VICEX vs. PXWIX
Compare and contrast key facts about USA Mutuals Vice Fund (VICEX) and Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX).
VICEX is managed by USA Mutuals. It was launched on Aug 29, 2002. PXWIX is managed by Pax World Funds.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VICEX or PXWIX.
Key characteristics
| VICEX | PXWIX | |
|---|---|---|
| YTD Return | 5.72% | 12.60% |
| 1Y Return | 0.31% | 21.10% |
| 3Y Return (Ann) | -8.41% | 0.86% |
| 5Y Return (Ann) | -6.07% | 7.49% |
| 10Y Return (Ann) | -2.33% | 6.34% |
| Sharpe Ratio | 0.02 | 1.96 |
| Sortino Ratio | 0.11 | 2.68 |
| Omega Ratio | 1.02 | 1.36 |
| Calmar Ratio | 0.01 | 1.37 |
| Martin Ratio | 0.05 | 10.87 |
| Ulcer Index | 4.83% | 1.96% |
| Daily Std Dev | 13.71% | 10.89% |
| Max Drawdown | -56.25% | -58.61% |
| Current Drawdown | -33.75% | -1.07% |
Correlation
The correlation between VICEX and PXWIX is 0.77, 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.
Performance
VICEX vs. PXWIX - Performance Comparison
In the year-to-date period, VICEX achieves a 5.72% return, which is significantly lower than PXWIX's 12.60% return. Over the past 10 years, VICEX has underperformed PXWIX with an annualized return of -2.33%, while PXWIX has yielded a comparatively higher 6.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VICEX vs. PXWIX - Expense Ratio Comparison
VICEX has a 1.59% expense ratio, which is higher than PXWIX's 0.51% expense ratio.
Risk-Adjusted Performance
VICEX vs. PXWIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USA Mutuals Vice Fund (VICEX) 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.
Dividends
VICEX vs. PXWIX - Dividend Comparison
VICEX's dividend yield for the trailing twelve months is around 1.45%, less than PXWIX's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VICEX USA Mutuals Vice Fund | 1.45% | 1.53% | 0.53% | 0.00% | 0.00% | 1.04% | 0.69% | 0.96% | 1.63% | 1.21% | 1.38% | 1.07% |
PXWIX Pax Ellevate Global Women’s Leadership Fund Institutional Class | 1.89% | 1.69% | 1.00% | 1.44% | 1.25% | 1.85% | 2.25% | 1.68% | 2.04% | 1.87% | 2.47% | 0.98% |
Drawdowns
VICEX vs. PXWIX - Drawdown Comparison
The maximum VICEX drawdown since its inception was -56.25%, roughly equal to the maximum PXWIX drawdown of -58.61%. Use the drawdown chart below to compare losses from any high point for VICEX and PXWIX. For additional features, visit the drawdowns tool.
Volatility
VICEX vs. PXWIX - Volatility Comparison
USA Mutuals Vice Fund (VICEX) has a higher volatility of 4.03% compared to Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX) at 3.26%. This indicates that VICEX's price experiences larger fluctuations and is considered to be riskier than PXWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.