PortfoliosLab logoPortfoliosLab logo
AVEDX vs. DVN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVEDX vs. DVN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ave Maria Rising Dividend Fund (AVEDX) and Devon Energy Corporation (DVN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AVEDX achieves a -0.61% return, which is significantly lower than DVN's 18.98% return. Over the past 10 years, AVEDX has outperformed DVN with an annualized return of 10.62%, while DVN has yielded a comparatively lower 5.59% annualized return.


AVEDX

1D
0.85%
1M
0.85%
YTD
-0.61%
6M
-2.10%
1Y
-2.88%
3Y*
11.21%
5Y*
8.43%
10Y*
10.62%

DVN

1D
2.21%
1M
-8.18%
YTD
18.98%
6M
19.63%
1Y
28.81%
3Y*
0.16%
5Y*
13.27%
10Y*
5.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVEDX vs. DVN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVEDX
Ave Maria Rising Dividend Fund
-0.61%-0.43%14.36%26.37%-5.18%25.31%6.46%27.56%-4.83%16.84%
DVN
Devon Energy Corporation
18.98%15.03%-25.21%-23.08%50.86%199.88%-35.34%16.81%-45.09%-8.74%

Correlation

The correlation between AVEDX and DVN is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since May 3, 2005

0.50

Over the past year, the correlation between AVEDX and DVN has dropped to 0.12 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AVEDX vs. DVN — Risk / Return Rank

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

AVEDX
AVEDX Risk / Return Rank: 22
Overall Rank
AVEDX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
AVEDX Sortino Ratio Rank: 22
Sortino Ratio Rank
AVEDX Omega Ratio Rank: 22
Omega Ratio Rank
AVEDX Calmar Ratio Rank: 22
Calmar Ratio Rank
AVEDX Martin Ratio Rank: 22
Martin Ratio Rank

DVN
DVN Risk / Return Rank: 6767
Overall Rank
DVN Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DVN Sortino Ratio Rank: 6363
Sortino Ratio Rank
DVN Omega Ratio Rank: 6161
Omega Ratio Rank
DVN Calmar Ratio Rank: 7070
Calmar Ratio Rank
DVN Martin Ratio Rank: 7373
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.

AVEDX vs. DVN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ave Maria Rising Dividend Fund (AVEDX) and Devon Energy Corporation (DVN). 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.


AVEDXDVNDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.59

Omega ratioGain probability vs. loss probability

0.97

1.16

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.27

1.56

-1.83

Martin ratioReturn relative to average drawdown

-0.55

4.08

-4.63

AVEDX vs. DVN - Sharpe Ratio Comparison

The current AVEDX Sharpe Ratio is -0.24, which is lower than the DVN Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of AVEDX and DVN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AVEDX vs. DVN - Drawdown Comparison

The maximum AVEDX drawdown since its inception was -47.25%, smaller than the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for AVEDX and DVN.


Loading charts...

Drawdown Indicators


AVEDXDVNDifference

Max Drawdown

Largest peak-to-trough decline

-47.25%

-94.93%

+47.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

-18.53%

+7.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.53%

-49.22%

+33.69%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-61.45%

+44.60%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

-88.51%

+49.60%

Current Drawdown

Current decline from peak

-9.90%

-44.52%

+34.62%

Average Drawdown

Average peak-to-trough decline

-5.83%

-35.94%

+30.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.23%

7.15%

-1.92%

Volatility

AVEDX vs. DVN - Volatility Comparison

The current volatility for Ave Maria Rising Dividend Fund (AVEDX) is 3.50%, while Devon Energy Corporation (DVN) has a volatility of 12.05%. This indicates that AVEDX experiences smaller price fluctuations and is considered to be less risky than DVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AVEDXDVNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

12.05%

-8.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

26.05%

-16.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.22%

34.32%

-22.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

40.99%

-24.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

49.63%

-31.60%

Dividends

AVEDX vs. DVN - Dividend Comparison

AVEDX's dividend yield for the trailing twelve months is around 5.57%, more than DVN's 2.42% yield.


PositionTTM20252024202320222021202020192018201720162015
AVEDX
Ave Maria Rising Dividend Fund
5.57%5.49%6.43%12.61%7.94%10.53%2.60%8.03%10.88%6.32%6.95%7.11%
DVN
Devon Energy Corporation
2.42%2.62%4.43%4.55%8.41%5.24%4.30%1.35%1.33%0.58%0.92%3.00%

Frequently Asked Questions


AVEDX and DVN have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVN has higher volatility (12.05%) compared to AVEDX (3.50%). In terms of maximum drawdown, AVEDX dropped -47.25% vs DVN's -94.93%.

DVN currently has the higher Sharpe Ratio (0.84 vs -0.24), 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.

Portfolio Optimizer

Find the right allocation for AVEDX and DVN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer