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PRXV vs. ILCV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRXV vs. ILCV - Performance Comparison

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

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Returns By Period


PRXV

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

ILCV

1D
0.33%
1M
2.80%
6M
8.31%
YTD
10.69%
1Y
24.89%
3Y*
18.18%
5Y*
12.12%
10Y*
11.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRXV vs. ILCV - Yearly Performance Comparison


Correlation

The correlation between PRXV and ILCV is 0.69, 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 20, 2026

0.69

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Return for Risk

PRXV vs. ILCV — 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.


ILCV
ILCV Risk / Return Rank: 8989
Overall Rank
ILCV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ILCV Sortino Ratio Rank: 9191
Sortino Ratio Rank
ILCV Omega Ratio Rank: 8989
Omega Ratio Rank
ILCV Calmar Ratio Rank: 8585
Calmar Ratio Rank
ILCV Martin Ratio Rank: 8989
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. ILCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Value ETF (PRXV) and iShares Morningstar Value ETF (ILCV). 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.


PRXVILCVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

3.75

Martin ratioReturn relative to average drawdown

15.33

PRXV vs. ILCV - Sharpe Ratio Comparison


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Drawdowns

PRXV vs. ILCV - Drawdown Comparison

The maximum PRXV drawdown since its inception was -1.41%, smaller than the maximum ILCV drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for PRXV and ILCV.


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Drawdown Indicators


PRXVILCVDifference

Max Drawdown

Largest peak-to-trough decline

-1.41%

-58.63%

+57.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

Max Drawdown (5Y)

Largest decline over 5 years

-18.58%

Max Drawdown (10Y)

Largest decline over 10 years

-35.53%

Current Drawdown

Current decline from peak

0.00%

-0.23%

+0.23%

Average Drawdown

Average peak-to-trough decline

-0.38%

-9.28%

+8.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

Volatility

PRXV vs. ILCV - Volatility Comparison


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Volatility by Period


PRXVILCVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

Volatility (6M)

Calculated over the trailing 6-month period

7.28%

Volatility (1Y)

Calculated over the trailing 1-year period

10.18%

10.00%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.18%

14.19%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.18%

16.62%

-6.44%

PRXV vs. ILCV - Expense Ratio Comparison

PRXV has a 0.36% expense ratio, which is higher than ILCV's 0.04% expense ratio.


Dividends

PRXV vs. ILCV - Dividend Comparison

PRXV's dividend yield for the trailing twelve months is around 0.38%, less than ILCV's 1.58% yield.


PositionTTM20252024202320222021202020192018201720162015
ILCV
iShares Morningstar Value ETF
1.58%1.77%1.99%2.27%2.32%2.01%2.96%2.70%2.93%2.32%2.76%3.01%
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%0.00%

Frequently Asked Questions


PRXV and ILCV have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ILCV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ILCV is cheaper with a 0.04% expense ratio, compared with 0.36% for PRXV.

ILCV has the higher dividend yield at 1.58%, compared with 0.38% for PRXV.

They also come from different issuers: Praxis and iShares. Their fees differ too: 0.36% for PRXV and 0.04% for ILCV.

Portfolio Optimizer

Find the right allocation for PRXV and ILCV

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