar ratioReturn relative to maximum drawdown

1.15

3.46

-2.30

Martin ratioReturn relative to average drawdown

3.88

15.38

-11.51

PRXG vs. QARP - Sharpe Ratio Comparison

The current PRXG Sharpe Ratio is 1.07, which is lower than the QARP Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of PRXG and QARP, 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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Drawdowns

PRXG vs. QARP - Drawdown Comparison

The maximum PRXG drawdown since its inception was -15.91%, smaller than the maximum QARP drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for PRXG and QARP.


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Drawdown Indicators


PRXGQARPDifference

Max Drawdown

Largest peak-to-trough decline

-15.91%

-35.44%

+19.53%

Max Drawdown (1Y)

Largest decline over 1 year

-15.91%

-7.26%

-8.65%

Max Drawdown (3Y)

Largest decline over 3 years

-15.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

Current Drawdown

Current decline from peak

-3.40%

0.00%

-3.40%

Average Drawdown

Average peak-to-trough decline

-2.81%

-4.39%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

1.63%

+3.10%

Volatility

PRXG vs. QARP - Volatility Comparison

Praxis Impact Large Cap Growth ETF (PRXG) has a higher volatility of 5.43% compared to Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) at 2.76%. This indicates that PRXG's price experiences larger fluctuations and is considered to be riskier than QARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRXGQARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

2.76%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

8.22%

+5.57%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

10.58%

+6.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

15.54%

+5.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.44%

19.55%

+1.89%

PRXG vs. QARP - Expense Ratio Comparison

PRXG has a 0.36% expense ratio, which is higher than QARP's 0.19% expense ratio.


Dividends

PRXG vs. QARP - Dividend Comparison

PRXG's dividend yield for the trailing twelve months is around 0.10%, less than QARP's 1.02% yield.


PositionTTM20252024202320222021202020192018
PRXG
Praxis Impact Large Cap Growth ETF
0.10%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
1.02%1.14%1.39%1.28%1.68%1.34%1.61%1.85%1.39%

Frequently Asked Questions


PRXG and QARP have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRXG has higher volatility (5.43%) compared to QARP (2.76%). In terms of maximum drawdown, PRXG dropped -15.91% vs QARP's -35.44%.

On 1-year performance, QARP leads with 25.00% vs 18.28% for PRXG. On fees, QARP is cheaper at 0.19% per year. On volatility, QARP has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QARP has performed better with a 25.00% return vs 18.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QARP is cheaper with a 0.19% expense ratio, compared with 0.36% for PRXG.

QARP has the higher dividend yield at 1.02%, compared with 0.10% for PRXG.

They also come from different issuers: Praxis and Deutsche Bank. Their fees differ too: 0.36% for PRXG and 0.19% for QARP.

QARP currently has the higher Sharpe Ratio (2.38 vs 1.07), 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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