PXNIX vs. VESGX
Compare and contrast key facts about Pax International Sustainable Economy Fund Institutional Class (PXNIX) and Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX).
PXNIX is managed by Pax World Funds. VESGX is managed by Vanguard. It was launched on Jun 5, 2019.
Performance
PXNIX vs. VESGX - Performance Comparison
Loading graphics...
PXNIX vs. VESGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PXNIX Pax International Sustainable Economy Fund Institutional Class | -0.82% | 28.91% | 5.03% | 19.28% | -17.81% | 11.23% | 10.79% | 11.33% |
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | -3.24% | 15.26% | 16.40% | 19.61% | -10.76% | 22.34% | 19.43% | 11.83% |
Returns By Period
In the year-to-date period, PXNIX achieves a -0.82% return, which is significantly higher than VESGX's -3.24% return.
PXNIX
- 1D
- 3.15%
- 1M
- -6.20%
- YTD
- -0.82%
- 6M
- 2.74%
- 1Y
- 18.75%
- 3Y*
- 13.75%
- 5Y*
- 7.18%
- 10Y*
- 8.27%
VESGX
- 1D
- 2.72%
- 1M
- -5.78%
- YTD
- -3.24%
- 6M
- -2.24%
- 1Y
- 9.94%
- 3Y*
- 13.25%
- 5Y*
- 9.44%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PXNIX vs. VESGX - Expense Ratio Comparison
PXNIX has a 0.47% expense ratio, which is higher than VESGX's 0.46% expense ratio.
Return for Risk
PXNIX vs. VESGX — Risk / Return Rank
PXNIX
VESGX
PXNIX vs. VESGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax International Sustainable Economy Fund Institutional Class (PXNIX) and Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX). 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.
| PXNIX | VESGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.63 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.01 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.13 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 0.97 | +0.56 |
Martin ratioReturn relative to average drawdown | 5.90 | 3.55 | +2.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PXNIX | VESGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.63 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.65 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.74 | -0.22 |
Correlation
The correlation between PXNIX and VESGX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PXNIX vs. VESGX - Dividend Comparison
PXNIX's dividend yield for the trailing twelve months is around 7.22%, more than VESGX's 4.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXNIX Pax International Sustainable Economy Fund Institutional Class | 7.22% | 7.17% | 3.54% | 2.38% | 2.64% | 4.69% | 1.82% | 2.58% | 2.84% | 2.54% | 2.74% | 2.04% |
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | 4.53% | 6.98% | 5.05% | 1.81% | 2.24% | 2.74% | 1.06% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PXNIX vs. VESGX - Drawdown Comparison
The maximum PXNIX drawdown since its inception was -32.54%, which is greater than VESGX's maximum drawdown of -30.52%. Use the drawdown chart below to compare losses from any high point for PXNIX and VESGX.
Loading graphics...
Drawdown Indicators
| PXNIX | VESGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.54% | -30.52% | -2.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -10.79% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | -23.70% | -8.84% |
Max Drawdown (10Y)Largest decline over 10 years | -32.54% | — | — |
Current DrawdownCurrent decline from peak | -8.33% | -8.19% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -4.11% | -2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.94% | +0.06% |
Volatility
PXNIX vs. VESGX - Volatility Comparison
Pax International Sustainable Economy Fund Institutional Class (PXNIX) has a higher volatility of 8.09% compared to Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) at 5.95%. This indicates that PXNIX's price experiences larger fluctuations and is considered to be riskier than VESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PXNIX | VESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 5.95% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 9.77% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.31% | 16.45% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 14.53% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.46% | 17.38% | -0.92% |