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AVEDX vs. VFAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVEDX vs. VFAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ave Maria Rising Dividend Fund (AVEDX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). The values are adjusted to include any dividend payments, if applicable.

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AVEDX vs. VFAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVEDX
Ave Maria Rising Dividend Fund
-1.49%-0.43%14.36%26.37%-5.18%25.31%6.46%27.56%-4.83%16.84%
VFAIX
Vanguard Financials Index Fund Admiral Shares
-11.11%14.90%30.46%14.07%-12.26%36.27%-2.15%31.63%-13.47%20.05%

Returns By Period

In the year-to-date period, AVEDX achieves a -1.49% return, which is significantly higher than VFAIX's -11.11% return. Over the past 10 years, AVEDX has underperformed VFAIX with an annualized return of 10.95%, while VFAIX has yielded a comparatively higher 12.12% annualized return.


AVEDX

1D
-0.28%
1M
-8.56%
YTD
-1.49%
6M
-4.88%
1Y
-5.46%
3Y*
12.15%
5Y*
8.95%
10Y*
10.95%

VFAIX

1D
1.06%
1M
-5.57%
YTD
-11.11%
6M
-9.20%
1Y
0.51%
3Y*
17.09%
5Y*
9.31%
10Y*
12.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVEDX vs. VFAIX - Expense Ratio Comparison

AVEDX has a 0.90% expense ratio, which is higher than VFAIX's 0.10% expense ratio.


Return for Risk

AVEDX vs. VFAIX — 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: 33
Sharpe Ratio Rank
AVEDX Sortino Ratio Rank: 33
Sortino Ratio Rank
AVEDX Omega Ratio Rank: 33
Omega Ratio Rank
AVEDX Calmar Ratio Rank: 22
Calmar Ratio Rank
AVEDX Martin Ratio Rank: 22
Martin Ratio Rank

VFAIX
VFAIX Risk / Return Rank: 77
Overall Rank
VFAIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VFAIX Sortino Ratio Rank: 77
Sortino Ratio Rank
VFAIX Omega Ratio Rank: 77
Omega Ratio Rank
VFAIX Calmar Ratio Rank: 66
Calmar Ratio Rank
VFAIX Martin Ratio Rank: 66
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. VFAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ave Maria Rising Dividend Fund (AVEDX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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.


AVEDXVFAIXDifference

Sharpe ratio

Return per unit of total volatility

-0.27

0.08

-0.35

Sortino ratio

Return per unit of downside risk

-0.28

0.25

-0.53

Omega ratio

Gain probability vs. loss probability

0.96

1.04

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.49

-0.02

-0.46

Martin ratio

Return relative to average drawdown

-1.24

-0.07

-1.17

AVEDX vs. VFAIX - Sharpe Ratio Comparison

The current AVEDX Sharpe Ratio is -0.27, which is lower than the VFAIX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of AVEDX and VFAIX, 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


AVEDXVFAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

0.08

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.48

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.54

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.22

+0.31

Correlation

The correlation between AVEDX and VFAIX is 0.84, 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

AVEDX vs. VFAIX - Dividend Comparison

AVEDX's dividend yield for the trailing twelve months is around 5.38%, more than VFAIX's 1.64% yield.


TTM20252024202320222021202020192018201720162015
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%
VFAIX
Vanguard Financials Index Fund Admiral Shares
1.64%1.56%1.75%2.08%2.31%2.62%2.21%2.17%2.30%1.54%1.64%2.00%

Drawdowns

AVEDX vs. VFAIX - Drawdown Comparison

The maximum AVEDX drawdown since its inception was -47.25%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for AVEDX and VFAIX.


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Drawdown Indicators


AVEDXVFAIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.25%

-78.64%

+31.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-14.72%

+3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-25.71%

+8.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

-44.37%

+5.46%

Current Drawdown

Current decline from peak

-10.70%

-13.82%

+3.12%

Average Drawdown

Average peak-to-trough decline

-5.79%

-18.69%

+12.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

4.86%

-0.32%

Volatility

AVEDX vs. VFAIX - Volatility Comparison

The current volatility for Ave Maria Rising Dividend Fund (AVEDX) is 3.55%, while Vanguard Financials Index Fund Admiral Shares (VFAIX) has a volatility of 4.20%. This indicates that AVEDX experiences smaller price fluctuations and is considered to be less risky than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVEDXVFAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

4.20%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

11.53%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

19.86%

-3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.44%

19.40%

-2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

22.62%

-4.62%