PXWEX vs. EFIV
Compare and contrast key facts about Pax Ellevate Global Women’s Leadership Fund (PXWEX) and State Street SPDR S&P 500 ESG ETF (EFIV).
PXWEX is managed by Impax Asset Management. It was launched on Sep 30, 1993. EFIV is a passively managed fund by State Street that tracks the performance of the S&P 500 ESG Index. It was launched on Jul 27, 2020.
Performance
PXWEX vs. EFIV - Performance Comparison
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PXWEX vs. EFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PXWEX Pax Ellevate Global Women’s Leadership Fund | -4.25% | 17.41% | 12.15% | 18.14% | -19.99% | 17.28% | 15.21% |
EFIV State Street SPDR S&P 500 ESG ETF | -3.62% | 18.47% | 23.80% | 27.92% | -17.76% | 31.70% | 16.69% |
Returns By Period
In the year-to-date period, PXWEX achieves a -4.25% return, which is significantly lower than EFIV's -3.62% return.
PXWEX
- 1D
- 2.95%
- 1M
- -4.83%
- YTD
- -4.25%
- 6M
- -0.41%
- 1Y
- 15.89%
- 3Y*
- 11.78%
- 5Y*
- 5.83%
- 10Y*
- 9.13%
EFIV
- 1D
- 0.81%
- 1M
- -4.66%
- YTD
- -3.62%
- 6M
- 0.17%
- 1Y
- 19.79%
- 3Y*
- 18.74%
- 5Y*
- 12.76%
- 10Y*
- —
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PXWEX vs. EFIV - Expense Ratio Comparison
PXWEX has a 0.77% expense ratio, which is higher than EFIV's 0.10% expense ratio.
Return for Risk
PXWEX vs. EFIV — Risk / Return Rank
PXWEX
EFIV
PXWEX vs. EFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax Ellevate Global Women’s Leadership Fund (PXWEX) and State Street SPDR S&P 500 ESG ETF (EFIV). 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.
| PXWEX | EFIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.09 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.66 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.61 | -0.17 |
Martin ratioReturn relative to average drawdown | 6.43 | 7.52 | -1.09 |
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
| PXWEX | EFIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.09 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.76 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.93 | -0.59 |
Correlation
The correlation between PXWEX and EFIV is 0.93, 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
PXWEX vs. EFIV - Dividend Comparison
PXWEX's dividend yield for the trailing twelve months is around 10.26%, more than EFIV's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXWEX Pax Ellevate Global Women’s Leadership Fund | 10.26% | 9.83% | 9.47% | 1.60% | 3.12% | 1.21% | 1.04% | 3.03% | 4.90% | 2.49% | 1.80% | 2.41% |
EFIV State Street SPDR S&P 500 ESG ETF | 1.07% | 1.03% | 1.20% | 1.37% | 1.64% | 1.19% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PXWEX vs. EFIV - Drawdown Comparison
The maximum PXWEX drawdown since its inception was -53.70%, which is greater than EFIV's maximum drawdown of -24.52%. Use the drawdown chart below to compare losses from any high point for PXWEX and EFIV.
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Drawdown Indicators
| PXWEX | EFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.70% | -24.52% | -29.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -12.50% | +1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -29.67% | -24.52% | -5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -34.47% | — | — |
Current DrawdownCurrent decline from peak | -6.81% | -6.10% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -4.92% | -4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.68% | -0.16% |
Volatility
PXWEX vs. EFIV - Volatility Comparison
Pax Ellevate Global Women’s Leadership Fund (PXWEX) has a higher volatility of 5.61% compared to State Street SPDR S&P 500 ESG ETF (EFIV) at 5.24%. This indicates that PXWEX's price experiences larger fluctuations and is considered to be riskier than EFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PXWEX | EFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 5.24% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 9.24% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 18.17% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 16.94% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 16.95% | -0.02% |