QLC vs. PRXG
QLC (FlexShares US Quality Large Cap Index Fund) and PRXG (Praxis Impact Large Cap Growth ETF) are both exchange-traded funds - QLC is a Large Cap Blend Equities fund tracking the Northern Trust Quality Large Cap Index, while PRXG is a Large Cap Growth Equities fund actively managed by Praxis. QLC is passively managed, while PRXG is actively managed. Over the past year, QLC returned 33.09% vs 27.99% for PRXG. Their correlation of 0.91 suggests significant overlap in exposure. QLC charges 0.25%/yr vs 0.36%/yr for PRXG.
Performance
QLC vs. PRXG - Performance Comparison
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Returns By Period
In the year-to-date period, QLC achieves a 11.39% return, which is significantly higher than PRXG's 9.82% return.
QLC
- 1D
- -0.74%
- 1M
- 5.38%
- YTD
- 11.39%
- 6M
- 11.88%
- 1Y
- 33.09%
- 3Y*
- 25.39%
- 5Y*
- 15.29%
- 10Y*
- 14.83%
PRXG
- 1D
- -1.09%
- 1M
- 6.16%
- YTD
- 9.82%
- 6M
- 8.96%
- 1Y
- 27.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QLC vs. PRXG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QLC FlexShares US Quality Large Cap Index Fund | 11.39% | 43.71% |
PRXG Praxis Impact Large Cap Growth ETF | 9.82% | 48.09% |
Correlation
The correlation between QLC and PRXG is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2025 | 0.91 |
The correlation between QLC and PRXG has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.
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Return for Risk
QLC vs. PRXG — Risk / Return Rank
QLC
PRXG
QLC vs. PRXG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares US Quality Large Cap Index Fund (QLC) and Praxis Impact Large Cap Growth ETF (PRXG). 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.
| QLC | PRXG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.31 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 1.77 | +1.99 |
| Martin ratioReturn relative to average drawdown | 17.59 | 6.32 | +11.27 |
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
| QLC | PRXG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | 1.77 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 2.57 | -1.77 |
Drawdowns
QLC vs. PRXG - Drawdown Comparison
The maximum QLC drawdown since its inception was -35.86%, which is greater than PRXG's maximum drawdown of -15.91%. Use the drawdown chart below to compare losses from any high point for QLC and PRXG.
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Drawdown Indicators
| QLC | PRXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -15.91% | -19.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -15.91% | +7.07% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.81% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | — | — |
Current DrawdownCurrent decline from peak | -0.74% | -1.37% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -2.62% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 4.44% | -2.55% |
Volatility
QLC vs. PRXG - Volatility Comparison
The current volatility for FlexShares US Quality Large Cap Index Fund (QLC) is 2.94%, while Praxis Impact Large Cap Growth ETF (PRXG) has a volatility of 3.91%. This indicates that QLC experiences smaller price fluctuations and is considered to be less risky than PRXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QLC | PRXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 3.91% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 12.15% | -2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 15.87% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 20.57% | -3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 20.57% | -2.15% |
QLC vs. PRXG - Expense Ratio Comparison
QLC has a 0.25% expense ratio, which is lower than PRXG's 0.36% expense ratio.
Dividends
QLC vs. PRXG - Dividend Comparison
QLC's dividend yield for the trailing twelve months is around 0.88%, more than PRXG's 0.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRXG Praxis Impact Large Cap Growth ETF | 0.11% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QLC FlexShares US Quality Large Cap Index Fund | 0.88% | 0.94% | 1.03% | 1.26% | 1.46% | 0.96% | 1.40% | 1.91% | 1.82% | 1.29% | 1.80% | 0.64% |
Frequently Asked Questions
With a correlation of 0.91, QLC and PRXG 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.
PRXG has higher volatility (3.91%) compared to QLC (2.94%). In terms of maximum drawdown, QLC dropped -35.86% vs PRXG's -15.91%.
On 1-year performance, QLC leads with 33.09% vs 27.99% for PRXG. On fees, QLC is cheaper at 0.25% per year. On volatility, QLC has been the lower-risk option at 2.94%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, QLC has performed better with a 33.09% return vs 27.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QLC is cheaper with a 0.25% expense ratio, compared with 0.36% for PRXG.
QLC has the higher dividend yield at 0.88%, compared with 0.11% for PRXG.
QLC is categorized as Large Cap Blend Equities, while PRXG is Large Cap Growth Equities. They also come from different issuers: Northern Trust and Praxis. Their fees differ too: 0.25% for QLC and 0.36% for PRXG.
QLC currently has the higher Sharpe Ratio (2.69 vs 1.77), 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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