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PRXV vs. AUGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


PRXV

1D
-0.03%
1M
4.27%
YTD
6M
1Y
3Y*
5Y*
10Y*

AUGM

1D
-0.03%
1M
0.85%
YTD
2.74%
6M
3.18%
1Y
7.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRXV vs. AUGM - Yearly Performance Comparison


Correlation

The correlation between PRXV and AUGM is 0.42, 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

0.42

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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

AUGM
AUGM Risk / Return Rank: 9393
Overall Rank
AUGM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AUGM Sortino Ratio Rank: 9595
Sortino Ratio Rank
AUGM Omega Ratio Rank: 9595
Omega Ratio Rank
AUGM Calmar Ratio Rank: 8686
Calmar Ratio Rank
AUGM Martin Ratio Rank: 9494
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.

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.


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

PRXV vs. AUGM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PRXVAUGMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.37

Sharpe Ratio (All Time)

Calculated using the full available price history

4.54

1.87

+2.67

Drawdowns

PRXV vs. AUGM - Drawdown Comparison

The maximum PRXV drawdown since its inception was -1.18%, 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.


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Drawdown Indicators


PRXVAUGMDifference

Max Drawdown

Largest peak-to-trough decline

-1.18%

-4.27%

+3.09%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

Current Drawdown

Current decline from peak

-0.03%

-0.03%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.32%

-0.35%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

Volatility

PRXV vs. AUGM - Volatility Comparison


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Volatility by Period


PRXVAUGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.26%

Volatility (6M)

Calculated over the trailing 6-month period

1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

9.66%

2.28%

+7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.66%

3.55%

+6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.66%

3.55%

+6.11%

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

Neither PRXV nor AUGM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PRXV and AUGM have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

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

PRXV and AUGM have nearly identical dividend yields, around 0.00%.

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.

Portfolio Optimizer

Find the right allocation for PRXV and AUGM

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