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STXV vs. PRXV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STXV vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Value ETF (STXV) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


STXV

1D
-0.12%
1M
3.00%
YTD
12.50%
6M
13.79%
1Y
27.20%
3Y*
18.06%
5Y*
10Y*

PRXV

1D
-0.03%
1M
4.27%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STXV vs. PRXV - Yearly Performance Comparison


Correlation

The correlation between STXV and PRXV is 0.86, 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

0.86

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Return for Risk

STXV vs. PRXV — Risk / Return Rank

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

STXV
STXV Risk / Return Rank: 8484
Overall Rank
STXV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
STXV Sortino Ratio Rank: 8686
Sortino Ratio Rank
STXV Omega Ratio Rank: 8181
Omega Ratio Rank
STXV Calmar Ratio Rank: 8585
Calmar Ratio Rank
STXV Martin Ratio Rank: 8484
Martin Ratio Rank

PRXV
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.

STXV vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Value ETF (STXV) 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.


STXVPRXVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.49

Calmar ratioReturn relative to maximum drawdown

4.70

Martin ratioReturn relative to average drawdown

17.14

STXV vs. PRXV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


STXVPRXVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

4.54

-3.47

Drawdowns

STXV vs. PRXV - Drawdown Comparison

The maximum STXV drawdown since its inception was -14.80%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for STXV and PRXV.


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Drawdown Indicators


STXVPRXVDifference

Max Drawdown

Largest peak-to-trough decline

-14.80%

-1.18%

-13.62%

Max Drawdown (1Y)

Largest decline over 1 year

-5.81%

Max Drawdown (3Y)

Largest decline over 3 years

-14.80%

Current Drawdown

Current decline from peak

-0.12%

-0.03%

-0.09%

Average Drawdown

Average peak-to-trough decline

-2.75%

-0.32%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

Volatility

STXV vs. PRXV - Volatility Comparison


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Volatility by Period


STXVPRXVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.03%

Volatility (1Y)

Calculated over the trailing 1-year period

10.08%

9.66%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

9.66%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.22%

9.66%

+3.56%

STXV vs. PRXV - Expense Ratio Comparison

STXV has a 0.18% expense ratio, which is lower than PRXV's 0.36% expense ratio.


Dividends

STXV vs. PRXV - Dividend Comparison

STXV's dividend yield for the trailing twelve months is around 2.24%, while PRXV has not paid dividends to shareholders.


PositionTTM2025202420232022
PRXV
Praxis Impact Large Cap Value ETF
0.00%0.00%0.00%0.00%0.00%
STXV
Strive 1000 Value ETF
2.24%2.37%2.36%2.05%0.47%

Frequently Asked Questions


STXV and PRXV have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, STXV is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

STXV is cheaper with a 0.18% expense ratio, compared with 0.36% for PRXV.

STXV has the higher dividend yield at 2.24%, compared with 0.00% for PRXV.

They also come from different issuers: Strive and Praxis. Their fees differ too: 0.18% for STXV and 0.36% for PRXV.

Portfolio Optimizer

Find the right allocation for STXV and PRXV

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