PRXV vs. DJP
PRXV (Praxis Impact Large Cap Value ETF) and DJP (iPath Bloomberg Commodity Index Total Return ETN) are both exchange-traded funds - PRXV is a Large Cap Value Equities fund actively managed by Praxis, while DJP is a Commodities fund tracking the Bloomberg Commodity Index. PRXV is actively managed, while DJP is passively managed. Their -0.21 correlation means they have often moved in opposite directions in the past. PRXV charges 0.36%/yr vs 0.70%/yr for DJP.
Performance
PRXV vs. DJP - Performance Comparison
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Returns By Period
PRXV
- 1D
- -0.34%
- 1M
- 0.88%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DJP
- 1D
- 0.02%
- 1M
- 8.69%
- 6M
- 11.59%
- YTD
- 25.98%
- 1Y
- 40.97%
- 3Y*
- 13.27%
- 5Y*
- 11.22%
- 10Y*
- 7.63%
- ALL TIME*
- -0.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.78M | $2.43M | $3.70M | |
| $979.94K | $510.04K | $263.55K |
PRXV vs. DJP - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
PRXV Praxis Impact Large Cap Value ETF | 8.89% |
DJP iPath Bloomberg Commodity Index Total Return ETN | 1.48% |
Correlation
The correlation between PRXV and DJP is -0.21, 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 | -0.21 |
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Return for Risk
PRXV vs. DJP — Risk / Return Rank
PRXV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DJP
PRXV vs. DJP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Value ETF (PRXV) and iPath Bloomberg Commodity Index Total Return ETN (DJP). 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 | DJP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.47 | — |
| Martin ratioReturn relative to average drawdown | — | 7.89 | — |
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Drawdowns
PRXV vs. DJP - Drawdown Comparison
The maximum PRXV drawdown since its inception was -1.41%, smaller than the maximum DJP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for PRXV and DJP.
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Drawdown Indicators
| PRXV | DJP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.41% | -78.35% | +76.94% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.42% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.36% | — |
Current DrawdownCurrent decline from peak | -1.24% | -35.21% | +33.97% |
Average DrawdownAverage peak-to-trough decline | -0.39% | -50.74% | +50.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.13% | — |
Volatility
PRXV vs. DJP - Volatility Comparison
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Volatility by Period
| PRXV | DJP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.94% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.00% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.08% | 19.73% | -9.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 19.02% | -8.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.08% | 17.09% | -7.01% |
PRXV vs. DJP - Expense Ratio Comparison
PRXV has a 0.36% expense ratio, which is lower than DJP's 0.70% expense ratio.
Dividends
PRXV vs. DJP - Dividend Comparison
PRXV's dividend yield for the trailing twelve months is around 0.38%, while DJP has not paid dividends to shareholders.
| Position | TTM |
|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 0.00% |
PRXV Praxis Impact Large Cap Value ETF | 0.38% |
Frequently Asked Questions
PRXV and DJP have a correlation of -0.21, 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 0.70% for DJP.
PRXV has the higher dividend yield at 0.38%, compared with 0.00% for DJP.
PRXV is categorized as Large Cap Value Equities, while DJP is Commodities. They also come from different issuers: Praxis and Barclays Capital. Their fees differ too: 0.36% for PRXV and 0.70% for DJP.
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