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PRXV vs. FNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRXV vs. FNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Impact Large Cap Value ETF (PRXV) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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*

FNDX

1D
-0.13%
1M
3.88%
YTD
14.57%
6M
14.58%
1Y
32.32%
3Y*
20.90%
5Y*
12.82%
10Y*
14.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRXV vs. FNDX - Yearly Performance Comparison


Correlation

The correlation between PRXV and FNDX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 21, 2026

0.86

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Return for Risk

PRXV vs. FNDX — Risk / Return Rank

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

PRXV

FNDX
FNDX Risk / Return Rank: 9090
Overall Rank
FNDX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FNDX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FNDX Omega Ratio Rank: 9090
Omega Ratio Rank
FNDX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FNDX Martin Ratio Rank: 9090
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. FNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Value ETF (PRXV) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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. FNDX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PRXVFNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

4.54

0.79

+3.75

Drawdowns

PRXV vs. FNDX - Drawdown Comparison

The maximum PRXV drawdown since its inception was -1.18%, smaller than the maximum FNDX drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for PRXV and FNDX.


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Drawdown Indicators


PRXVFNDXDifference

Max Drawdown

Largest peak-to-trough decline

-1.18%

-37.72%

+36.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.06%

Max Drawdown (10Y)

Largest decline over 10 years

-37.72%

Current Drawdown

Current decline from peak

-0.03%

-0.13%

+0.10%

Average Drawdown

Average peak-to-trough decline

-0.32%

-3.55%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

Volatility

PRXV vs. FNDX - Volatility Comparison


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Volatility by Period


PRXVFNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

9.66%

10.22%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.66%

15.18%

-5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.66%

17.50%

-7.84%

PRXV vs. FNDX - Expense Ratio Comparison

PRXV has a 0.36% expense ratio, which is higher than FNDX's 0.25% expense ratio.


Dividends

PRXV vs. FNDX - Dividend Comparison

PRXV has not paid dividends to shareholders, while FNDX's dividend yield for the trailing twelve months is around 1.45%.


PositionTTM20252024202320222021202020192018201720162015
FNDX
Schwab Fundamental U.S. Large Company Index ETF
1.45%1.63%1.76%1.82%2.07%1.64%2.29%2.23%2.40%1.86%2.01%2.01%
PRXV
Praxis Impact Large Cap Value ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PRXV and FNDX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FNDX is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FNDX is cheaper with a 0.25% expense ratio, compared with 0.36% for PRXV.

FNDX has the higher dividend yield at 1.45%, compared with 0.00% for PRXV.

They also come from different issuers: Praxis and Charles Schwab. Their fees differ too: 0.36% for PRXV and 0.25% for FNDX.

Portfolio Optimizer

Find the right allocation for PRXV and FNDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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