PRXV vs. IBDR

Last updated Jul 12, 2026

PRXV (Praxis Impact Large Cap Value ETF) and IBDR (iShares iBonds Dec 2026 Term Corporate ETF) are both exchange-traded funds - PRXV is a Large Cap Value Equities fund actively managed by Praxis, while IBDR is a Corporate Bonds fund tracking the Barclays December 2026 Maturity Corporate Index. PRXV is actively managed, while IBDR is passively managed. At a correlation of -0.11, they often move in opposite directions. PRXV charges 0.36%/yr vs 0.10%/yr for IBDR.

Performance

PRXV vs. IBDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Impact Large Cap Value ETF (PRXV) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PRXV

• 1D: 0.31%
• 1M: 3.16%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBDR

• 1D: -0.04%
• 1M: 0.33%
• 6M: 1.86%
• YTD: 1.86%
• 1Y: 4.28%
• 3Y*: 5.28%
• 5Y*: 1.52%
• 10Y*: —

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

PRXV vs. IBDR - Yearly Performance Comparison

	2026 (YTD)
PRXV Praxis Impact Large Cap Value ETF	8.29%
IBDR iShares iBonds Dec 2026 Term Corporate ETF	0.89%

Correlation

The correlation between PRXV and IBDR is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 20, 2026	-0.11

Return for Risk

PRXV vs. IBDR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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.

IBDR

IBDR Risk / Return Rank: 99
IBDR Sharpe Ratio Rank: 99
IBDR Sortino Ratio Rank: 99
IBDR Omega Ratio Rank: 99
IBDR Calmar Ratio Rank: 99
IBDR Martin Ratio Rank: 99

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. IBDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Value ETF (PRXV) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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	IBDR	Difference
Sharpe ratio: Return per unit of total volatility	—	6.84	—
Sortino ratio: Return per unit of downside risk	—	14.56	—
Omega ratio: Gain probability vs. loss probability	—	3.37	—
Calmar ratio: Return relative to maximum drawdown	—	52.53	—
Martin ratio: Return relative to average drawdown	—	184.28	—

Drawdowns

PRXV vs. IBDR - Drawdown Comparison

The maximum PRXV drawdown since its inception was -1.41%, smaller than the maximum IBDR drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for PRXV and IBDR.

Drawdown Indicators

	PRXV	IBDR	Difference
Max Drawdown Largest peak-to-trough decline	-1.41%	-16.06%	+14.65%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.08%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-1.08%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.13%	—
Current Drawdown Current decline from peak	0.00%	-0.04%	+0.04%
Average Drawdown Average peak-to-trough decline	-0.38%	-2.81%	+2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.02%	—

Volatility

Volatility by Period

	PRXV	IBDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.21%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.37%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.18%	0.63%	+9.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.18%	3.39%	+6.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.18%	4.84%	+5.34%

PRXV vs. IBDR - Expense Ratio Comparison

PRXV has a 0.36% expense ratio, which is higher than IBDR's 0.10% expense ratio.

Dividends

PRXV vs. IBDR - Dividend Comparison

PRXV's dividend yield for the trailing twelve months is around 0.38%, less than IBDR's 4.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
IBDR iShares iBonds Dec 2026 Term Corporate ETF	4.11%	4.20%	4.13%	3.41%	2.44%	2.11%	2.61%	3.25%	3.56%	3.22%	0.86%
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%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PRXV and IBDR in my portfolio?

PRXV and IBDR have a correlation of -0.11, 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 IBDR?

On fees, IBDR is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRXV or IBDR?

IBDR is cheaper with a 0.10% expense ratio, compared with 0.36% for PRXV.

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

IBDR has the higher dividend yield at 4.11%, compared with 0.38% for PRXV.

What is the main difference between PRXV and IBDR?

PRXV is categorized as Large Cap Value Equities, while IBDR is Corporate Bonds. They also come from different issuers: Praxis and iShares. Their fees differ too: 0.36% for PRXV and 0.10% for IBDR.