Find A Portfolio/Ticker
Comparison Box
PGRNX: PAX GLOBAL ENVIRONMENTAL MARKETS FUND INDIVIDUAL INVESTOR CLASS (MUTUAL FUND)
Basic Info 24 0.21(0.88%) May 09
Asset Class: | WORLD STOCK |
MyPlanIQ Rating: | (14%) |
Start Date: | 03/31/2008 |
Last Dividend Date: | 06/22/2023 |
12-Mo. Yield | 0.68% |
Expenses | 0.91% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 05/03/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 03/31/2008 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 4.3 | 6.8 | 16.1 | 1.7 | 10.4 | 8.2 | 10.0 | 7.1 | 16.5 | -22.6 | 22.0 | 25.7 | 27.7 | -14.3 | 26.4 | 10.6 | -1.4 | -2.8 | 32.0 | 19.3 | -10.4 | 11.6 | 37.5 | -35.8 |
Sharpe Ratio | NA | 0.58 | 0.63 | -0.07 | 0.36 | 0.38 | NA | 0.3 | 0.85 | -0.92 | 1.66 | 0.8 | 2.06 | -1.05 | 3.44 | 0.66 | -0.1 | -0.24 | 2.54 | 1.19 | -0.39 | 0.6 | 1.41 | -1.1 |
Draw Down(%) | NA | 7.0 | 16.1 | 33.6 | 33.6 | 33.6 | NA | 52.5 | 16.1 | 33.6 | 9.0 | 33.2 | 8.5 | 22.5 | 2.3 | 12.3 | 16.8 | 13.2 | 7.2 | 13.6 | 26.5 | 15.0 | 24.2 | 52.5 |
Standard Deviation(%) | NA | 13.2 | 13.5 | 18.8 | 21.2 | 17.7 | NA | 20.4 | 14.6 | 26.1 | 13.2 | 31.6 | 12.8 | 14.8 | 7.5 | 15.8 | 15.2 | 11.5 | 12.6 | 16.3 | 27.0 | 19.2 | 26.6 | 40.8 |
Treynor Ratio | NA | 0.07 | 0.09 | -0.01 | 0.07 | 0.07 | NA | 0.07 | 0.12 | -0.21 | 0.27 | 0.25 | 0.23 | -0.16 | 0.3 | 0.12 | -0.02 | -0.03 | 0.34 | 0.2 | -0.1 | 0.14 | 0.43 | -0.54 |
Alpha | NA | -0.01 | 0.0 | 0.0 | 0.01 | 0.01 | NA | 0.01 | 0.0 | -0.02 | 0.05 | 0.05 | 0.01 | 0.0 | 0.01 | 0.02 | 0.01 | 0.01 | 0.06 | 0.01 | 0.02 | 0.01 | 0.02 | -0.03 |
Beta | NA | 1.05 | 0.99 | 1.07 | 1.05 | 1.01 | NA | 0.93 | 1.01 | 1.16 | 0.82 | 1.03 | 1.12 | 0.99 | 0.86 | 0.88 | 0.94 | 0.95 | 0.95 | 0.97 | 1.0 | 0.85 | 0.87 | 0.82 |
RSquared | NA | 0.74 | 0.73 | 0.75 | 0.82 | 0.82 | NA | 0.87 | 0.71 | 0.81 | 0.6 | 0.91 | 0.84 | 0.82 | 0.66 | 0.86 | 0.88 | 0.78 | 0.85 | 0.9 | 0.93 | 0.89 | 0.92 | 0.94 |
Yield(%) | N/A | 0.0 | 0.7 | 1.0 | 1.2 | 1.9 | 2.9 | N/A | 0.7 | 0.4 | 2.3 | 0.5 | 0.8 | 3.3 | 3.9 | 0.5 | 0.9 | 1.7 | 2.3 | 1.7 | 2.2 | 0.7 | 1.2 | 0.3 |
Dividend Growth(%) | N/A | -100.0 | 40.7 | -0.3 | -36.6 | N/A | N/A | N/A | 40.0 | -79.2 | 433.3 | -10.0 | -81.1 | 1.9 | 766.7 | -45.5 | -47.6 | -8.7 | 53.3 | -28.6 | 250.0 | -25.0 | 166.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/31/2008
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See WORLD STOCK Asset Class Trend Rankings |
Top Rated Funds in WORLD STOCK
Best Mutual Funds
- TAVFX (THIRD AVENUE VALUE FUND INSTITUTIONAL CLASS) (100%)
- VHGEX (VANGUARD GLOBAL EQUITY FUND INVESTOR SHARES) (100%)
- FWWFX (FIDELITY WORLDWIDE FUND FIDELITY WORLDWIDE FUND) (99%)
- JAWWX (JANUS GLOBAL RESEARCH FUND CLASS T) (99%)
- TWEBX (TWEEDY BROWNE VALUE FUND TWEEDY BROWNE VALUE FUND) (95%)
- WWNPX (KINETICS PARADIGM FUND NO LOAD CLASS) (95%)
- GWOAX (GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) (95%)
- GMGEX (GMO GLOBAL EQUITY ALLOCATION FUND CLASS III) (94%)
- MDISX (FRANKLIN MUTUAL GLOBAL DISCOVERY FUND CLASS Z) (94%)
- CSUIX (COHEN & STEERS GLOBAL INFRASTRUCTURE FUND INC. CLASS I) (94%)
Best ETFs
- DGT (SPDR® Global Dow ETF) (100%)
- TOK (iShares MSCI Kokusai ETF) (96%)
- ACWI (iShares MSCI ACWI ETF) (96%)
- DEW (WisdomTree Global High Dividend Fund) (96%)
- FGD (First Trust Dow Jones Global Select Dividend Index Fund) (96%)
- IOO (iShares Global 100 ETF) (95%)
- VT (Vanguard Total World Stock Index Fund ETF Shares) (95%)
- SDIV (Global X SuperDividend ETF) (33%)
- URTH (iShares MSCI World ETF) (33%)
- ACWV (iShares MSCI Global Min Vol Factor ETF) (32%)
Best Closed End Funds
- AGD (Aberdeen Global Dynamic Dividend Fund) (99%)
- BOE (BlackRock Global Opportunities Equity Trust) (99%)
- GLQ (Clough Global EF) (99%)
- ETG (Eaton Vance Tax Advantaged Global Dividend Income Closed Fund) (98%)
- ETO (Eaton Vance Tax Advantaged Global Dividend Opportunities Closed Fund) (98%)
- ETW (Eaton Vance Tax Managed Global Buy Write Opportunities Closed Fund) (98%)
- EXG (Eaton Vance Tax-Managed Global Diversified Equity Income Closed Fund) (98%)
- EOD (Allspring Global Dividend Opportunity Fund) (98%)
- IGA (Voya Global Advantage & Premium Opportunity Fund) (97%)
- IGD (Voya Global Equity Dividend & Premium Opportunity Closed Fund) (97%)