PXWEX vs. GAOAX
Compare and contrast key facts about Pax Ellevate Global Women’s Leadership Fund (PXWEX) and JPMorgan Global Allocation Fund A (GAOAX).
PXWEX is managed by Impax Asset Management. It was launched on Sep 30, 1993. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
PXWEX vs. GAOAX - Performance Comparison
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PXWEX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PXWEX Pax Ellevate Global Women’s Leadership Fund | -4.25% | 17.41% | 12.15% | 18.14% | -19.99% | 17.28% | 13.67% | 26.44% | -7.78% | 24.87% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, PXWEX achieves a -4.25% return, which is significantly lower than GAOAX's -3.89% return. Over the past 10 years, PXWEX has outperformed GAOAX with an annualized return of 9.13%, while GAOAX has yielded a comparatively lower 5.74% annualized 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%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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PXWEX vs. GAOAX - Expense Ratio Comparison
PXWEX has a 0.77% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
PXWEX vs. GAOAX — Risk / Return Rank
PXWEX
GAOAX
PXWEX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax Ellevate Global Women’s Leadership Fund (PXWEX) and JPMorgan Global Allocation Fund A (GAOAX). 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 | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.86 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.24 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.10 | +0.35 |
Martin ratioReturn relative to average drawdown | 6.43 | 4.47 | +1.96 |
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 | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.86 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.17 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.53 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.54 | -0.20 |
Correlation
The correlation between PXWEX and GAOAX 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. GAOAX - Dividend Comparison
PXWEX's dividend yield for the trailing twelve months is around 10.26%, more than GAOAX's 10.04% 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% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
PXWEX vs. GAOAX - Drawdown Comparison
The maximum PXWEX drawdown since its inception was -53.70%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for PXWEX and GAOAX.
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Drawdown Indicators
| PXWEX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.70% | -29.02% | -24.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -8.95% | -2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.67% | -29.02% | -0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -34.47% | -29.02% | -5.45% |
Current DrawdownCurrent decline from peak | -6.81% | -7.61% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -6.01% | -3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.20% | +0.32% |
Volatility
PXWEX vs. GAOAX - Volatility Comparison
Pax Ellevate Global Women’s Leadership Fund (PXWEX) has a higher volatility of 5.61% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that PXWEX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PXWEX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 4.98% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 7.55% | +1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 11.53% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 11.03% | +4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 10.81% | +6.12% |