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PXWEX vs. VTWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PXWEX and VTWO is 0.81, 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.


-0.50.00.51.00.8

Performance

PXWEX vs. VTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pax Ellevate Global Women’s Leadership Fund (PXWEX) and Vanguard Russell 2000 ETF (VTWO). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
149.55%
309.18%
PXWEX
VTWO

Key characteristics

Sharpe Ratio

PXWEX:

0.41

VTWO:

0.49

Sortino Ratio

PXWEX:

0.59

VTWO:

0.84

Omega Ratio

PXWEX:

1.09

VTWO:

1.10

Calmar Ratio

PXWEX:

0.46

VTWO:

0.54

Martin Ratio

PXWEX:

2.22

VTWO:

2.55

Ulcer Index

PXWEX:

2.38%

VTWO:

4.01%

Daily Std Dev

PXWEX:

12.80%

VTWO:

20.75%

Max Drawdown

PXWEX:

-58.74%

VTWO:

-41.19%

Current Drawdown

PXWEX:

-9.08%

VTWO:

-7.85%

Returns By Period

In the year-to-date period, PXWEX achieves a 5.48% return, which is significantly lower than VTWO's 12.42% return. Over the past 10 years, PXWEX has underperformed VTWO with an annualized return of 6.36%, while VTWO has yielded a comparatively higher 7.83% annualized return.


PXWEX

YTD

5.48%

1M

-6.83%

6M

0.49%

1Y

5.38%

5Y*

5.34%

10Y*

6.36%

VTWO

YTD

12.42%

1M

-7.18%

6M

11.00%

1Y

10.24%

5Y*

7.63%

10Y*

7.83%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PXWEX vs. VTWO - Expense Ratio Comparison

PXWEX has a 0.77% expense ratio, which is higher than VTWO's 0.10% expense ratio.


PXWEX
Pax Ellevate Global Women’s Leadership Fund
Expense ratio chart for PXWEX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%
Expense ratio chart for VTWO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

PXWEX vs. VTWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pax Ellevate Global Women’s Leadership Fund (PXWEX) and Vanguard Russell 2000 ETF (VTWO). 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.


Sharpe ratio
The chart of Sharpe ratio for PXWEX, currently valued at 0.41, compared to the broader market-1.000.001.002.003.000.410.49
The chart of Sortino ratio for PXWEX, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.000.590.84
The chart of Omega ratio for PXWEX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.10
The chart of Calmar ratio for PXWEX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.000.460.54
The chart of Martin ratio for PXWEX, currently valued at 2.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.222.55
PXWEX
VTWO

The current PXWEX Sharpe Ratio is 0.41, which is comparable to the VTWO Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of PXWEX and VTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.41
0.49
PXWEX
VTWO

Dividends

PXWEX vs. VTWO - Dividend Comparison

PXWEX's dividend yield for the trailing twelve months is around 1.91%, more than VTWO's 1.20% yield.


TTM20232022202120202019201820172016201520142013
PXWEX
Pax Ellevate Global Women’s Leadership Fund
1.91%1.60%0.87%1.21%1.04%1.63%1.98%1.46%1.80%1.60%2.23%0.89%
VTWO
Vanguard Russell 2000 ETF
1.20%1.45%1.48%1.13%0.92%1.36%1.41%1.18%1.27%1.23%1.12%1.04%

Drawdowns

PXWEX vs. VTWO - Drawdown Comparison

The maximum PXWEX drawdown since its inception was -58.74%, which is greater than VTWO's maximum drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for PXWEX and VTWO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.08%
-7.85%
PXWEX
VTWO

Volatility

PXWEX vs. VTWO - Volatility Comparison

Pax Ellevate Global Women’s Leadership Fund (PXWEX) has a higher volatility of 7.33% compared to Vanguard Russell 2000 ETF (VTWO) at 5.58%. This indicates that PXWEX's price experiences larger fluctuations and is considered to be riskier than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.33%
5.58%
PXWEX
VTWO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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