PRXV vs. DBC

Last updated Aug 1, 2026

PRXV (Praxis Impact Large Cap Value ETF) and DBC (Invesco DB Commodity Index Tracking Fund) are both exchange-traded funds - PRXV is a Large Cap Value Equities fund actively managed by Praxis, while DBC is a Commodities fund tracking the DBIQ Optimum Yield Diversified Commodity Index Excess Return. PRXV is actively managed, while DBC is passively managed. Their -0.27 correlation means they have often moved in opposite directions in the past. PRXV charges 0.36%/yr vs 0.85%/yr for DBC.

Performance

PRXV vs. DBC - Performance Comparison

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

Returns By Period

PRXV

• 1D: -0.34%
• 1M: 0.88%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

DBC

• 1D: 0.44%
• 1M: 10.84%
• 6M: 20.55%
• YTD: 31.71%
• 1Y: 37.81%
• 3Y*: 11.07%
• 5Y*: 11.66%
• 10Y*: 9.54%
• ALL TIME*: 2.04%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DBC Invesco DB Commodity Index Tracking Fund	$27.92M	$29.19M	$34.33M
PRXV Praxis Impact Large Cap Value ETF	$979.94K	$510.04K	$263.55K

PRXV vs. DBC - Yearly Performance Comparison

	2026 (YTD)
PRXV Praxis Impact Large Cap Value ETF	8.89%
DBC Invesco DB Commodity Index Tracking Fund	4.10%

Correlation

The correlation between PRXV and DBC is -0.27, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 20, 2026	-0.27

Return for Risk

PRXV vs. DBC — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.

DBC

DBC Risk / Return Rank: 71
DBC Sharpe Ratio Rank: 80
DBC Sortino Ratio Rank: 76
DBC Omega Ratio Rank: 74
DBC Calmar Ratio Rank: 62
DBC Martin Ratio Rank: 61

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PRXV vs. DBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Value ETF (PRXV) and Invesco DB Commodity Index Tracking Fund (DBC). 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	DBC	Difference
Sharpe ratio: Return per unit of total volatility	—	1.83	—
Sortino ratio: Return per unit of downside risk	—	2.44	—
Omega ratio: Gain probability vs. loss probability	—	1.31	—
Calmar ratio: Return relative to maximum drawdown	—	2.16	—
Martin ratio: Return relative to average drawdown	—	7.20	—

Drawdowns

PRXV vs. DBC - Drawdown Comparison

The maximum PRXV drawdown since its inception was -1.41%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for PRXV and DBC.

Drawdown Indicators

	PRXV	DBC	Difference
Max Drawdown Largest peak-to-trough decline	-1.41%	-76.36%	+74.95%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.54%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.54%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.71%	—
Current Drawdown Current decline from peak	-1.24%	-23.81%	+22.57%
Average Drawdown Average peak-to-trough decline	-0.39%	-46.07%	+45.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.00%	—

Volatility

Volatility by Period

	PRXV	DBC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	17.35%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.08%	19.58%	-9.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.08%	19.31%	-9.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.08%	17.87%	-7.79%

PRXV vs. DBC - Expense Ratio Comparison

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

Dividends

PRXV vs. DBC - Dividend Comparison

PRXV's dividend yield for the trailing twelve months is around 0.38%, less than DBC's 2.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DBC Invesco DB Commodity Index Tracking Fund	2.53%	3.33%	5.22%	4.94%	0.59%	0.00%	0.00%	1.59%	1.30%
PRXV Praxis Impact Large Cap Value ETF	0.38%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PRXV and DBC in my portfolio?

PRXV and DBC 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.

Which ETF is better, PRXV or DBC?

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 DBC?

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

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

DBC has the higher dividend yield at 2.53%, compared with 0.38% for PRXV.

What is the main difference between PRXV and DBC?

PRXV is categorized as Large Cap Value Equities, while DBC is Commodities. They also come from different issuers: Praxis and Invesco. Their fees differ too: 0.36% for PRXV and 0.85% for DBC.