PRXV vs. IUSV

Last updated Jun 4, 2026

PRXV (Praxis Impact Large Cap Value ETF) and IUSV (iShares Core S&P U.S. Value ETF) are both Large Cap Value Equities funds. PRXV is actively managed, while IUSV is passively managed. Their correlation of 0.85 suggests significant overlap in exposure. PRXV charges 0.36%/yr vs 0.04%/yr for IUSV.

Performance

PRXV vs. IUSV - Performance Comparison

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

Returns By Period

PRXV

• 1D: -0.03%
• 1M: 4.27%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IUSV

• 1D: -0.37%
• 1M: 2.24%
• YTD: 7.63%
• 6M: 7.88%
• 1Y: 21.24%
• 3Y*: 15.62%
• 5Y*: 10.47%
• 10Y*: 12.04%

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

PRXV vs. IUSV - Yearly Performance Comparison

	2026 (YTD)
PRXV Praxis Impact Large Cap Value ETF	4.51%
IUSV iShares Core S&P U.S. Value ETF	2.56%

Correlation

The correlation between PRXV and IUSV is 0.85, 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	0.85

Return for Risk

PRXV vs. IUSV — Risk / Return Rank

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

IUSV

IUSV Risk / Return Rank: 65
IUSV Sharpe Ratio Rank: 62
IUSV Sortino Ratio Rank: 64
IUSV Omega Ratio Rank: 62
IUSV Calmar Ratio Rank: 67
IUSV Martin Ratio Rank: 68

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. IUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Value ETF (PRXV) and iShares Core S&P U.S. Value ETF (IUSV). 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.

Sharpe Ratios by Period

	PRXV	IUSV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.14	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.72	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	4.54	0.60	+3.94

Drawdowns

PRXV vs. IUSV - Drawdown Comparison

The maximum PRXV drawdown since its inception was -1.18%, smaller than the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for PRXV and IUSV.

Drawdown Indicators

	PRXV	IUSV	Difference
Max Drawdown Largest peak-to-trough decline	-1.18%	-56.88%	+55.70%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.36%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.95%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.54%	—
Current Drawdown Current decline from peak	-0.03%	-0.51%	+0.48%
Average Drawdown Average peak-to-trough decline	-0.32%	-6.29%	+5.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.66%	—

Volatility

Volatility by Period

	PRXV	IUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.14%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.14%	—
Volatility (1Y) Calculated over the trailing 1-year period	9.66%	9.98%	-0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.66%	14.55%	-4.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.66%	17.07%	-7.41%

PRXV vs. IUSV - Expense Ratio Comparison

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

Dividends

PRXV vs. IUSV - Dividend Comparison

PRXV has not paid dividends to shareholders, while IUSV's dividend yield for the trailing twelve months is around 1.68%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSV iShares Core S&P U.S. Value ETF	1.68%	1.78%	2.15%	1.75%	2.22%	1.87%	2.40%	2.19%	2.67%	1.93%	4.44%	7.63%
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

Can I hold both PRXV and IUSV in my portfolio?

PRXV and IUSV have a correlation of 0.85, 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 IUSV?

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

Which ETF is cheaper, PRXV or IUSV?

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

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

IUSV has the higher dividend yield at 1.68%, compared with 0.00% for PRXV.

What is the main difference between PRXV and IUSV?

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