AVEDX vs. VFFSX
AVEDX (Ave Maria Rising Dividend Fund) and VFFSX (Vanguard 500 Index Fund Institutional Select Shares) are both Large Cap Blend Equities funds. Over the past 5 years, AVEDX returned 8.53%/yr vs 12.68%/yr for VFFSX. Their correlation of 0.83 means they have usually moved in the same direction. AVEDX charges 0.90%/yr vs 0.01%/yr for VFFSX.
Performance
AVEDX vs. VFFSX - 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 VFFSX's 9.35% 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%
VFFSX
- 1D
- 1.66%
- 1M
- -0.56%
- 6M
- 7.79%
- YTD
- 9.35%
- 1Y
- 20.63%
- 3Y*
- 19.03%
- 5Y*
- 12.68%
- 10Y*
- —
- ALL TIME*
- 15.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
AVEDX vs. VFFSX - 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% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 9.35% | 17.87% | 25.00% | 26.28% | -18.14% | 29.24% | 18.35% | 31.88% | -4.42% | 20.80% |
Correlation
The correlation between AVEDX and VFFSX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.83 |
Over the past year, the correlation between AVEDX and VFFSX has dropped to 0.46 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
AVEDX vs. VFFSX — Risk / Return Rank
AVEDX
VFFSX
AVEDX vs. VFFSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ave Maria Rising Dividend Fund (AVEDX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). 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 | VFFSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.26 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.06 | -2.12 |
| Martin ratioReturn relative to average drawdown | -0.10 | 8.86 | -8.96 |
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Drawdowns
AVEDX vs. VFFSX - Drawdown Comparison
The maximum AVEDX drawdown since its inception was -47.25%, which is greater than VFFSX's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for AVEDX and VFFSX.
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Drawdown Indicators
| AVEDX | VFFSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.25% | -33.82% | -13.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.86% | -8.90% | -1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -15.53% | -18.75% | +3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -24.51% | +7.66% |
Max Drawdown (10Y)Largest decline over 10 years | -38.91% | — | — |
Current DrawdownCurrent decline from peak | -5.88% | -2.11% | -3.77% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -4.46% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 2.07% | +3.49% |
Volatility
AVEDX vs. VFFSX - Volatility Comparison
Ave Maria Rising Dividend Fund (AVEDX) has a higher volatility of 3.71% compared to Vanguard 500 Index Fund Institutional Select Shares (VFFSX) at 3.45%. This indicates that AVEDX's price experiences larger fluctuations and is considered to be riskier than VFFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVEDX | VFFSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 3.45% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 10.10% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 12.86% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | 17.02% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 18.36% | -0.39% |
AVEDX vs. VFFSX - Expense Ratio Comparison
AVEDX has a 0.90% expense ratio, which is higher than VFFSX's 0.01% expense ratio.
Dividends
AVEDX vs. VFFSX - Dividend Comparison
AVEDX's dividend yield for the trailing twelve months is around 5.38%, more than VFFSX's 1.09% 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% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 1.09% | 1.14% | 1.24% | 1.46% | 1.70% | 1.61% | 1.56% | 2.15% | 2.09% | 1.81% | 0.00% | 0.00% |
Frequently Asked Questions
AVEDX and VFFSX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVEDX has higher volatility (3.71%) compared to VFFSX (3.45%). In terms of maximum drawdown, AVEDX dropped -47.25% vs VFFSX's -33.82%.
VFFSX currently has the higher Sharpe Ratio (1.43 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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