TGLR vs. PRXV

Last updated Jun 4, 2026

TGLR (LAFFER|TENGLER Equity Income ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.72 correlation means they provide meaningful diversification when combined. TGLR charges 0.95%/yr vs 0.36%/yr for PRXV.

Performance

TGLR vs. PRXV - Performance Comparison

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

Returns By Period

TGLR

• 1D: -0.66%
• 1M: 5.59%
• YTD: 13.10%
• 6M: 12.32%
• 1Y: 34.03%
• 3Y*: —
• 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)

TGLR vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
TGLR LAFFER|TENGLER Equity Income ETF	4.81%
PRXV Praxis Impact Large Cap Value ETF	4.51%

Correlation

The correlation between TGLR and PRXV is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 21, 2026	0.72

Return for Risk

TGLR vs. PRXV — Risk / Return Rank

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

TGLR

TGLR Risk / Return Rank: 82
TGLR Sharpe Ratio Rank: 82
TGLR Sortino Ratio Rank: 84
TGLR Omega Ratio Rank: 80
TGLR Calmar Ratio Rank: 78
TGLR Martin Ratio Rank: 83

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.

TGLR vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LAFFER|TENGLER Equity Income ETF (TGLR) 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.

	TGLR	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	2.71	—	—
Sortino ratio: Return per unit of downside risk	3.82	—	—
Omega ratio: Gain probability vs. loss probability	1.48	—	—
Calmar ratio: Return relative to maximum drawdown	3.97	—	—
Martin ratio: Return relative to average drawdown	17.07	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TGLR	PRXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.40	4.54	-3.14

Drawdowns

TGLR vs. PRXV - Drawdown Comparison

The maximum TGLR drawdown since its inception was -19.82%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for TGLR and PRXV.

Drawdown Indicators

	TGLR	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-19.82%	-1.18%	-18.64%
Max Drawdown (1Y) Largest decline over 1 year	-8.62%	—	—
Current Drawdown Current decline from peak	-0.66%	-0.03%	-0.63%
Average Drawdown Average peak-to-trough decline	-2.36%	-0.32%	-2.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	—	—

Volatility

Volatility by Period

	TGLR	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.68%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.92%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.65%	9.66%	+2.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.29%	9.66%	+5.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.29%	9.66%	+5.63%

TGLR vs. PRXV - Expense Ratio Comparison

TGLR has a 0.95% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

TGLR vs. PRXV - Dividend Comparison

TGLR's dividend yield for the trailing twelve months is around 0.88%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
PRXV Praxis Impact Large Cap Value ETF	0.00%	0.00%	0.00%	0.00%
TGLR LAFFER|TENGLER Equity Income ETF	0.88%	1.16%	1.02%	0.65%

Frequently Asked Questions

Can I hold both TGLR and PRXV in my portfolio?

TGLR and PRXV have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TGLR or PRXV?

On fees, PRXV is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TGLR or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.95% for TGLR.

Which ETF pays a higher dividend yield, TGLR or PRXV?

TGLR has the higher dividend yield at 0.88%, compared with 0.00% for PRXV.

What is the main difference between TGLR and PRXV?

They also come from different issuers: LAFFER TENGLER and Praxis. Their fees differ too: 0.95% for TGLR and 0.36% for PRXV.