PortfoliosLab logoPortfoliosLab logo
VICE vs. PXWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VICE vs. PXWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Vice ETF (VICE) and Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VICE vs. PXWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VICE
AdvisorShares Vice ETF
-0.08%1.56%18.27%3.01%-18.28%8.50%22.45%20.05%-16.93%4.31%
PXWIX
Pax Ellevate Global Women’s Leadership Fund Institutional Class
-6.93%17.72%12.41%18.41%-19.77%17.58%13.94%26.80%-7.55%1.02%

Returns By Period

In the year-to-date period, VICE achieves a -0.08% return, which is significantly higher than PXWIX's -6.93% return.


VICE

1D
1.83%
1M
-2.69%
YTD
-0.08%
6M
-10.54%
1Y
1.50%
3Y*
5.53%
5Y*
-0.79%
10Y*

PXWIX

1D
0.12%
1M
-8.29%
YTD
-6.93%
6M
-2.55%
1Y
12.99%
3Y*
10.99%
5Y*
5.70%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VICE vs. PXWIX - Expense Ratio Comparison

VICE has a 0.99% expense ratio, which is higher than PXWIX's 0.51% expense ratio.


Return for Risk

VICE vs. PXWIX — Risk / Return Rank

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

VICE
VICE Risk / Return Rank: 1414
Overall Rank
VICE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VICE Sortino Ratio Rank: 1414
Sortino Ratio Rank
VICE Omega Ratio Rank: 1414
Omega Ratio Rank
VICE Calmar Ratio Rank: 1414
Calmar Ratio Rank
VICE Martin Ratio Rank: 1414
Martin Ratio Rank

PXWIX
PXWIX Risk / Return Rank: 4040
Overall Rank
PXWIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PXWIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
PXWIX Omega Ratio Rank: 3939
Omega Ratio Rank
PXWIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
PXWIX Martin Ratio Rank: 4646
Martin Ratio Rank
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.

VICE vs. PXWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Vice ETF (VICE) and Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX). 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.


VICEPXWIXDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.82

-0.71

Sortino ratio

Return per unit of downside risk

0.24

1.25

-1.01

Omega ratio

Gain probability vs. loss probability

1.03

1.18

-0.15

Calmar ratio

Return relative to maximum drawdown

0.10

1.02

-0.92

Martin ratio

Return relative to average drawdown

0.20

4.63

-4.43

VICE vs. PXWIX - Sharpe Ratio Comparison

The current VICE Sharpe Ratio is 0.10, which is lower than the PXWIX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of VICE and PXWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VICEPXWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.82

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.36

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.32

-0.10

Correlation

The correlation between VICE and PXWIX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VICE vs. PXWIX - Dividend Comparison

VICE's dividend yield for the trailing twelve months is around 0.79%, less than PXWIX's 10.72% yield.


TTM20252024202320222021202020192018201720162015
VICE
AdvisorShares Vice ETF
0.79%0.79%1.46%1.69%0.96%0.99%0.00%2.47%1.72%0.17%0.00%0.00%
PXWIX
Pax Ellevate Global Women’s Leadership Fund Institutional Class
10.72%9.98%9.64%1.69%3.24%1.44%1.25%3.24%5.15%2.71%2.04%2.68%

Drawdowns

VICE vs. PXWIX - Drawdown Comparison

The maximum VICE drawdown since its inception was -38.27%, smaller than the maximum PXWIX drawdown of -53.56%. Use the drawdown chart below to compare losses from any high point for VICE and PXWIX.


Loading graphics...

Drawdown Indicators


VICEPXWIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.27%

-53.56%

+15.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-11.21%

-2.38%

Max Drawdown (5Y)

Largest decline over 5 years

-35.23%

-29.52%

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

Current Drawdown

Current decline from peak

-11.42%

-9.44%

-1.98%

Average Drawdown

Average peak-to-trough decline

-12.46%

-9.89%

-2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.00%

2.47%

+4.53%

Volatility

VICE vs. PXWIX - Volatility Comparison

AdvisorShares Vice ETF (VICE) and Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX) have volatilities of 4.53% and 4.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VICEPXWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

4.55%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

8.86%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.98%

16.26%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.94%

15.95%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.29%

16.92%

+2.37%