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PRXV vs. LVDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRXV vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Impact Large Cap Value ETF (PRXV) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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*

LVDS

1D
0.33%
1M
3.36%
6M
14.83%
YTD
17.97%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRXV vs. LVDS - Yearly Performance Comparison


Correlation

The correlation between PRXV and LVDS is 0.89, 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 20, 2026

0.89

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Return for Risk

PRXV vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Value ETF (PRXV) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PRXV vs. LVDS - Sharpe Ratio Comparison


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Drawdowns

PRXV vs. LVDS - Drawdown Comparison

The maximum PRXV drawdown since its inception was -1.41%, smaller than the maximum LVDS drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for PRXV and LVDS.


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Drawdown Indicators


PRXVLVDSDifference

Max Drawdown

Largest peak-to-trough decline

-1.41%

-6.64%

+5.23%

Current Drawdown

Current decline from peak

0.00%

-0.27%

+0.27%

Average Drawdown

Average peak-to-trough decline

-0.38%

-0.93%

+0.55%

Volatility

PRXV vs. LVDS - Volatility Comparison


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Volatility by Period


PRXVLVDSDifference

Volatility (1Y)

Calculated over the trailing 1-year period

10.18%

10.61%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.18%

10.61%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.18%

10.61%

-0.43%

PRXV vs. LVDS - Expense Ratio Comparison

PRXV has a 0.36% expense ratio, which is higher than LVDS's 0.30% expense ratio.


Dividends

PRXV vs. LVDS - Dividend Comparison

PRXV's dividend yield for the trailing twelve months is around 0.38%, less than LVDS's 7.63% yield.


Frequently Asked Questions


PRXV and LVDS have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LVDS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LVDS is cheaper with a 0.30% expense ratio, compared with 0.36% for PRXV.

LVDS has the higher dividend yield at 7.63%, compared with 0.38% for PRXV.

They also come from different issuers: Praxis and JPMorgan. Their fees differ too: 0.36% for PRXV and 0.30% for LVDS.

Portfolio Optimizer

Find the right allocation for PRXV and LVDS

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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