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AVEFX vs. MACIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVEFX vs. MACIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ave Maria Bond Fund (AVEFX) and MFS Conservative Allocation Fund (MACIX). The values are adjusted to include any dividend payments, if applicable.

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AVEFX vs. MACIX - 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%
MACIX
MFS Conservative Allocation Fund
-2.18%9.32%6.88%10.74%-13.30%8.15%11.88%17.36%-2.82%11.04%

Returns By Period

In the year-to-date period, AVEFX achieves a 1.11% return, which is significantly higher than MACIX's -2.18% return. Over the past 10 years, AVEFX has underperformed MACIX with an annualized return of 3.91%, while MACIX has yielded a comparatively higher 5.67% annualized return.


AVEFX

1D
0.08%
1M
-2.44%
YTD
1.11%
6M
1.65%
1Y
3.91%
3Y*
5.44%
5Y*
3.20%
10Y*
3.91%

MACIX

1D
0.18%
1M
-4.81%
YTD
-2.18%
6M
-1.03%
1Y
6.10%
3Y*
6.87%
5Y*
3.39%
10Y*
5.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVEFX vs. MACIX - Expense Ratio Comparison

AVEFX has a 0.41% expense ratio, which is lower than MACIX's 0.58% expense ratio.


Return for Risk

AVEFX vs. MACIX — Risk / Return Rank

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

AVEFX
AVEFX Risk / Return Rank: 6767
Overall Rank
AVEFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AVEFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
AVEFX Omega Ratio Rank: 5858
Omega Ratio Rank
AVEFX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AVEFX Martin Ratio Rank: 6363
Martin Ratio Rank

MACIX
MACIX Risk / Return Rank: 4949
Overall Rank
MACIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
MACIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MACIX Omega Ratio Rank: 4747
Omega Ratio Rank
MACIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
MACIX Martin Ratio Rank: 4949
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. MACIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ave Maria Bond Fund (AVEFX) and MFS Conservative Allocation Fund (MACIX). 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.


AVEFXMACIXDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.98

+0.24

Sortino ratio

Return per unit of downside risk

1.74

1.36

+0.38

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.03

Calmar ratio

Return relative to maximum drawdown

1.71

1.19

+0.53

Martin ratio

Return relative to average drawdown

6.00

4.88

+1.12

AVEFX vs. MACIX - Sharpe Ratio Comparison

The current AVEFX Sharpe Ratio is 1.21, which is comparable to the MACIX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of AVEFX and MACIX, 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


AVEFXMACIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.98

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.48

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.80

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.79

+0.32

Correlation

The correlation between AVEFX and MACIX is 0.73, 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

AVEFX vs. MACIX - Dividend Comparison

AVEFX's dividend yield for the trailing twelve months is around 3.10%, less than MACIX's 6.20% 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%
MACIX
MFS Conservative Allocation Fund
6.20%6.07%7.08%3.47%3.61%3.89%3.01%3.65%5.14%4.60%2.76%1.95%

Drawdowns

AVEFX vs. MACIX - Drawdown Comparison

The maximum AVEFX drawdown since its inception was -10.24%, smaller than the maximum MACIX drawdown of -25.35%. Use the drawdown chart below to compare losses from any high point for AVEFX and MACIX.


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Drawdown Indicators


AVEFXMACIXDifference

Max Drawdown

Largest peak-to-trough decline

-10.24%

-25.35%

+15.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-5.04%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-8.02%

-18.41%

+10.39%

Max Drawdown (10Y)

Largest decline over 10 years

-10.24%

-18.41%

+8.17%

Current Drawdown

Current decline from peak

-2.44%

-4.87%

+2.43%

Average Drawdown

Average peak-to-trough decline

-0.96%

-2.61%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

1.22%

-0.50%

Volatility

AVEFX vs. MACIX - Volatility Comparison

The current volatility for Ave Maria Bond Fund (AVEFX) is 1.18%, while MFS Conservative Allocation Fund (MACIX) has a volatility of 2.29%. This indicates that AVEFX experiences smaller price fluctuations and is considered to be less risky than MACIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVEFXMACIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

2.29%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

3.83%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

6.49%

-3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.14%

7.14%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

7.11%

-3.10%