ADEIX vs. AUXFX

Last updated Aug 1, 2026

ADEIX (Ancora Dividend Value Equity Fund) and AUXFX (Auxier Focus Fund) are both Large Cap Value Equities funds. Over the past 5 years, ADEIX returned 7.50%/yr vs 9.40%/yr for AUXFX. Their correlation of 0.87 means they have usually moved in the same direction. ADEIX charges 1.21%/yr vs 0.92%/yr for AUXFX.

Performance

ADEIX vs. AUXFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ancora Dividend Value Equity Fund (ADEIX) and Auxier Focus Fund (AUXFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ADEIX achieves a 6.06% return, which is significantly lower than AUXFX's 11.54% return.

ADEIX

• 1D: 0.71%
• 1M: 2.17%
• 6M: 5.76%
• YTD: 6.06%
• 1Y: 10.25%
• 3Y*: 10.33%
• 5Y*: 7.50%
• 10Y*: —
• ALL TIME*: 10.59%

AUXFX

• 1D: 0.00%
• 1M: -0.14%
• 6M: 9.31%
• YTD: 11.54%
• 1Y: 21.19%
• 3Y*: 13.50%
• 5Y*: 9.40%
• 10Y*: 10.25%
• ALL TIME*: 7.99%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ADEIX Ancora Dividend Value Equity Fund	$0.00	$0.00	$0.00
AUXFX Auxier Focus Fund	$0.00	$0.00	$0.00

ADEIX vs. AUXFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ADEIX Ancora Dividend Value Equity Fund	6.06%	7.64%	12.59%	13.93%	-11.41%	27.35%	8.93%	14.82%
AUXFX Auxier Focus Fund	11.54%	15.23%	11.31%	9.76%	-4.52%	20.03%	6.04%	11.44%

Correlation

The correlation between ADEIX and AUXFX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.66
Correlation (3Y) Balances recent behavior with more history.	0.74
Correlation (5Y) Shows whether the relationship held over a longer period.	0.84
Correlation (All Time) Calculated using the full available price history since May 15, 2019	0.87

Over the past year, the correlation between ADEIX and AUXFX has dropped to 0.66 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

Return for Risk

ADEIX vs. AUXFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ADEIX

ADEIX Risk / Return Rank: 22
ADEIX Sharpe Ratio Rank: 21
ADEIX Sortino Ratio Rank: 21
ADEIX Omega Ratio Rank: 21
ADEIX Calmar Ratio Rank: 22
ADEIX Martin Ratio Rank: 25

AUXFX

AUXFX Risk / Return Rank: 89
AUXFX Sharpe Ratio Rank: 89
AUXFX Sortino Ratio Rank: 89
AUXFX Omega Ratio Rank: 84
AUXFX Calmar Ratio Rank: 92
AUXFX Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ADEIX vs. AUXFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ancora Dividend Value Equity Fund (ADEIX) and Auxier Focus Fund (AUXFX). 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.

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.

	ADEIX	AUXFX	Difference
Sharpe ratio: Return per unit of total volatility	0.75	2.24	-1.48
Sortino ratio: Return per unit of downside risk	1.15	3.29	-2.15
Omega ratio: Gain probability vs. loss probability	1.14	1.41	-0.27
Calmar ratio: Return relative to maximum drawdown	1.05	3.65	-2.61
Martin ratio: Return relative to average drawdown	3.47	12.93	-9.46

ADEIX vs. AUXFX - Sharpe Ratio Comparison

The current ADEIX Sharpe Ratio is 0.75, which is lower than the AUXFX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of ADEIX and AUXFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ADEIX vs. AUXFX - Drawdown Comparison

The maximum ADEIX drawdown since its inception was -94.85%, which is greater than AUXFX's maximum drawdown of -39.82%. Use the drawdown chart below to compare losses from any high point for ADEIX and AUXFX.

Drawdown Indicators

	ADEIX	AUXFX	Difference
Max Drawdown Largest peak-to-trough decline	-94.85%	-39.82%	-55.03%
Max Drawdown (1Y) Largest decline over 1 year	-8.03%	-5.42%	-2.61%
Max Drawdown (3Y) Largest decline over 3 years	-94.85%	-9.30%	-85.55%
Max Drawdown (5Y) Largest decline over 5 years	-94.85%	-15.73%	-79.12%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.69%	—
Current Drawdown Current decline from peak	-93.26%	-0.50%	-92.76%
Average Drawdown Average peak-to-trough decline	-24.04%	-4.40%	-19.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	1.53%	+0.89%

Volatility

ADEIX vs. AUXFX - Volatility Comparison

Ancora Dividend Value Equity Fund (ADEIX) has a higher volatility of 3.38% compared to Auxier Focus Fund (AUXFX) at 2.69%. This indicates that ADEIX's price experiences larger fluctuations and is considered to be riskier than AUXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADEIX	AUXFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.38%	2.69%	+0.69%
Volatility (6M) Calculated over the trailing 6-month period	8.36%	6.68%	+1.68%
Volatility (1Y) Calculated over the trailing 1-year period	11.15%	8.86%	+2.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	698.70%	12.15%	+686.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	581.61%	15.14%	+566.47%

ADEIX vs. AUXFX - Expense Ratio Comparison

ADEIX has a 1.21% expense ratio, which is higher than AUXFX's 0.92% expense ratio.

Dividends

ADEIX vs. AUXFX - Dividend Comparison

ADEIX's dividend yield for the trailing twelve months is around 3.19%, more than AUXFX's 2.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADEIX Ancora Dividend Value Equity Fund	3.19%	3.38%	0.54%	1.30%	1.43%	1.06%	1.23%	0.79%	0.00%	0.00%	0.00%	0.00%
AUXFX Auxier Focus Fund	2.54%	2.84%	3.41%	4.38%	3.02%	2.49%	2.36%	6.03%	6.82%	5.52%	2.77%	5.76%

Frequently Asked Questions

Can I hold both ADEIX and AUXFX in my portfolio?

ADEIX and AUXFX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ADEIX or AUXFX?

ADEIX has higher volatility (3.38%) compared to AUXFX (2.69%). In terms of maximum drawdown, ADEIX dropped -94.85% vs AUXFX's -39.82%.

Which has better risk-adjusted returns?

AUXFX currently has the higher Sharpe Ratio (2.24 vs 0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.