AVEDX vs. CVX
AVEDX (Ave Maria Rising Dividend Fund) is Large Cap Blend Equities fund managed by Ave Maria, while CVX (Chevron Corporation) is a stock. Over the past 10 years, AVEDX returned 10.75%/yr vs 11.68%/yr for CVX. Their 0.57 correlation means they have sometimes moved together and sometimes differently.
Performance
AVEDX vs. CVX - Performance Comparison
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Returns By Period
In the year-to-date period, AVEDX achieves a 3.83% return, which is significantly lower than CVX's 31.60% return. Over the past 10 years, AVEDX has underperformed CVX with an annualized return of 10.75%, while CVX has yielded a comparatively higher 11.68% annualized return.
AVEDX
- 1D
- -0.72%
- 1M
- 0.82%
- 6M
- -0.92%
- YTD
- 3.83%
- 1Y
- 1.41%
- 3Y*
- 7.44%
- 5Y*
- 8.53%
- 10Y*
- 10.75%
- ALL TIME*
- 9.77%
CVX
- 1D
- 2.35%
- 1M
- 16.33%
- 6M
- 13.38%
- YTD
- 31.60%
- 1Y
- 35.45%
- 3Y*
- 11.23%
- 5Y*
- 18.87%
- 10Y*
- 11.68%
- ALL TIME*
- 10.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.44B | $1.41B | $1.67B |
AVEDX vs. CVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVEDX Ave Maria Rising Dividend Fund | 3.83% | -0.43% | 14.36% | 26.37% | -5.18% | 25.31% | 6.46% | 27.56% | -4.83% | 16.84% |
CVX Chevron Corporation | 31.60% | 10.10% | 1.29% | -13.63% | 58.46% | 46.24% | -25.95% | 15.27% | -9.75% | 10.59% |
Correlation
The correlation between AVEDX and CVX is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.49 |
Correlation (All Time) Calculated using the full available price history since May 3, 2005 | 0.57 |
Over the past year, the correlation between AVEDX and CVX has dropped to 0.06 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
AVEDX vs. CVX — Risk / Return Rank
AVEDX
CVX
AVEDX vs. CVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ave Maria Rising Dividend Fund (AVEDX) and Chevron Corporation (CVX). 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.
| AVEDX | CVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.27 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.70 | -1.75 |
| Martin ratioReturn relative to average drawdown | -0.10 | 4.61 | -4.71 |
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Drawdowns
AVEDX vs. CVX - Drawdown Comparison
The maximum AVEDX drawdown since its inception was -47.25%, smaller than the maximum CVX drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for AVEDX and CVX.
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Drawdown Indicators
| AVEDX | CVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.25% | -55.77% | +8.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.86% | -20.81% | +9.95% |
Max Drawdown (3Y)Largest decline over 3 years | -15.53% | -20.81% | +5.28% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -24.95% | +8.10% |
Max Drawdown (10Y)Largest decline over 10 years | -38.91% | -55.77% | +16.86% |
Current DrawdownCurrent decline from peak | -5.88% | -5.93% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -11.40% | +5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 7.66% | -2.10% |
Volatility
AVEDX vs. CVX - Volatility Comparison
The current volatility for Ave Maria Rising Dividend Fund (AVEDX) is 3.71%, while Chevron Corporation (CVX) has a volatility of 6.84%. This indicates that AVEDX experiences smaller price fluctuations and is considered to be less risky than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVEDX | CVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 6.84% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 18.21% | -9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 22.82% | -10.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | 25.15% | -8.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 29.24% | -11.27% |
Dividends
AVEDX vs. CVX - Dividend Comparison
AVEDX's dividend yield for the trailing twelve months is around 5.38%, more than CVX's 3.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVEDX Ave Maria Rising Dividend Fund | 5.38% | 5.49% | 6.43% | 12.61% | 7.94% | 10.53% | 2.60% | 8.03% | 10.88% | 6.32% | 6.95% | 7.11% |
CVX Chevron Corporation | 3.55% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
Frequently Asked Questions
AVEDX and CVX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVX has higher volatility (6.84%) compared to AVEDX (3.71%). In terms of maximum drawdown, AVEDX dropped -47.25% vs CVX's -55.77%.
CVX currently has the higher Sharpe Ratio (1.55 vs -0.05), 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.
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