AVEDX vs. DSFIX

Last updated Jun 24, 2026

AVEDX (Ave Maria Rising Dividend Fund) and DSFIX (DFA Social Fixed Income Portfolio) are both mutual funds - AVEDX is a Large Cap Blend Equities fund managed by Ave Maria Mutual Funds, while DSFIX is a Intermediate Core Bond fund managed by Dimensional. Over the past 5 years, AVEDX returned 7.82%/yr vs 0.30%/yr for DSFIX. At a correlation of -0.00, they often move in opposite directions. AVEDX charges 0.90%/yr vs 0.21%/yr for DSFIX.

Performance

AVEDX vs. DSFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ave Maria Rising Dividend Fund (AVEDX) and DFA Social Fixed Income Portfolio (DSFIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVEDX achieves a -1.40% return, which is significantly lower than DSFIX's 0.54% return.

AVEDX

• 1D: -0.80%
• 1M: 0.05%
• YTD: -1.40%
• 6M: -2.62%
• 1Y: -4.48%
• 3Y*: 11.60%
• 5Y*: 7.82%
• 10Y*: 10.82%

DSFIX

• 1D: -0.33%
• 1M: 0.62%
• YTD: 0.54%
• 6M: 0.65%
• 1Y: 4.29%
• 3Y*: 4.44%
• 5Y*: 0.30%
• 10Y*: —

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

AVEDX vs. DSFIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AVEDX Ave Maria Rising Dividend Fund	-1.40%	-0.43%	14.36%	26.37%	-5.18%	25.31%	6.46%	27.56%	-4.83%	16.84%
DSFIX DFA Social Fixed Income Portfolio	0.54%	6.80%	1.81%	7.18%	-13.07%	-2.19%	9.26%	9.83%	-0.32%	3.24%

Correlation

The correlation between AVEDX and DSFIX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	-0.00

The correlation between AVEDX and DSFIX shifts across timeframes, from -0.00 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

AVEDX vs. DSFIX — Risk / Return Rank

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

AVEDX

AVEDX Risk / Return Rank: 1
AVEDX Sharpe Ratio Rank: 2
AVEDX Sortino Ratio Rank: 2
AVEDX Omega Ratio Rank: 2
AVEDX Calmar Ratio Rank: 1
AVEDX Martin Ratio Rank: 1

DSFIX

DSFIX Risk / Return Rank: 21
DSFIX Sharpe Ratio Rank: 20
DSFIX Sortino Ratio Rank: 20
DSFIX Omega Ratio Rank: 19
DSFIX Calmar Ratio Rank: 25
DSFIX Martin Ratio Rank: 20

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.

AVEDX vs. DSFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ave Maria Rising Dividend Fund (AVEDX) and DFA Social Fixed Income Portfolio (DSFIX). 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	DSFIX	Difference
Sharpe ratio: Return per unit of total volatility	-0.30	1.17	-1.46
Sortino ratio: Return per unit of downside risk	-0.35	1.73	-2.08
Omega ratio: Gain probability vs. loss probability	0.96	1.21	-0.24
Calmar ratio: Return relative to maximum drawdown	-0.34	1.71	-2.05
Martin ratio: Return relative to average drawdown	-0.70	4.66	-5.35

AVEDX vs. DSFIX - Sharpe Ratio Comparison

The current AVEDX Sharpe Ratio is -0.30, which is lower than the DSFIX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of AVEDX and DSFIX, 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

AVEDX vs. DSFIX - Drawdown Comparison

The maximum AVEDX drawdown since its inception was -47.25%, which is greater than DSFIX's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for AVEDX and DSFIX.

Drawdown Indicators

	AVEDX	DSFIX	Difference
Max Drawdown Largest peak-to-trough decline	-47.25%	-18.94%	-28.31%
Max Drawdown (1Y) Largest decline over 1 year	-10.86%	-2.66%	-8.20%
Max Drawdown (3Y) Largest decline over 3 years	-15.53%	-4.70%	-10.83%
Max Drawdown (5Y) Largest decline over 5 years	-16.85%	-18.87%	+2.02%
Max Drawdown (10Y) Largest decline over 10 years	-38.91%	—	—
Current Drawdown Current decline from peak	-10.62%	-1.30%	-9.32%
Average Drawdown Average peak-to-trough decline	-5.83%	-4.64%	-1.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.26%	0.97%	+4.29%

Volatility

AVEDX vs. DSFIX - Volatility Comparison

Ave Maria Rising Dividend Fund (AVEDX) has a higher volatility of 3.46% compared to DFA Social Fixed Income Portfolio (DSFIX) at 1.10%. This indicates that AVEDX's price experiences larger fluctuations and is considered to be riskier than DSFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVEDX	DSFIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.46%	1.10%	+2.36%
Volatility (6M) Calculated over the trailing 6-month period	9.41%	2.78%	+6.63%
Volatility (1Y) Calculated over the trailing 1-year period	12.26%	3.92%	+8.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.49%	5.79%	+10.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.04%	4.95%	+13.09%

AVEDX vs. DSFIX - Expense Ratio Comparison

AVEDX has a 0.90% expense ratio, which is higher than DSFIX's 0.21% expense ratio.

Dividends

AVEDX vs. DSFIX - Dividend Comparison

AVEDX's dividend yield for the trailing twelve months is around 5.62%, more than DSFIX's 4.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVEDX Ave Maria Rising Dividend Fund	5.62%	5.49%	6.43%	12.61%	7.94%	10.53%	2.60%	8.03%	10.88%	6.32%	6.95%	7.11%
DSFIX DFA Social Fixed Income Portfolio	4.13%	3.61%	3.95%	3.28%	2.54%	2.70%	2.22%	2.58%	2.56%	1.87%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AVEDX and DSFIX in my portfolio?

AVEDX and DSFIX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVEDX or DSFIX?

AVEDX has higher volatility (3.46%) compared to DSFIX (1.10%). In terms of maximum drawdown, AVEDX dropped -47.25% vs DSFIX's -18.94%.

Which has better risk-adjusted returns?

DSFIX currently has the higher Sharpe Ratio (1.17 vs -0.30), 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.