PRXV vs. AUGM

Last updated Jul 12, 2026

PRXV (Praxis Impact Large Cap Value ETF) and AUGM (FT Vest U.S. Equity Max Buffer ETF - August) are both exchange-traded funds - PRXV is a Large Cap Value Equities fund actively managed by Praxis, while AUGM is a Defined Outcome fund actively managed by First Trust. Both are actively managed. A 0.52 correlation means they provide meaningful diversification when combined. PRXV charges 0.36%/yr vs 0.85%/yr for AUGM.

Performance

PRXV vs. AUGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Impact Large Cap Value ETF (PRXV) and FT Vest U.S. Equity Max Buffer ETF - August (AUGM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PRXV

• 1D: 0.31%
• 1M: 3.16%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AUGM

• 1D: 0.09%
• 1M: 0.64%
• 6M: 3.00%
• YTD: 3.34%
• 1Y: 6.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRXV vs. AUGM - Yearly Performance Comparison

	2026 (YTD)
PRXV Praxis Impact Large Cap Value ETF	8.29%
AUGM FT Vest U.S. Equity Max Buffer ETF - August	1.72%

Correlation

The correlation between PRXV and AUGM is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 20, 2026	0.52

Return for Risk

PRXV vs. AUGM — Risk / Return Rank

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

PRXV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AUGM

AUGM Risk / Return Rank: 94
AUGM Sharpe Ratio Rank: 95
AUGM Sortino Ratio Rank: 96
AUGM Omega Ratio Rank: 96
AUGM Calmar Ratio Rank: 88
AUGM Martin Ratio Rank: 95

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.

PRXV vs. AUGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Value ETF (PRXV) and FT Vest U.S. Equity Max Buffer ETF - August (AUGM). 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.

	PRXV	AUGM	Difference
Sharpe ratio: Return per unit of total volatility	—	2.95	—
Sortino ratio: Return per unit of downside risk	—	4.56	—
Omega ratio: Gain probability vs. loss probability	—	1.63	—
Calmar ratio: Return relative to maximum drawdown	—	4.03	—
Martin ratio: Return relative to average drawdown	—	22.17	—

Drawdowns

PRXV vs. AUGM - Drawdown Comparison

The maximum PRXV drawdown since its inception was -1.41%, smaller than the maximum AUGM drawdown of -4.27%. Use the drawdown chart below to compare losses from any high point for PRXV and AUGM.

Drawdown Indicators

	PRXV	AUGM	Difference
Max Drawdown Largest peak-to-trough decline	-1.41%	-4.27%	+2.86%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.62%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.38%	-0.34%	-0.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.29%	—

Volatility

Volatility by Period

	PRXV	AUGM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.52%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.77%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.18%	2.21%	+7.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.18%	3.48%	+6.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.18%	3.48%	+6.70%

PRXV vs. AUGM - Expense Ratio Comparison

PRXV has a 0.36% expense ratio, which is lower than AUGM's 0.85% expense ratio.

Dividends

PRXV vs. AUGM - Dividend Comparison

PRXV's dividend yield for the trailing twelve months is around 0.38%, while AUGM has not paid dividends to shareholders.

Position	TTM
AUGM FT Vest U.S. Equity Max Buffer ETF - August	0.00%
PRXV Praxis Impact Large Cap Value ETF	0.38%

Frequently Asked Questions

Can I hold both PRXV and AUGM in my portfolio?

PRXV and AUGM have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRXV or AUGM?

On fees, PRXV is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRXV or AUGM?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.85% for AUGM.

Which ETF pays a higher dividend yield, PRXV or AUGM?

PRXV has the higher dividend yield at 0.38%, compared with 0.00% for AUGM.

What is the main difference between PRXV and AUGM?

PRXV is categorized as Large Cap Value Equities, while AUGM is Defined Outcome. They also come from different issuers: Praxis and First Trust. Their fees differ too: 0.36% for PRXV and 0.85% for AUGM.