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AQEIX vs. AVEGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AQEIXAVEGX
YTD Return12.91%9.35%
1Y Return16.64%16.98%
3Y Return (Ann)4.82%0.54%
5Y Return (Ann)11.62%8.44%
10Y Return (Ann)9.66%10.90%
Sharpe Ratio1.571.29
Daily Std Dev11.12%13.47%
Max Drawdown-55.55%-48.28%
Current Drawdown-0.74%-1.49%

Correlation

-0.50.00.51.00.9

The correlation between AQEIX and AVEGX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

AQEIX vs. AVEGX - Performance Comparison

In the year-to-date period, AQEIX achieves a 12.91% return, which is significantly higher than AVEGX's 9.35% return. Over the past 10 years, AQEIX has underperformed AVEGX with an annualized return of 9.66%, while AVEGX has yielded a comparatively higher 10.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


700.00%750.00%800.00%850.00%FebruaryMarchAprilMayJuneJuly
840.08%
795.27%
AQEIX
AVEGX

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LKCM Aquinas Catholic Equity Fund

Ave Maria Growth Fund

AQEIX vs. AVEGX - Expense Ratio Comparison

AQEIX has a 1.00% expense ratio, which is higher than AVEGX's 0.90% expense ratio.


AQEIX
LKCM Aquinas Catholic Equity Fund
Expense ratio chart for AQEIX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for AVEGX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Risk-Adjusted Performance

AQEIX vs. AVEGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LKCM Aquinas Catholic Equity Fund (AQEIX) and Ave Maria Growth Fund (AVEGX). 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.


AQEIX
Sharpe ratio
The chart of Sharpe ratio for AQEIX, currently valued at 1.57, compared to the broader market-1.000.001.002.003.004.005.001.57
Sortino ratio
The chart of Sortino ratio for AQEIX, currently valued at 2.23, compared to the broader market0.005.0010.002.23
Omega ratio
The chart of Omega ratio for AQEIX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for AQEIX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.000.90
Martin ratio
The chart of Martin ratio for AQEIX, currently valued at 5.25, compared to the broader market0.0020.0040.0060.0080.00100.005.25
AVEGX
Sharpe ratio
The chart of Sharpe ratio for AVEGX, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.005.001.29
Sortino ratio
The chart of Sortino ratio for AVEGX, currently valued at 1.87, compared to the broader market0.005.0010.001.87
Omega ratio
The chart of Omega ratio for AVEGX, currently valued at 1.22, compared to the broader market1.002.003.004.001.22
Calmar ratio
The chart of Calmar ratio for AVEGX, currently valued at 0.72, compared to the broader market0.005.0010.0015.0020.000.72
Martin ratio
The chart of Martin ratio for AVEGX, currently valued at 4.67, compared to the broader market0.0020.0040.0060.0080.00100.004.67

AQEIX vs. AVEGX - Sharpe Ratio Comparison

The current AQEIX Sharpe Ratio is 1.57, which roughly equals the AVEGX Sharpe Ratio of 1.29. The chart below compares the 12-month rolling Sharpe Ratio of AQEIX and AVEGX.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50FebruaryMarchAprilMayJuneJuly
1.57
1.29
AQEIX
AVEGX

Dividends

AQEIX vs. AVEGX - Dividend Comparison

AQEIX's dividend yield for the trailing twelve months is around 2.33%, less than AVEGX's 2.37% yield.


TTM20232022202120202019201820172016201520142013
AQEIX
LKCM Aquinas Catholic Equity Fund
2.33%2.63%6.05%12.61%6.73%11.49%23.36%8.24%7.92%7.69%9.67%5.28%
AVEGX
Ave Maria Growth Fund
2.37%2.59%0.30%0.00%5.26%1.70%7.22%9.37%6.08%9.89%15.06%3.26%

Drawdowns

AQEIX vs. AVEGX - Drawdown Comparison

The maximum AQEIX drawdown since its inception was -55.55%, which is greater than AVEGX's maximum drawdown of -48.28%. Use the drawdown chart below to compare losses from any high point for AQEIX and AVEGX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.74%
-1.49%
AQEIX
AVEGX

Volatility

AQEIX vs. AVEGX - Volatility Comparison

The current volatility for LKCM Aquinas Catholic Equity Fund (AQEIX) is 2.18%, while Ave Maria Growth Fund (AVEGX) has a volatility of 3.32%. This indicates that AQEIX experiences smaller price fluctuations and is considered to be less risky than AVEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%FebruaryMarchAprilMayJuneJuly
2.18%
3.32%
AQEIX
AVEGX