PXWGX vs. BKTSX
PXWGX (Pax U.S. Sustainable Economy Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, PXWGX returned 13.90%/yr vs 15.05%/yr for BKTSX. With a 0.96 correlation, they move nearly in lockstep. PXWGX charges 0.70%/yr vs 0.02%/yr for BKTSX.
Performance
PXWGX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, PXWGX achieves a 12.62% return, which is significantly higher than BKTSX's 10.89% return. Over the past 10 years, PXWGX has underperformed BKTSX with an annualized return of 13.90%, while BKTSX has yielded a comparatively higher 15.05% annualized return.
PXWGX
- 1D
- -0.62%
- 1M
- 6.66%
- YTD
- 12.62%
- 6M
- 13.11%
- 1Y
- 30.36%
- 3Y*
- 20.61%
- 5Y*
- 12.73%
- 10Y*
- 13.90%
BKTSX
- 1D
- -0.75%
- 1M
- 4.00%
- YTD
- 10.89%
- 6M
- 10.63%
- 1Y
- 27.71%
- 3Y*
- 21.99%
- 5Y*
- 12.76%
- 10Y*
- 15.05%
PXWGX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PXWGX Pax U.S. Sustainable Economy Fund | 12.62% | 15.75% | 20.64% | 24.46% | -18.33% | 30.27% | 13.35% | 27.16% | -4.54% | 21.89% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 10.89% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between PXWGX and BKTSX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.96 |
The correlation between PXWGX and BKTSX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
PXWGX vs. BKTSX — Risk / Return Rank
PXWGX
BKTSX
PXWGX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax U.S. Sustainable Economy Fund (PXWGX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
| PXWGX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.41 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 3.14 | +0.18 |
| Martin ratioReturn relative to average drawdown | 14.61 | 14.42 | +0.20 |
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
| PXWGX | BKTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.29 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.74 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.82 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.82 | -0.42 |
Drawdowns
PXWGX vs. BKTSX - Drawdown Comparison
The maximum PXWGX drawdown since its inception was -57.59%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for PXWGX and BKTSX.
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Drawdown Indicators
| PXWGX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.59% | -34.97% | -22.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -8.87% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -26.98% | -19.29% | -7.69% |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | -24.98% | -2.00% |
Max Drawdown (10Y)Largest decline over 10 years | -33.81% | -34.97% | +1.16% |
Current DrawdownCurrent decline from peak | -0.62% | -0.75% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -14.55% | -4.53% | -10.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 1.93% | +0.17% |
Volatility
PXWGX vs. BKTSX - Volatility Comparison
Pax U.S. Sustainable Economy Fund (PXWGX) has a higher volatility of 3.50% compared to iShares Total U.S. Stock Market Index Fund Class K (BKTSX) at 3.05%. This indicates that PXWGX's price experiences larger fluctuations and is considered to be riskier than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PXWGX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 3.05% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 9.14% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 12.18% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.83% | 17.36% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.57% | 18.41% | +0.16% |
PXWGX vs. BKTSX - Expense Ratio Comparison
PXWGX has a 0.70% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
PXWGX vs. BKTSX - Dividend Comparison
PXWGX's dividend yield for the trailing twelve months is around 4.78%, more than BKTSX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.05% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
PXWGX Pax U.S. Sustainable Economy Fund | 4.78% | 5.39% | 16.28% | 5.95% | 7.66% | 21.85% | 1.92% | 3.36% | 7.95% | 4.53% | 10.42% | 6.37% |
Frequently Asked Questions
With a correlation of 0.97, PXWGX and BKTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PXWGX has higher volatility (3.50%) compared to BKTSX (3.05%). In terms of maximum drawdown, PXWGX dropped -57.59% vs BKTSX's -34.97%.
PXWGX currently has the higher Sharpe Ratio (2.47 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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