AVEFX vs. BIMIX
Compare and contrast key facts about Ave Maria Bond Fund (AVEFX) and Baird Intermediate Bond Fund Class Institutional (BIMIX).
AVEFX is managed by Ave Maria Mutual Funds. It was launched on Apr 30, 2003. BIMIX is managed by Baird. It was launched on Sep 29, 2000.
Performance
AVEFX vs. BIMIX - Performance Comparison
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AVEFX vs. BIMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVEFX Ave Maria Bond Fund | 1.11% | 5.63% | 5.71% | 5.16% | -2.84% | 4.38% | 5.60% | 8.30% | 0.41% | 4.16% |
BIMIX Baird Intermediate Bond Fund Class Institutional | -0.34% | 6.69% | 3.45% | 5.78% | -8.64% | -1.41% | 7.42% | 7.05% | 0.58% | 2.74% |
Returns By Period
In the year-to-date period, AVEFX achieves a 1.11% return, which is significantly higher than BIMIX's -0.34% return. Over the past 10 years, AVEFX has outperformed BIMIX with an annualized return of 3.91%, while BIMIX has yielded a comparatively lower 2.23% annualized return.
AVEFX
- 1D
- 0.00%
- 1M
- -2.13%
- YTD
- 1.11%
- 6M
- 1.57%
- 1Y
- 3.58%
- 3Y*
- 5.44%
- 5Y*
- 3.14%
- 10Y*
- 3.91%
BIMIX
- 1D
- 0.19%
- 1M
- -1.23%
- YTD
- -0.34%
- 6M
- 0.62%
- 1Y
- 4.02%
- 3Y*
- 4.36%
- 5Y*
- 1.30%
- 10Y*
- 2.23%
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AVEFX vs. BIMIX - Expense Ratio Comparison
AVEFX has a 0.41% expense ratio, which is higher than BIMIX's 0.30% expense ratio.
Return for Risk
AVEFX vs. BIMIX — Risk / Return Rank
AVEFX
BIMIX
AVEFX vs. BIMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ave Maria Bond Fund (AVEFX) and Baird Intermediate Bond Fund Class Institutional (BIMIX). 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.
| AVEFX | BIMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.48 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.64 | 2.18 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 2.04 | -0.39 |
Martin ratioReturn relative to average drawdown | 5.64 | 8.17 | -2.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AVEFX | BIMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.48 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.34 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.98 | 0.69 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 1.17 | -0.07 |
Correlation
The correlation between AVEFX and BIMIX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
AVEFX vs. BIMIX - Dividend Comparison
AVEFX's dividend yield for the trailing twelve months is around 3.10%, less than BIMIX's 3.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVEFX Ave Maria Bond Fund | 3.10% | 3.51% | 2.94% | 2.47% | 3.59% | 2.32% | 2.43% | 3.31% | 3.21% | 2.04% | 2.94% | 1.89% |
BIMIX Baird Intermediate Bond Fund Class Institutional | 3.67% | 3.67% | 3.89% | 3.21% | 2.17% | 2.27% | 3.49% | 2.52% | 2.50% | 2.35% | 2.21% | 2.57% |
Drawdowns
AVEFX vs. BIMIX - Drawdown Comparison
The maximum AVEFX drawdown since its inception was -10.24%, smaller than the maximum BIMIX drawdown of -12.76%. Use the drawdown chart below to compare losses from any high point for AVEFX and BIMIX.
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Drawdown Indicators
| AVEFX | BIMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.24% | -12.76% | +2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -2.52% | -2.07% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -8.02% | -12.76% | +4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -10.24% | -12.76% | +2.52% |
Current DrawdownCurrent decline from peak | -2.44% | -1.60% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -0.96% | -1.49% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 0.52% | +0.22% |
Volatility
AVEFX vs. BIMIX - Volatility Comparison
Ave Maria Bond Fund (AVEFX) has a higher volatility of 1.16% compared to Baird Intermediate Bond Fund Class Institutional (BIMIX) at 1.05%. This indicates that AVEFX's price experiences larger fluctuations and is considered to be riskier than BIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVEFX | BIMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 1.05% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 1.65% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 2.79% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.14% | 3.87% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.01% | 3.25% | +0.76% |