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PXWIX vs. VICE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PXWIX and VICE is 0.75, 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

PXWIX vs. VICE - 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 AdvisorShares Vice ETF (VICE). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
46.83%
39.40%
PXWIX
VICE

Key characteristics

Sharpe Ratio

PXWIX:

0.54

VICE:

1.54

Sortino Ratio

PXWIX:

0.74

VICE:

2.15

Omega Ratio

PXWIX:

1.11

VICE:

1.27

Calmar Ratio

PXWIX:

0.63

VICE:

0.82

Martin Ratio

PXWIX:

3.28

VICE:

7.52

Ulcer Index

PXWIX:

2.10%

VICE:

2.81%

Daily Std Dev

PXWIX:

12.84%

VICE:

13.73%

Max Drawdown

PXWIX:

-58.61%

VICE:

-38.27%

Current Drawdown

PXWIX:

-9.76%

VICE:

-9.66%

Returns By Period

In the year-to-date period, PXWIX achieves a 4.93% return, which is significantly lower than VICE's 19.10% return.


PXWIX

YTD

4.93%

1M

-5.85%

6M

-0.76%

1Y

5.85%

5Y*

5.54%

10Y*

6.52%

VICE

YTD

19.10%

1M

-3.38%

6M

12.38%

1Y

20.41%

5Y*

6.12%

10Y*

N/A

Compare stocks, funds, or ETFs

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


PXWIX vs. VICE - Expense Ratio Comparison

PXWIX has a 0.51% expense ratio, which is lower than VICE's 0.99% expense ratio.


VICE
AdvisorShares Vice ETF
Expense ratio chart for VICE: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for PXWIX: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%

Risk-Adjusted Performance

PXWIX vs. VICE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX) and AdvisorShares Vice ETF (VICE). 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 PXWIX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.000.541.54
The chart of Sortino ratio for PXWIX, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.0010.000.742.15
The chart of Omega ratio for PXWIX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.27
The chart of Calmar ratio for PXWIX, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.0014.000.630.82
The chart of Martin ratio for PXWIX, currently valued at 3.28, compared to the broader market0.0020.0040.0060.003.287.52
PXWIX
VICE

The current PXWIX Sharpe Ratio is 0.54, which is lower than the VICE Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of PXWIX and VICE, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.54
1.54
PXWIX
VICE

Dividends

PXWIX vs. VICE - Dividend Comparison

PXWIX's dividend yield for the trailing twelve months is around 2.03%, more than VICE's 1.42% yield.


TTM20232022202120202019201820172016201520142013
PXWIX
Pax Ellevate Global Women’s Leadership Fund Institutional Class
2.03%1.69%1.00%1.44%1.25%1.85%2.25%1.68%2.04%1.87%2.47%0.98%
VICE
AdvisorShares Vice ETF
1.42%1.69%0.96%0.44%1.20%2.47%1.72%0.17%0.00%0.00%0.00%0.00%

Drawdowns

PXWIX vs. VICE - Drawdown Comparison

The maximum PXWIX drawdown since its inception was -58.61%, which is greater than VICE's maximum drawdown of -38.27%. Use the drawdown chart below to compare losses from any high point for PXWIX and VICE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.76%
-9.66%
PXWIX
VICE

Volatility

PXWIX vs. VICE - Volatility Comparison

Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX) has a higher volatility of 7.42% compared to AdvisorShares Vice ETF (VICE) at 4.07%. This indicates that PXWIX's price experiences larger fluctuations and is considered to be riskier than VICE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
7.42%
4.07%
PXWIX
VICE
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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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