REVS vs. PRXV
REVS (Columbia Research Enhanced Value ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. REVS is passively managed, while PRXV is actively managed. Their correlation of 0.88 suggests significant overlap in exposure. REVS charges 0.19%/yr vs 0.36%/yr for PRXV.
Performance
REVS vs. PRXV - Performance Comparison
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Returns By Period
REVS
- 1D
- -0.01%
- 1M
- 3.64%
- YTD
- 11.50%
- 6M
- 12.18%
- 1Y
- 26.29%
- 3Y*
- 18.50%
- 5Y*
- 11.10%
- 10Y*
- —
PRXV
- 1D
- -0.03%
- 1M
- 4.27%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
REVS vs. PRXV - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
REVS Columbia Research Enhanced Value ETF | 4.34% |
PRXV Praxis Impact Large Cap Value ETF | 4.51% |
Correlation
The correlation between REVS and PRXV is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 21, 2026 | 0.88 |
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Return for Risk
REVS vs. PRXV — Risk / Return Rank
REVS
PRXV
REVS vs. PRXV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) and Praxis Impact Large Cap Value ETF (PRXV). 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.
| REVS | PRXV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.40 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | — | — |
| Martin ratioReturn relative to average drawdown | 13.90 | — | — |
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
| REVS | PRXV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 4.54 | -3.86 |
Drawdowns
REVS vs. PRXV - Drawdown Comparison
The maximum REVS drawdown since its inception was -37.85%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for REVS and PRXV.
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Drawdown Indicators
| REVS | PRXV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.85% | -1.18% | -36.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | — | — |
Current DrawdownCurrent decline from peak | -0.06% | -0.03% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -4.66% | -0.32% | -4.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | — | — |
Volatility
REVS vs. PRXV - Volatility Comparison
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Volatility by Period
| REVS | PRXV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.50% | 9.66% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 9.66% | +5.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 9.66% | +9.47% |
REVS vs. PRXV - Expense Ratio Comparison
REVS has a 0.19% expense ratio, which is lower than PRXV's 0.36% expense ratio.
Dividends
REVS vs. PRXV - Dividend Comparison
REVS's dividend yield for the trailing twelve months is around 1.91%, while PRXV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
PRXV Praxis Impact Large Cap Value ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
REVS Columbia Research Enhanced Value ETF | 1.91% | 2.13% | 1.89% | 2.49% | 2.46% | 1.18% | 27.75% | 0.70% |
Frequently Asked Questions
REVS and PRXV have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, REVS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
REVS is cheaper with a 0.19% expense ratio, compared with 0.36% for PRXV.
REVS has the higher dividend yield at 1.91%, compared with 0.00% for PRXV.
They also come from different issuers: Ameriprise Financial and Praxis. Their fees differ too: 0.19% for REVS and 0.36% for PRXV.
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