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Applied Finance Explorer Investor (AFDVX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US98147A2950
CUSIP
98147A295
Inception Date
Jun 11, 2015
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Applied Finance Explorer Investor

Often compared with AFDVX:
AFDVX vs. AFVLXMore AFDVX alternatives

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Applied Finance Explorer Investor, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Applied Finance Explorer Investor (AFDVX) has returned -0.48% so far this year and 14.21% over the past 12 months. Over the last decade, AFDVX has posted an annualized return of 12.19%, slightly higher than the S&P 500 Index benchmark’s 12.16%.


Applied Finance Explorer Investor

1D
-0.52%
1M
-5.25%
YTD
-0.48%
6M
-0.82%
1Y
14.21%
3Y*
12.71%
5Y*
8.27%
10Y*
12.19%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 4, 2016, AFDVX's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, your investment would double in approximately 5.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +16.4%, while the worst month was Mar 2020 at -24.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, AFDVX closed higher 50% of trading days. The best single day was Apr 6, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.26%1.72%-5.25%-0.48%
20253.77%-4.65%-4.04%-3.05%4.25%3.88%0.55%9.22%-0.13%-2.35%2.24%-0.18%8.96%
2024-1.97%2.86%3.61%-1.84%1.44%-2.13%10.97%-1.05%0.88%-1.96%8.06%-8.15%9.75%
20239.25%-1.64%-5.50%-1.35%-2.03%9.91%4.92%-2.00%-3.39%-4.84%7.61%11.36%22.19%
2022-6.62%2.06%1.80%-7.19%3.20%-12.18%11.64%-3.61%-10.36%10.65%5.16%-5.95%-13.84%
20214.83%8.38%6.40%2.44%3.90%-0.00%-1.90%2.00%0.22%4.69%1.49%4.72%43.58%

Benchmark Metrics

Applied Finance Explorer Investor has an annualized alpha of 0.37%, beta of 1.03, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

  • With beta of 1.03 and R² of 0.68, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.37%
Beta
1.03
0.68
Upside Capture
103.34%
Downside Capture
104.30%

Expense Ratio

AFDVX has a high expense ratio of 1.08%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

AFDVX ranks 27 for risk / return — below 27% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


AFDVX Risk / Return Rank: 2727
Overall Rank
AFDVX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
AFDVX Sortino Ratio Rank: 2525
Sortino Ratio Rank
AFDVX Omega Ratio Rank: 2323
Omega Ratio Rank
AFDVX Calmar Ratio Rank: 3131
Calmar Ratio Rank
AFDVX Martin Ratio Rank: 3232
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Applied Finance Explorer Investor (AFDVX) and compare them to a chosen benchmark (S&P 500 Index).


AFDVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.90

-0.25

Sortino ratio

Return per unit of downside risk

1.03

1.39

-0.36

Omega ratio

Gain probability vs. loss probability

1.14

1.21

-0.07

Calmar ratio

Return relative to maximum drawdown

0.91

1.40

-0.49

Martin ratio

Return relative to average drawdown

3.57

6.61

-3.03

Explore AFDVX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Applied Finance Explorer Investor provided a 2.91% dividend yield over the last twelve months, with an annual payout of $0.67 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.67$0.67$0.54$0.16$0.29$0.13$0.02$0.05$0.98$0.23

Dividend yield

2.91%2.90%2.49%0.77%1.73%0.67%0.15%0.46%10.44%1.96%

Monthly Dividends

The table displays the monthly dividend distributions for Applied Finance Explorer Investor. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.67$0.67
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Applied Finance Explorer Investor. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Applied Finance Explorer Investor was 42.97%, occurring on Apr 3, 2020. Recovery took 130 trading sessions.

The current Applied Finance Explorer Investor drawdown is 6.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.97%Sep 4, 2018399Apr 3, 2020130Oct 8, 2020529
-23.38%Nov 26, 202488Apr 8, 2025102Sep 4, 2025190
-23.12%Nov 16, 2021216Sep 26, 2022307Dec 14, 2023523
-12.07%Jan 5, 201627Feb 11, 201624Mar 17, 201651
-10.52%Jan 29, 20189Feb 8, 201881Jun 6, 201890

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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