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AVEFX vs. BIMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVEFX vs. BIMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ave Maria Bond Fund (AVEFX) and Baird Intermediate Bond Fund Class Institutional (BIMIX). The values are adjusted to include any dividend payments, if applicable.

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AVEFX vs. BIMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

AVEFX
AVEFX Risk / Return Rank: 5858
Overall Rank
AVEFX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
AVEFX Sortino Ratio Rank: 6161
Sortino Ratio Rank
AVEFX Omega Ratio Rank: 4747
Omega Ratio Rank
AVEFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
AVEFX Martin Ratio Rank: 5555
Martin Ratio Rank

BIMIX
BIMIX Risk / Return Rank: 7979
Overall Rank
BIMIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BIMIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
BIMIX Omega Ratio Rank: 7272
Omega Ratio Rank
BIMIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
BIMIX Martin Ratio Rank: 8080
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.

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.


AVEFXBIMIXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.48

-0.34

Sortino ratio

Return per unit of downside risk

1.64

2.18

-0.54

Omega ratio

Gain probability vs. loss probability

1.21

1.28

-0.07

Calmar ratio

Return relative to maximum drawdown

1.65

2.04

-0.39

Martin ratio

Return relative to average drawdown

5.64

8.17

-2.53

AVEFX vs. BIMIX - Sharpe Ratio Comparison

The current AVEFX Sharpe Ratio is 1.15, which is comparable to the BIMIX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of AVEFX and BIMIX, 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


AVEFXBIMIXDifference

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.


TTM20252024202320222021202020192018201720162015
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


AVEFXBIMIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.44%

-1.60%

-0.84%

Average Drawdown

Average peak-to-trough decline

-0.96%

-1.49%

+0.53%

Ulcer Index

Depth 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


AVEFXBIMIXDifference

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%