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PXWEX vs. FMIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXWEX vs. FMIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pax Ellevate Global Women’s Leadership Fund (PXWEX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). The values are adjusted to include any dividend payments, if applicable.

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PXWEX vs. FMIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PXWEX
Pax Ellevate Global Women’s Leadership Fund
-7.00%17.41%12.15%18.14%-19.99%17.28%13.67%26.44%-7.78%24.87%
FMIEX
Wasatch Global Value Fund Investor Class Shares
6.04%30.93%8.66%5.67%-0.12%25.11%2.04%17.27%-5.67%11.21%

Returns By Period

In the year-to-date period, PXWEX achieves a -7.00% return, which is significantly lower than FMIEX's 6.04% return. Over the past 10 years, PXWEX has underperformed FMIEX with an annualized return of 8.82%, while FMIEX has yielded a comparatively higher 11.03% annualized return.


PXWEX

1D
0.12%
1M
-8.32%
YTD
-7.00%
6M
-2.68%
1Y
12.67%
3Y*
10.70%
5Y*
5.44%
10Y*
8.82%

FMIEX

1D
0.60%
1M
-5.84%
YTD
6.04%
6M
10.61%
1Y
24.34%
3Y*
16.68%
5Y*
11.63%
10Y*
11.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PXWEX vs. FMIEX - Expense Ratio Comparison

PXWEX has a 0.77% expense ratio, which is lower than FMIEX's 1.10% expense ratio.


Return for Risk

PXWEX vs. FMIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PXWEX
PXWEX Risk / Return Rank: 3939
Overall Rank
PXWEX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PXWEX Sortino Ratio Rank: 3838
Sortino Ratio Rank
PXWEX Omega Ratio Rank: 3737
Omega Ratio Rank
PXWEX Calmar Ratio Rank: 3737
Calmar Ratio Rank
PXWEX Martin Ratio Rank: 4545
Martin Ratio Rank

FMIEX
FMIEX Risk / Return Rank: 9292
Overall Rank
FMIEX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FMIEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FMIEX Omega Ratio Rank: 9191
Omega Ratio Rank
FMIEX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FMIEX Martin Ratio Rank: 9494
Martin Ratio Rank
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.

PXWEX vs. FMIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pax Ellevate Global Women’s Leadership Fund (PXWEX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). 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.


PXWEXFMIEXDifference

Sharpe ratio

Return per unit of total volatility

0.80

2.14

-1.34

Sortino ratio

Return per unit of downside risk

1.22

2.85

-1.63

Omega ratio

Gain probability vs. loss probability

1.17

1.42

-0.24

Calmar ratio

Return relative to maximum drawdown

1.00

2.57

-1.57

Martin ratio

Return relative to average drawdown

4.50

11.99

-7.49

PXWEX vs. FMIEX - Sharpe Ratio Comparison

The current PXWEX Sharpe Ratio is 0.80, which is lower than the FMIEX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of PXWEX and FMIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PXWEXFMIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

2.14

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.92

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.70

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.58

-0.25

Correlation

The correlation between PXWEX and FMIEX is 0.85, 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. FMIEX - Dividend Comparison

PXWEX's dividend yield for the trailing twelve months is around 10.57%, more than FMIEX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
PXWEX
Pax Ellevate Global Women’s Leadership Fund
10.57%9.83%9.47%1.60%3.12%1.21%1.04%3.03%4.90%2.49%1.80%2.41%
FMIEX
Wasatch Global Value Fund Investor Class Shares
4.95%5.76%9.02%3.27%8.54%4.34%1.74%3.82%18.46%16.45%5.16%11.75%

Drawdowns

PXWEX vs. FMIEX - Drawdown Comparison

The maximum PXWEX drawdown since its inception was -53.70%, which is greater than FMIEX's maximum drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for PXWEX and FMIEX.


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Drawdown Indicators


PXWEXFMIEXDifference

Max Drawdown

Largest peak-to-trough decline

-53.70%

-49.85%

-3.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-9.34%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-29.67%

-18.63%

-11.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

-39.33%

+4.86%

Current Drawdown

Current decline from peak

-9.48%

-5.84%

-3.64%

Average Drawdown

Average peak-to-trough decline

-9.84%

-6.61%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.04%

+0.44%

Volatility

PXWEX vs. FMIEX - Volatility Comparison

Pax Ellevate Global Women’s Leadership Fund (PXWEX) has a higher volatility of 4.55% compared to Wasatch Global Value Fund Investor Class Shares (FMIEX) at 3.51%. This indicates that PXWEX's price experiences larger fluctuations and is considered to be riskier than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXWEXFMIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

3.51%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

6.70%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

11.81%

+4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

12.77%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

15.73%

+1.18%