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ARFFX vs. MVEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARFFX vs. MVEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ariel Focus Fund (ARFFX) and Monteagle Select Value Fund (MVEIX). The values are adjusted to include any dividend payments, if applicable.

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ARFFX vs. MVEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARFFX
Ariel Focus Fund
5.40%21.00%13.39%6.98%-9.12%21.14%6.90%25.62%-13.23%15.01%
MVEIX
Monteagle Select Value Fund
-0.87%14.79%7.97%6.60%-11.14%40.11%4.89%28.29%-16.96%11.14%

Returns By Period

In the year-to-date period, ARFFX achieves a 5.40% return, which is significantly higher than MVEIX's -0.87% return. Over the past 10 years, ARFFX has outperformed MVEIX with an annualized return of 10.52%, while MVEIX has yielded a comparatively lower 8.92% annualized return.


ARFFX

1D
-0.49%
1M
-6.62%
YTD
5.40%
6M
4.90%
1Y
32.69%
3Y*
15.52%
5Y*
7.90%
10Y*
10.52%

MVEIX

1D
-0.35%
1M
-8.33%
YTD
-0.87%
6M
2.24%
1Y
14.17%
3Y*
9.93%
5Y*
6.02%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARFFX vs. MVEIX - Expense Ratio Comparison

ARFFX has a 1.00% expense ratio, which is lower than MVEIX's 1.45% expense ratio.


Return for Risk

ARFFX vs. MVEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARFFX
ARFFX Risk / Return Rank: 8686
Overall Rank
ARFFX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ARFFX Sortino Ratio Rank: 8787
Sortino Ratio Rank
ARFFX Omega Ratio Rank: 8686
Omega Ratio Rank
ARFFX Calmar Ratio Rank: 8686
Calmar Ratio Rank
ARFFX Martin Ratio Rank: 8484
Martin Ratio Rank

MVEIX
MVEIX Risk / Return Rank: 4343
Overall Rank
MVEIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MVEIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
MVEIX Omega Ratio Rank: 3737
Omega Ratio Rank
MVEIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
MVEIX Martin Ratio Rank: 4545
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.

ARFFX vs. MVEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ariel Focus Fund (ARFFX) and Monteagle Select Value Fund (MVEIX). 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.


ARFFXMVEIXDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.86

+0.88

Sortino ratio

Return per unit of downside risk

2.38

1.34

+1.04

Omega ratio

Gain probability vs. loss probability

1.36

1.17

+0.19

Calmar ratio

Return relative to maximum drawdown

2.18

1.14

+1.04

Martin ratio

Return relative to average drawdown

8.48

4.53

+3.94

ARFFX vs. MVEIX - Sharpe Ratio Comparison

The current ARFFX Sharpe Ratio is 1.74, which is higher than the MVEIX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ARFFX and MVEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARFFXMVEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.86

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.00

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.01

+0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.01

+0.34

Correlation

The correlation between ARFFX and MVEIX is 0.87, 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.


Dividends

ARFFX vs. MVEIX - Dividend Comparison

ARFFX's dividend yield for the trailing twelve months is around 12.03%, more than MVEIX's 4.65% yield.


TTM20252024202320222021202020192018201720162015
ARFFX
Ariel Focus Fund
12.03%12.68%2.27%3.33%8.30%3.30%2.41%1.03%7.61%5.76%1.04%13.91%
MVEIX
Monteagle Select Value Fund
4.65%4.83%7.76%0.53%4.32%14.24%36.67%3.44%12.07%5.70%2.71%40.45%

Drawdowns

ARFFX vs. MVEIX - Drawdown Comparison

The maximum ARFFX drawdown since its inception was -57.66%, smaller than the maximum MVEIX drawdown of -97.43%. Use the drawdown chart below to compare losses from any high point for ARFFX and MVEIX.


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Drawdown Indicators


ARFFXMVEIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.66%

-97.43%

+39.77%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

-11.84%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-97.43%

+72.93%

Max Drawdown (10Y)

Largest decline over 10 years

-43.22%

-97.43%

+54.21%

Current Drawdown

Current decline from peak

-6.95%

-96.70%

+89.75%

Average Drawdown

Average peak-to-trough decline

-9.50%

-14.78%

+5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

2.98%

+0.67%

Volatility

ARFFX vs. MVEIX - Volatility Comparison

Ariel Focus Fund (ARFFX) has a higher volatility of 3.91% compared to Monteagle Select Value Fund (MVEIX) at 3.20%. This indicates that ARFFX's price experiences larger fluctuations and is considered to be riskier than MVEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARFFXMVEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

3.20%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

9.14%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.23%

17.45%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

1,967.04%

-1,948.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

1,391.05%

-1,371.17%