PXSCX vs. PAXWX
Compare and contrast key facts about Pax Small Cap Fund (PXSCX) and Pax Sustainable Allocation Fund (PAXWX).
PXSCX is managed by Pax World. It was launched on Mar 27, 2008. PAXWX is managed by Pax World. It was launched on Aug 9, 1971.
Performance
PXSCX vs. PAXWX - Performance Comparison
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PXSCX vs. PAXWX - 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% |
PAXWX Pax Sustainable Allocation Fund | -3.18% | 10.87% | 12.61% | 13.19% | -16.50% | 15.31% | 16.23% | 20.84% | -4.07% | 13.16% |
Returns By Period
In the year-to-date period, PXSCX achieves a -1.97% return, which is significantly higher than PAXWX's -3.18% return. Both investments have delivered pretty close results over the past 10 years, with PXSCX having a 7.41% annualized return and PAXWX not far ahead at 7.71%.
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%
PAXWX
- 1D
- 1.69%
- 1M
- -3.84%
- YTD
- -3.18%
- 6M
- -2.83%
- 1Y
- 9.37%
- 3Y*
- 9.27%
- 5Y*
- 4.68%
- 10Y*
- 7.71%
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PXSCX vs. PAXWX - Expense Ratio Comparison
PXSCX has a 1.15% expense ratio, which is higher than PAXWX's 0.30% expense ratio.
Return for Risk
PXSCX vs. PAXWX — Risk / Return Rank
PXSCX
PAXWX
PXSCX vs. PAXWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax Small Cap Fund (PXSCX) and Pax Sustainable Allocation Fund (PAXWX). 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 | PAXWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.91 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.36 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.32 | +0.08 |
Martin ratioReturn relative to average drawdown | 5.66 | 5.59 | +0.07 |
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 | PAXWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.91 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.44 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.72 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.58 | -0.20 |
Correlation
The correlation between PXSCX and PAXWX is 0.84, 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
PXSCX vs. PAXWX - Dividend Comparison
PXSCX's dividend yield for the trailing twelve months is around 6.60%, less than PAXWX's 9.96% 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% |
PAXWX Pax Sustainable Allocation Fund | 9.96% | 9.64% | 8.33% | 3.37% | 6.24% | 4.85% | 2.80% | 9.31% | 2.90% | 10.90% | 3.02% | 8.36% |
Drawdowns
PXSCX vs. PAXWX - Drawdown Comparison
The maximum PXSCX drawdown since its inception was -51.55%, which is greater than PAXWX's maximum drawdown of -40.11%. Use the drawdown chart below to compare losses from any high point for PXSCX and PAXWX.
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Drawdown Indicators
| PXSCX | PAXWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.55% | -40.11% | -11.44% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -7.35% | -6.45% |
Max Drawdown (5Y)Largest decline over 5 years | -32.25% | -21.64% | -10.61% |
Max Drawdown (10Y)Largest decline over 10 years | -41.38% | -21.64% | -19.74% |
Current DrawdownCurrent decline from peak | -8.50% | -4.72% | -3.78% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -5.67% | -3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 1.74% | +1.68% |
Volatility
PXSCX vs. PAXWX - Volatility Comparison
Pax Small Cap Fund (PXSCX) has a higher volatility of 6.53% compared to Pax Sustainable Allocation Fund (PAXWX) at 3.65%. This indicates that PXSCX's price experiences larger fluctuations and is considered to be riskier than PAXWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PXSCX | PAXWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 3.65% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.57% | 5.92% | +6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.60% | 10.57% | +11.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.67% | 10.75% | +9.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.80% | 10.70% | +10.10% |