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PRXV vs. LSVD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRXV vs. LSVD - Performance Comparison

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

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Returns By Period


PRXV

1D
-0.34%
1M
0.88%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

LSVD

1D
1.00%
1M
2.24%
6M
14.59%
YTD
17.97%
1Y
37.10%
3Y*
5Y*
10Y*
ALL TIME*
23.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$23.96K$28.04K$57.70K
$979.94K$510.04K$263.55K

PRXV vs. LSVD - Yearly Performance Comparison


Correlation

The correlation between PRXV and LSVD is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.52

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Return for Risk

PRXV vs. LSVD — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


LSVD
LSVD Risk / Return Rank: 9393
Overall Rank
LSVD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
LSVD Sortino Ratio Rank: 9393
Sortino Ratio Rank
LSVD Omega Ratio Rank: 9292
Omega Ratio Rank
LSVD Calmar Ratio Rank: 9292
Calmar Ratio Rank
LSVD Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PRXV vs. LSVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Value ETF (PRXV) and LSV Disciplined Value ETF (LSVD). 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.


PRXVLSVDDifference
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

4.37

Martin ratioReturn relative to average drawdown

18.02

PRXV vs. LSVD - Sharpe Ratio Comparison


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Drawdowns

PRXV vs. LSVD - Drawdown Comparison

The maximum PRXV drawdown since its inception was -1.41%, smaller than the maximum LSVD drawdown of -19.30%. Use the drawdown chart below to compare losses from any high point for PRXV and LSVD.


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Drawdown Indicators


PRXVLSVDDifference

Max Drawdown

Largest peak-to-trough decline

-1.41%

-19.30%

+17.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

Current Drawdown

Current decline from peak

-1.24%

-0.43%

-0.81%

Average Drawdown

Average peak-to-trough decline

-0.39%

-2.46%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

Volatility

PRXV vs. LSVD - Volatility Comparison


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Volatility by Period


PRXVLSVDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

Volatility (1Y)

Calculated over the trailing 1-year period

10.08%

13.49%

-3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.08%

17.29%

-7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.08%

17.29%

-7.21%

PRXV vs. LSVD - Expense Ratio Comparison

PRXV has a 0.36% expense ratio, which is lower than LSVD's 0.40% expense ratio.


Dividends

PRXV vs. LSVD - Dividend Comparison

PRXV's dividend yield for the trailing twelve months is around 0.38%, more than LSVD's 0.27% yield.


PositionTTM2025
LSVD
LSV Disciplined Value ETF
0.27%0.32%
PRXV
Praxis Impact Large Cap Value ETF
0.38%0.00%

Frequently Asked Questions


PRXV and LSVD have a correlation of 0.52, 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 0.40% for LSVD.

PRXV has the higher dividend yield at 0.38%, compared with 0.27% for LSVD.

They also come from different issuers: Praxis and LSV. Their fees differ too: 0.36% for PRXV and 0.40% for LSVD.

Portfolio Optimizer

Find the right allocation for PRXV and LSVD

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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