PXSCX vs. PAXHX
Compare and contrast key facts about Pax Small Cap Fund (PXSCX) and Pax High Yield Bond Fund (PAXHX).
PXSCX is managed by Pax World. It was launched on Mar 27, 2008. PAXHX is managed by Pax World. It was launched on Oct 8, 1999.
Performance
PXSCX vs. PAXHX - Performance Comparison
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PXSCX vs. PAXHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PXSCX Pax Small Cap Fund | -1.97% | 11.53% | 14.55% | 13.51% | -22.99% | 30.34% | 11.81% | 23.29% | -15.96% | 8.78% |
PAXHX Pax High Yield Bond Fund | -1.14% | 8.75% | 6.08% | 12.20% | -13.52% | 2.55% | 7.83% | 14.62% | -3.04% | 6.39% |
Returns By Period
In the year-to-date period, PXSCX achieves a -1.97% return, which is significantly lower than PAXHX's -1.14% return. Over the past 10 years, PXSCX has outperformed PAXHX with an annualized return of 7.41%, while PAXHX has yielded a comparatively lower 5.06% annualized return.
PXSCX
- 1D
- 2.88%
- 1M
- -6.14%
- YTD
- -1.97%
- 6M
- 1.07%
- 1Y
- 20.18%
- 3Y*
- 10.59%
- 5Y*
- 4.27%
- 10Y*
- 7.41%
PAXHX
- 1D
- 0.66%
- 1M
- -1.62%
- YTD
- -1.14%
- 6M
- 0.38%
- 1Y
- 6.29%
- 3Y*
- 7.11%
- 5Y*
- 2.63%
- 10Y*
- 5.06%
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PXSCX vs. PAXHX - Expense Ratio Comparison
PXSCX has a 1.15% expense ratio, which is higher than PAXHX's 0.93% expense ratio.
Return for Risk
PXSCX vs. PAXHX — Risk / Return Rank
PXSCX
PAXHX
PXSCX vs. PAXHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax Small Cap Fund (PXSCX) and Pax High Yield Bond Fund (PAXHX). 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.
| PXSCX | PAXHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.85 | -0.92 |
Sortino ratioReturn per unit of downside risk | 1.43 | 2.71 | -1.28 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.41 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.64 | -1.24 |
Martin ratioReturn relative to average drawdown | 5.66 | 10.73 | -5.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PXSCX | PAXHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.85 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.51 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.96 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.82 | -0.44 |
Correlation
The correlation between PXSCX and PAXHX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PXSCX vs. PAXHX - Dividend Comparison
PXSCX's dividend yield for the trailing twelve months is around 6.60%, more than PAXHX's 5.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXSCX Pax Small Cap Fund | 6.60% | 6.47% | 5.19% | 0.00% | 2.47% | 9.60% | 3.87% | 0.89% | 14.72% | 1.56% | 2.24% | 0.64% |
PAXHX Pax High Yield Bond Fund | 5.51% | 5.86% | 5.53% | 6.33% | 4.26% | 3.53% | 4.67% | 5.23% | 5.29% | 5.18% | 5.12% | 6.39% |
Drawdowns
PXSCX vs. PAXHX - Drawdown Comparison
The maximum PXSCX drawdown since its inception was -51.55%, which is greater than PAXHX's maximum drawdown of -25.81%. Use the drawdown chart below to compare losses from any high point for PXSCX and PAXHX.
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Drawdown Indicators
| PXSCX | PAXHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.55% | -25.81% | -25.74% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -2.65% | -11.15% |
Max Drawdown (5Y)Largest decline over 5 years | -32.25% | -17.38% | -14.87% |
Max Drawdown (10Y)Largest decline over 10 years | -41.38% | -18.15% | -23.23% |
Current DrawdownCurrent decline from peak | -8.50% | -1.80% | -6.70% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -4.72% | -4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 0.65% | +2.77% |
Volatility
PXSCX vs. PAXHX - Volatility Comparison
Pax Small Cap Fund (PXSCX) has a higher volatility of 6.53% compared to Pax High Yield Bond Fund (PAXHX) at 1.38%. This indicates that PXSCX's price experiences larger fluctuations and is considered to be riskier than PAXHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PXSCX | PAXHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 1.38% | +5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.57% | 2.32% | +10.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.60% | 3.54% | +18.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.67% | 5.16% | +15.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.80% | 5.26% | +15.54% |