UDI vs. PRXV

Last updated Aug 2, 2026

UDI (USCF ESG Dividend Income Fund) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Their 0.63 correlation means they have sometimes moved together and sometimes differently. UDI charges 0.65%/yr vs 0.36%/yr for PRXV.

Performance

UDI vs. PRXV - Performance Comparison

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

Returns By Period

UDI

• 1D: 0.09%
• 1M: 2.84%
• 6M: 12.51%
• YTD: 16.78%
• 1Y: 27.73%
• 3Y*: 17.02%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.87%

PRXV

• 1D: -0.34%
• 1M: 0.88%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PRXV Praxis Impact Large Cap Value ETF	$979.94K	$510.04K	$263.55K
UDI USCF ESG Dividend Income Fund	$39.69K	$57.87K	$43.48K

UDI vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
UDI USCF ESG Dividend Income Fund	7.80%
PRXV Praxis Impact Large Cap Value ETF	8.89%

Correlation

The correlation between UDI and PRXV is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 20, 2026	0.63

Return for Risk

UDI vs. PRXV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UDI

UDI Risk / Return Rank: 94
UDI Sharpe Ratio Rank: 94
UDI Sortino Ratio Rank: 94
UDI Omega Ratio Rank: 92
UDI Calmar Ratio Rank: 93
UDI Martin Ratio Rank: 94

PRXV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UDI vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF ESG Dividend Income Fund (UDI) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	UDI	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	2.64	—	—
Sortino ratio: Return per unit of downside risk	3.85	—	—
Omega ratio: Gain probability vs. loss probability	1.46	—	—
Calmar ratio: Return relative to maximum drawdown	4.71	—	—
Martin ratio: Return relative to average drawdown	18.68	—	—

Drawdowns

UDI vs. PRXV - Drawdown Comparison

The maximum UDI drawdown since its inception was -14.17%, which is greater than PRXV's maximum drawdown of -1.41%. Use the drawdown chart below to compare losses from any high point for UDI and PRXV.

Drawdown Indicators

	UDI	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-14.17%	-1.41%	-12.76%
Max Drawdown (1Y) Largest decline over 1 year	-5.66%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.17%	—	—
Current Drawdown Current decline from peak	-1.08%	-1.24%	+0.16%
Average Drawdown Average peak-to-trough decline	-3.00%	-0.39%	-2.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.42%	—	—

Volatility

Volatility by Period

	UDI	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.13%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.37%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.16%	10.08%	+0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.93%	10.08%	+3.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.93%	10.08%	+3.85%

UDI vs. PRXV - Expense Ratio Comparison

UDI has a 0.65% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

UDI vs. PRXV - Dividend Comparison

UDI's dividend yield for the trailing twelve months is around 2.56%, more than PRXV's 0.38% yield.

Position	TTM	2025	2024	2023	2022
PRXV Praxis Impact Large Cap Value ETF	0.38%	0.00%	0.00%	0.00%	0.00%
UDI USCF ESG Dividend Income Fund	2.56%	2.42%	5.33%	2.61%	1.79%

Frequently Asked Questions

Can I hold both UDI and PRXV in my portfolio?

UDI and PRXV have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UDI 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, UDI or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.65% for UDI.

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

UDI has the higher dividend yield at 2.56%, compared with 0.38% for PRXV.

What is the main difference between UDI and PRXV?

They also come from different issuers: USCF and Praxis. Their fees differ too: 0.65% for UDI and 0.36% for PRXV.