PRXV vs. PY

Last updated Jul 12, 2026

PRXV (Praxis Impact Large Cap Value ETF) and PY (Principal Value ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.54 correlation means they provide meaningful diversification when combined. PRXV charges 0.36%/yr vs 0.15%/yr for PY.

Performance

PRXV vs. PY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Impact Large Cap Value ETF (PRXV) and Principal Value ETF (PY). 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*: —

PY

• 1D: 0.39%
• 1M: 2.11%
• 6M: 4.75%
• YTD: 6.52%
• 1Y: 11.90%
• 3Y*: 12.50%
• 5Y*: 8.18%
• 10Y*: 11.08%

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

PRXV vs. PY - Yearly Performance Comparison

	2026 (YTD)
PRXV Praxis Impact Large Cap Value ETF	8.29%
PY Principal Value ETF	3.86%

Correlation

The correlation between PRXV and PY is 0.54, 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	0.54

Return for Risk

PRXV vs. PY — 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.

PY

PY Risk / Return Rank: 39
PY Sharpe Ratio Rank: 36
PY Sortino Ratio Rank: 36
PY Omega Ratio Rank: 35
PY Calmar Ratio Rank: 44
PY Martin Ratio Rank: 46

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. PY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Value ETF (PRXV) and Principal Value ETF (PY). 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	PY	Difference
Sharpe ratio: Return per unit of total volatility	—	1.07	—
Sortino ratio: Return per unit of downside risk	—	1.58	—
Omega ratio: Gain probability vs. loss probability	—	1.19	—
Calmar ratio: Return relative to maximum drawdown	—	1.81	—
Martin ratio: Return relative to average drawdown	—	6.00	—

Drawdowns

PRXV vs. PY - Drawdown Comparison

The maximum PRXV drawdown since its inception was -1.41%, smaller than the maximum PY drawdown of -45.44%. Use the drawdown chart below to compare losses from any high point for PRXV and PY.

Drawdown Indicators

	PRXV	PY	Difference
Max Drawdown Largest peak-to-trough decline	-1.41%	-45.44%	+44.03%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.20%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.84%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.84%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.44%	—
Current Drawdown Current decline from peak	0.00%	-0.02%	+0.02%
Average Drawdown Average peak-to-trough decline	-0.38%	-5.01%	+4.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.87%	—

Volatility

Volatility by Period

	PRXV	PY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.87%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.41%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.18%	10.49%	-0.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.18%	15.68%	-5.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.18%	20.07%	-9.89%

PRXV vs. PY - Expense Ratio Comparison

PRXV has a 0.36% expense ratio, which is higher than PY's 0.15% expense ratio.

Dividends

PRXV vs. PY - Dividend Comparison

PRXV's dividend yield for the trailing twelve months is around 0.38%, less than PY's 1.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
PY Principal Value ETF	1.95%	2.14%	2.22%	2.68%	3.02%	2.83%	2.95%	2.25%	2.34%	1.68%	1.85%

Frequently Asked Questions

Can I hold both PRXV and PY in my portfolio?

PRXV and PY have a correlation of 0.54, 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 PY?

On fees, PY is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRXV or PY?

PY is cheaper with a 0.15% expense ratio, compared with 0.36% for PRXV.

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

PY has the higher dividend yield at 1.95%, compared with 0.38% for PRXV.

What is the main difference between PRXV and PY?

They also come from different issuers: Praxis and Principal. Their fees differ too: 0.36% for PRXV and 0.15% for PY.