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PXWIX vs. PXNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXWIX vs. PXNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX) and Pax International Sustainable Economy Fund Institutional Class (PXNIX). The values are adjusted to include any dividend payments, if applicable.

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PXWIX vs. PXNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PXWIX
Pax Ellevate Global Women’s Leadership Fund Institutional Class
-6.93%17.72%12.41%18.41%-19.77%17.58%13.94%26.80%-7.55%25.15%
PXNIX
Pax International Sustainable Economy Fund Institutional Class
-3.85%28.91%5.03%19.28%-17.81%11.23%10.79%23.03%-12.92%23.35%

Returns By Period

In the year-to-date period, PXWIX achieves a -6.93% return, which is significantly lower than PXNIX's -3.85% return. Over the past 10 years, PXWIX has outperformed PXNIX with an annualized return of 9.09%, while PXNIX has yielded a comparatively lower 7.94% annualized return.


PXWIX

1D
0.12%
1M
-8.29%
YTD
-6.93%
6M
-2.55%
1Y
12.99%
3Y*
10.99%
5Y*
5.70%
10Y*
9.09%

PXNIX

1D
0.51%
1M
-11.13%
YTD
-3.85%
6M
0.49%
1Y
15.33%
3Y*
12.58%
5Y*
6.76%
10Y*
7.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PXWIX vs. PXNIX - Expense Ratio Comparison

PXWIX has a 0.51% expense ratio, which is higher than PXNIX's 0.47% expense ratio.


Return for Risk

PXWIX vs. PXNIX — Risk / Return Rank

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

PXWIX
PXWIX Risk / Return Rank: 4040
Overall Rank
PXWIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PXWIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
PXWIX Omega Ratio Rank: 3939
Omega Ratio Rank
PXWIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
PXWIX Martin Ratio Rank: 4646
Martin Ratio Rank

PXNIX
PXNIX Risk / Return Rank: 4040
Overall Rank
PXNIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PXNIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
PXNIX Omega Ratio Rank: 3535
Omega Ratio Rank
PXNIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
PXNIX Martin Ratio Rank: 4444
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.

PXWIX vs. PXNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX) and Pax International Sustainable Economy Fund Institutional Class (PXNIX). 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.


PXWIXPXNIXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.83

-0.01

Sortino ratio

Return per unit of downside risk

1.25

1.21

+0.04

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.02

1.14

-0.12

Martin ratio

Return relative to average drawdown

4.63

4.45

+0.18

PXWIX vs. PXNIX - Sharpe Ratio Comparison

The current PXWIX Sharpe Ratio is 0.82, which is comparable to the PXNIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of PXWIX and PXNIX, 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


PXWIXPXNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.83

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.43

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.48

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.51

-0.19

Correlation

The correlation between PXWIX and PXNIX is 0.83, 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

PXWIX vs. PXNIX - Dividend Comparison

PXWIX's dividend yield for the trailing twelve months is around 10.72%, more than PXNIX's 7.45% yield.


TTM20252024202320222021202020192018201720162015
PXWIX
Pax Ellevate Global Women’s Leadership Fund Institutional Class
10.72%9.98%9.64%1.69%3.24%1.44%1.25%3.24%5.15%2.71%2.04%2.68%
PXNIX
Pax International Sustainable Economy Fund Institutional Class
7.45%7.17%3.54%2.38%2.64%4.69%1.82%2.58%2.84%2.54%2.74%2.04%

Drawdowns

PXWIX vs. PXNIX - Drawdown Comparison

The maximum PXWIX drawdown since its inception was -53.56%, which is greater than PXNIX's maximum drawdown of -32.54%. Use the drawdown chart below to compare losses from any high point for PXWIX and PXNIX.


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Drawdown Indicators


PXWIXPXNIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.56%

-32.54%

-21.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-11.58%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-29.52%

-32.54%

+3.02%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

-32.54%

-1.93%

Current Drawdown

Current decline from peak

-9.44%

-11.13%

+1.69%

Average Drawdown

Average peak-to-trough decline

-9.89%

-6.76%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.98%

-0.51%

Volatility

PXWIX vs. PXNIX - Volatility Comparison

The current volatility for Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX) is 4.55%, while Pax International Sustainable Economy Fund Institutional Class (PXNIX) has a volatility of 7.48%. This indicates that PXWIX experiences smaller price fluctuations and is considered to be less risky than PXNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXWIXPXNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

7.48%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

11.21%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.26%

17.07%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

15.92%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

16.43%

+0.49%