VLLU vs. PRXV

Last updated Jun 3, 2026

VLLU (Harbor AlphaEdge Large Cap Value ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. VLLU is passively managed, while PRXV is actively managed. Their correlation of 0.83 suggests significant overlap in exposure. VLLU charges 0.25%/yr vs 0.36%/yr for PRXV.

Performance

VLLU vs. PRXV - Performance Comparison

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

Returns By Period

VLLU

• 1D: 0.59%
• 1M: 5.60%
• YTD: 11.14%
• 6M: 14.80%
• 1Y: 26.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRXV

• 1D: 0.86%
• 1M: 3.47%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VLLU vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
VLLU Harbor AlphaEdge Large Cap Value ETF	6.16%
PRXV Praxis Impact Large Cap Value ETF	4.54%

Correlation

The correlation between VLLU and PRXV is 0.83, 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	0.83

Return for Risk

VLLU vs. PRXV — Risk / Return Rank

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

VLLU

VLLU Risk / Return Rank: 74
VLLU Sharpe Ratio Rank: 71
VLLU Sortino Ratio Rank: 76
VLLU Omega Ratio Rank: 68
VLLU Calmar Ratio Rank: 80
VLLU Martin Ratio Rank: 78

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.

VLLU vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor AlphaEdge Large Cap Value ETF (VLLU) 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.

	VLLU	PRXV	Difference
Sharpe ratio Return per unit of total volatility	2.39	—	—
Sortino ratio Return per unit of downside risk	3.48	—	—
Omega ratio Gain probability vs. loss probability	1.42	—	—
Calmar ratio Return relative to maximum drawdown	4.20	—	—
Martin ratio Return relative to average drawdown	15.41	—	—
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

	VLLU	PRXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.24	4.69	-3.45

Drawdowns

VLLU vs. PRXV - Drawdown Comparison

The maximum VLLU drawdown since its inception was -16.62%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for VLLU and PRXV.

Drawdown Indicators

	VLLU	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-16.62%	-1.18%	-15.44%
Max Drawdown (1Y) Largest decline over 1 year	-6.33%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.45%	-0.33%	-2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.73%	—	—

Volatility

Volatility by Period

	VLLU	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.66%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.21%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.01%	9.81%	+1.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.86%	9.81%	+5.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.86%	9.81%	+5.05%

VLLU vs. PRXV - Expense Ratio Comparison

VLLU has a 0.25% expense ratio, which is lower than PRXV's 0.36% expense ratio.

Dividends

VLLU vs. PRXV - Dividend Comparison

VLLU's dividend yield for the trailing twelve months is around 1.37%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025	2024
PRXV Praxis Impact Large Cap Value ETF	0.00%	0.00%	0.00%
VLLU Harbor AlphaEdge Large Cap Value ETF	1.37%	1.52%	0.90%

Frequently Asked Questions

Can I hold both VLLU and PRXV in my portfolio?

VLLU and PRXV have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VLLU or PRXV?

On fees, VLLU is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VLLU or PRXV?

VLLU is cheaper with a 0.25% expense ratio, compared with 0.36% for PRXV.

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

VLLU has the higher dividend yield at 1.37%, compared with 0.00% for PRXV.

What is the main difference between VLLU and PRXV?

They also come from different issuers: Harbor and Praxis. Their fees differ too: 0.25% for VLLU and 0.36% for PRXV.