PRXV vs. TGLR

Last updated Jul 12, 2026

PRXV (Praxis Impact Large Cap Value ETF) and TGLR (LAFFER|TENGLER Equity Income ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.65 correlation means they provide meaningful diversification when combined. PRXV charges 0.36%/yr vs 0.95%/yr for TGLR.

Performance

PRXV vs. TGLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Impact Large Cap Value ETF (PRXV) and LAFFER|TENGLER Equity Income ETF (TGLR). 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*: —

TGLR

• 1D: 0.34%
• 1M: 0.10%
• 6M: 8.32%
• YTD: 12.30%
• 1Y: 24.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PRXV vs. TGLR - Yearly Performance Comparison

	2026 (YTD)
PRXV Praxis Impact Large Cap Value ETF	8.29%
TGLR LAFFER|TENGLER Equity Income ETF	3.95%

Correlation

The correlation between PRXV and TGLR is 0.65, 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	0.65

Return for Risk

PRXV vs. TGLR — 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.

TGLR

TGLR Risk / Return Rank: 72
TGLR Sharpe Ratio Rank: 72
TGLR Sortino Ratio Rank: 74
TGLR Omega Ratio Rank: 69
TGLR Calmar Ratio Rank: 69
TGLR Martin Ratio Rank: 77

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. TGLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Value ETF (PRXV) and LAFFER|TENGLER Equity Income ETF (TGLR). 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	TGLR	Difference
Sharpe ratio: Return per unit of total volatility	—	1.83	—
Sortino ratio: Return per unit of downside risk	—	2.64	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	2.76	—
Martin ratio: Return relative to average drawdown	—	11.47	—

Drawdowns

PRXV vs. TGLR - Drawdown Comparison

The maximum PRXV drawdown since its inception was -1.41%, smaller than the maximum TGLR drawdown of -19.82%. Use the drawdown chart below to compare losses from any high point for PRXV and TGLR.

Drawdown Indicators

	PRXV	TGLR	Difference
Max Drawdown Largest peak-to-trough decline	-1.41%	-19.82%	+18.41%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.62%	—
Current Drawdown Current decline from peak	0.00%	-1.37%	+1.37%
Average Drawdown Average peak-to-trough decline	-0.38%	-2.33%	+1.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.07%	—

Volatility

Volatility by Period

	PRXV	TGLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.12%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.13%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.18%	12.97%	-2.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.18%	15.21%	-5.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.18%	15.21%	-5.03%

PRXV vs. TGLR - Expense Ratio Comparison

PRXV has a 0.36% expense ratio, which is lower than TGLR's 0.95% expense ratio.

Dividends

PRXV vs. TGLR - Dividend Comparison

PRXV's dividend yield for the trailing twelve months is around 0.38%, less than TGLR's 1.00% yield.

Position	TTM	2025	2024	2023
PRXV Praxis Impact Large Cap Value ETF	0.38%	0.00%	0.00%	0.00%
TGLR LAFFER|TENGLER Equity Income ETF	1.00%	1.16%	1.02%	0.65%

Frequently Asked Questions

Can I hold both PRXV and TGLR in my portfolio?

PRXV and TGLR have a correlation of 0.65, 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 TGLR?

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.

Which ETF is cheaper, PRXV or TGLR?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.95% for TGLR.

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

TGLR has the higher dividend yield at 1.00%, compared with 0.38% for PRXV.

What is the main difference between PRXV and TGLR?

They also come from different issuers: Praxis and LAFFER TENGLER. Their fees differ too: 0.36% for PRXV and 0.95% for TGLR.