PXWIX vs. PXSCX
PXWIX (Pax Ellevate Global Women’s Leadership Fund Institutional Class) and PXSCX (Pax Small Cap Fund) are both mutual funds - PXWIX is a ESG fund managed by Pax World, while PXSCX is a Small Cap Blend Equities fund managed by Pax World. Over the past 10 years, PXWIX returned 10.74%/yr vs 9.32%/yr for PXSCX. Their correlation of 0.83 means they have usually moved in the same direction. PXWIX charges 0.51%/yr vs 1.15%/yr for PXSCX.
Performance
PXWIX vs. PXSCX - Performance Comparison
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Returns By Period
In the year-to-date period, PXWIX achieves a 11.88% return, which is significantly lower than PXSCX's 22.22% return. Over the past 10 years, PXWIX has outperformed PXSCX with an annualized return of 10.74%, while PXSCX has yielded a comparatively lower 9.32% annualized return.
PXWIX
- 1D
- 1.71%
- 1M
- 2.43%
- 6M
- 10.77%
- YTD
- 11.88%
- 1Y
- 23.10%
- 3Y*
- 15.84%
- 5Y*
- 7.64%
- 10Y*
- 10.74%
- ALL TIME*
- 6.95%
PXSCX
- 1D
- 0.91%
- 1M
- 0.13%
- 6M
- 19.08%
- YTD
- 22.22%
- 1Y
- 39.11%
- 3Y*
- 16.65%
- 5Y*
- 7.65%
- 10Y*
- 9.32%
- ALL TIME*
- 9.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
PXSCX Pax Small Cap Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
PXWIX vs. PXSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PXWIX Pax Ellevate Global Women’s Leadership Fund Institutional Class | 11.88% | 17.72% | 12.41% | 18.41% | -19.77% | 17.58% | 13.94% | 26.80% | -7.55% | 25.15% |
PXSCX Pax Small Cap Fund | 22.22% | 11.53% | 14.55% | 13.51% | -22.99% | 30.34% | 11.81% | 23.29% | -15.96% | 8.78% |
Correlation
The correlation between PXWIX and PXSCX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2008 | 0.83 |
The correlation between PXWIX and PXSCX has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.
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Return for Risk
PXWIX vs. PXSCX — Risk / Return Rank
PXWIX
PXSCX
PXWIX vs. PXSCX - 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 Small Cap Fund (PXSCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PXWIX | PXSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 3.28 | -1.13 |
| Martin ratioReturn relative to average drawdown | 9.32 | 12.80 | -3.49 |
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Drawdowns
PXWIX vs. PXSCX - Drawdown Comparison
The maximum PXWIX drawdown since its inception was -53.56%, roughly equal to the maximum PXSCX drawdown of -51.55%. Use the drawdown chart below to compare losses from any high point for PXWIX and PXSCX.
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Drawdown Indicators
| PXWIX | PXSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.56% | -51.55% | -2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -11.06% | +1.51% |
Max Drawdown (3Y)Largest decline over 3 years | -18.31% | -25.52% | +7.21% |
Max Drawdown (5Y)Largest decline over 5 years | -29.52% | -32.25% | +2.73% |
Max Drawdown (10Y)Largest decline over 10 years | -34.47% | -41.38% | +6.91% |
Current DrawdownCurrent decline from peak | 0.00% | -2.11% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -9.20% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.83% | -0.62% |
Volatility
PXWIX vs. PXSCX - Volatility Comparison
The current volatility for Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX) is 3.31%, while Pax Small Cap Fund (PXSCX) has a volatility of 4.36%. This indicates that PXWIX experiences smaller price fluctuations and is considered to be less risky than PXSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PXWIX | PXSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 4.36% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 13.17% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 17.27% | -4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 20.75% | -4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 20.88% | -4.00% |
PXWIX vs. PXSCX - Expense Ratio Comparison
PXWIX has a 0.51% expense ratio, which is lower than PXSCX's 1.15% expense ratio.
Dividends
PXWIX vs. PXSCX - Dividend Comparison
PXWIX's dividend yield for the trailing twelve months is around 8.91%, more than PXSCX's 5.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXSCX Pax Small Cap Fund | 5.29% | 6.47% | 5.19% | 0.00% | 2.47% | 9.60% | 3.87% | 0.89% | 14.72% | 1.56% | 2.24% | 0.64% |
PXWIX Pax Ellevate Global Women’s Leadership Fund Institutional Class | 8.91% | 9.98% | 9.64% | 1.69% | 3.24% | 1.44% | 1.25% | 3.24% | 5.15% | 2.71% | 2.04% | 2.68% |
Frequently Asked Questions
PXWIX and PXSCX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PXSCX has higher volatility (4.36%) compared to PXWIX (3.31%). In terms of maximum drawdown, PXWIX dropped -53.56% vs PXSCX's -51.55%.
PXSCX currently has the higher Sharpe Ratio (2.10 vs 1.63), 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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