- ISIN
- US98148J1960
- CUSIP
- 98148J196
- Issuer
- Applied Finance
- Inception Date
- Feb 1, 2017
- Category
- Large Cap Value Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
AFVLX Performance Chart
Applied Finance Select Fund (AFVLX) is up 10.7% since the beginning of the year. AFVLX is currently trading at $26 per share. Investors who bought $1,000 worth of AFVLX shares 5 years ago would now be looking at an investment worth $1,611.
Loading charts...
Returns By Period
Applied Finance Select Fund (AFVLX) has returned 10.71% so far this year and 22.71% over the past 12 months.
Applied Finance Select Fund
- 1D
- 0.70%
- 1M
- 2.50%
- YTD
- 10.71%
- 6M
- 9.63%
- 1Y
- 22.71%
- 3Y*
- 13.97%
- 5Y*
- 10.01%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.15%
- 1Y
- 24.03%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
AFVLX Monthly Returns History
Based on dividend-adjusted daily data since Sep 3, 2019, AFVLX's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +14.2%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AFVLX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +11.0%, while the worst single day was Mar 16, 2020 at -12.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.97% | 0.67% | -4.67% | 7.88% | 4.26% | 0.58% | 10.71% | ||||||
| 2025 | 4.72% | -1.07% | -4.60% | -3.17% | 4.59% | 5.32% | 0.31% | 2.74% | 2.97% | -0.08% | 1.46% | -0.25% | 13.12% |
| 2024 | 0.53% | 4.26% | 3.72% | -4.47% | 1.44% | -0.27% | 2.89% | 0.98% | 1.46% | -3.04% | 5.52% | -5.50% | 7.06% |
| 2023 | 5.51% | -2.21% | 0.66% | 0.11% | -2.19% | 7.21% | 4.59% | -2.69% | -4.15% | -2.67% | 8.67% | 6.16% | 19.43% |
| 2022 | -3.06% | -3.05% | 3.09% | -4.71% | 1.36% | -9.21% | 6.14% | -2.72% | -7.66% | 9.65% | 5.53% | -4.92% | -10.88% |
| 2021 | -0.63% | 6.24% | 5.64% | 4.16% | 0.92% | -0.27% | 1.34% | 2.27% | -3.21% | 4.06% | -1.85% | 6.62% | 27.73% |
Benchmark Metrics
Applied Finance Select Fund has an annualized alpha of -0.36%, beta of 0.94, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since September 03, 2019.
- This fund participated in 96.40% of S&P 500 Index downside but only 91.73% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.94 and R2 of 0.88, 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
- -0.36%
- Beta
- 0.94
- R²
- 0.88
- Upside Capture
- 91.73%
- Downside Capture
- 96.40%
Expense Ratio
AFVLX has a high expense ratio of 1.48%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
AFVLX ranks 46 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Applied Finance Select Fund (AFVLX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AFVLX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.78 | -0.09 |
| Martin ratioReturn relative to average drawdown | 10.07 | 12.44 | -2.37 |
Dividends
Dividend History
Applied Finance Select Fund provided a 3.38% dividend yield over the last twelve months, with an annual payout of $0.87 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.87 | $0.87 | $0.81 | $0.25 | $0.18 | $0.42 | $0.17 | $0.10 |
Dividend yield | 3.38% | 3.74% | 3.80% | 1.18% | 1.02% | 2.11% | 1.09% | 0.68% |
Monthly Dividends
The table displays the monthly dividend distributions for Applied Finance Select Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $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 | $0.87 | $0.87 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.81 | $0.81 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Applied Finance Select Fund. 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 Select Fund was 36.29%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current Applied Finance Select Fund drawdown is 1.15%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.29%Mar 2020 | 1mo 2d | 5mo 8d | 6mo 10dFeb 2020 - Aug 2020 |
Bear market2022 | -20.12%Sep 2022 | 8mo 28d | 10mo 4d | 1y 6moJan 2022 - Jul 2023 |
2025 selloff2025 | -17.74%Apr 2025 | 4mo 12d | 2mo 24d | 7mo 6dNov 2024 - Jul 2025 |
2023 correction2023 | -11.01%Oct 2023 | 2mo 27d | 1mo 15d | 4mo 12dAug 2023 - Dec 2023 |
2026 pullback2026 | -8.42%Mar 2026 | 1mo 18d | 18d | 2mo 6dFeb 2026 - Apr 2026 |
Drawdown Indicators
| AFVLX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.29% | -56.78% | +20.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.42% | -9.10% | +0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -17.74% | -18.90% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -20.12% | -25.43% | +5.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.15% | -1.80% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -10.71% | +5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.03% | +0.21% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with AFVLX
Add Applied Finance Select Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with AFVLX