PRXV vs. BGIG

Last updated Jun 4, 2026

PRXV (Praxis Impact Large Cap Value ETF) and BGIG (Bahl & Gaynor Income Growth ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.75 correlation means they provide meaningful diversification when combined. PRXV charges 0.36%/yr vs 0.45%/yr for BGIG.

Performance

PRXV vs. BGIG - Performance Comparison

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

Returns By Period

PRXV

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

BGIG

• 1D: -0.23%
• 1M: 1.82%
• YTD: 9.84%
• 6M: 9.56%
• 1Y: 19.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PRXV vs. BGIG - Yearly Performance Comparison

	2026 (YTD)
PRXV Praxis Impact Large Cap Value ETF	4.51%
BGIG Bahl & Gaynor Income Growth ETF	2.75%

Correlation

The correlation between PRXV and BGIG is 0.75, 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 21, 2026	0.75

Return for Risk

PRXV vs. BGIG — Risk / Return Rank

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

BGIG

BGIG Risk / Return Rank: 68
BGIG Sharpe Ratio Rank: 66
BGIG Sortino Ratio Rank: 69
BGIG Omega Ratio Rank: 65
BGIG Calmar Ratio Rank: 68
BGIG Martin Ratio Rank: 70

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. BGIG - Risk-Adjusted Trends Comparison

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

Sharpe Ratios by Period

	PRXV	BGIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.18	—
Sharpe Ratio (All Time) Calculated using the full available price history	4.54	1.38	+3.16

Drawdowns

PRXV vs. BGIG - Drawdown Comparison

The maximum PRXV drawdown since its inception was -1.18%, smaller than the maximum BGIG drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for PRXV and BGIG.

Drawdown Indicators

	PRXV	BGIG	Difference
Max Drawdown Largest peak-to-trough decline	-1.18%	-13.24%	+12.06%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.81%	—
Current Drawdown Current decline from peak	-0.03%	-0.28%	+0.25%
Average Drawdown Average peak-to-trough decline	-0.32%	-1.70%	+1.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.51%	—

Volatility

Volatility by Period

	PRXV	BGIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.72%	—
Volatility (1Y) Calculated over the trailing 1-year period	9.66%	9.00%	+0.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.66%	11.94%	-2.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.66%	11.94%	-2.28%

PRXV vs. BGIG - Expense Ratio Comparison

PRXV has a 0.36% expense ratio, which is lower than BGIG's 0.45% expense ratio.

Dividends

PRXV vs. BGIG - Dividend Comparison

PRXV has not paid dividends to shareholders, while BGIG's dividend yield for the trailing twelve months is around 1.75%.

Position	TTM	2025	2024	2023
BGIG Bahl & Gaynor Income Growth ETF	1.75%	1.89%	2.02%	0.78%
PRXV Praxis Impact Large Cap Value ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PRXV and BGIG in my portfolio?

PRXV and BGIG have a correlation of 0.75, 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 BGIG?

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 BGIG?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.45% for BGIG.

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

BGIG has the higher dividend yield at 1.75%, compared with 0.00% for PRXV.

What is the main difference between PRXV and BGIG?

They also come from different issuers: Praxis and Bahl & Gaynor. Their fees differ too: 0.36% for PRXV and 0.45% for BGIG.