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AVEFX vs. QBDSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVEFX vs. QBDSX - Performance Comparison

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

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Returns By Period

In the year-to-date period, AVEFX achieves a 2.25% return, which is significantly higher than QBDSX's -0.25% return. Over the past 10 years, AVEFX has outperformed QBDSX with an annualized return of 3.82%, while QBDSX has yielded a comparatively lower 0.54% annualized return.


AVEFX

1D
0.24%
1M
1.29%
6M
1.35%
YTD
2.25%
1Y
4.28%
3Y*
5.74%
5Y*
3.12%
10Y*
3.82%

QBDSX

1D
0.13%
1M
0.38%
6M
-1.12%
YTD
-0.25%
1Y
0.63%
3Y*
2.37%
5Y*
0.77%
10Y*
0.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVEFX vs. QBDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVEFX
Ave Maria Bond Fund
2.25%5.63%5.71%5.16%-2.84%4.38%5.60%8.30%0.41%4.16%
QBDSX
Quantified Managed Income Fund
-0.25%5.11%1.02%2.25%-4.09%-0.66%-9.22%10.50%-3.17%5.05%

Correlation

The correlation between AVEFX and QBDSX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2014

0.49

The correlation between AVEFX and QBDSX shifts across timeframes, from 0.48 (5 years) to 0.60 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

AVEFX vs. QBDSX — Risk / Return Rank

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

AVEFX
AVEFX Risk / Return Rank: 3232
Overall Rank
AVEFX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AVEFX Sortino Ratio Rank: 4444
Sortino Ratio Rank
AVEFX Omega Ratio Rank: 3737
Omega Ratio Rank
AVEFX Calmar Ratio Rank: 2525
Calmar Ratio Rank
AVEFX Martin Ratio Rank: 1717
Martin Ratio Rank

QBDSX
QBDSX Risk / Return Rank: 44
Overall Rank
QBDSX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
QBDSX Sortino Ratio Rank: 44
Sortino Ratio Rank
QBDSX Omega Ratio Rank: 44
Omega Ratio Rank
QBDSX Calmar Ratio Rank: 44
Calmar Ratio Rank
QBDSX Martin Ratio Rank: 44
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. QBDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ave Maria Bond Fund (AVEFX) and Quantified Managed Income Fund (QBDSX). 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.


AVEFXQBDSXDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.26

1.03

+0.23

Calmar ratioReturn relative to maximum drawdown

1.55

0.21

+1.34

Martin ratioReturn relative to average drawdown

3.63

0.47

+3.17

AVEFX vs. QBDSX - Sharpe Ratio Comparison

The current AVEFX Sharpe Ratio is 1.48, which is higher than the QBDSX Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of AVEFX and QBDSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVEFX vs. QBDSX - Drawdown Comparison

The maximum AVEFX drawdown since its inception was -10.24%, smaller than the maximum QBDSX drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for AVEFX and QBDSX.


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Drawdown Indicators


AVEFXQBDSXDifference

Max Drawdown

Largest peak-to-trough decline

-10.24%

-18.38%

+8.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-3.09%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-2.83%

-3.76%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-7.57%

-7.40%

-0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-10.24%

-18.38%

+8.14%

Current Drawdown

Current decline from peak

-1.34%

-8.29%

+6.95%

Average Drawdown

Average peak-to-trough decline

-0.98%

-6.86%

+5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

1.36%

-0.16%

Volatility

AVEFX vs. QBDSX - Volatility Comparison

The current volatility for Ave Maria Bond Fund (AVEFX) is 0.85%, while Quantified Managed Income Fund (QBDSX) has a volatility of 0.93%. This indicates that AVEFX experiences smaller price fluctuations and is considered to be less risky than QBDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVEFXQBDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

0.93%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

2.41%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

2.97%

3.61%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.13%

4.31%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.02%

5.24%

-1.22%

AVEFX vs. QBDSX - Expense Ratio Comparison

AVEFX has a 0.41% expense ratio, which is lower than QBDSX's 1.31% expense ratio.


Dividends

AVEFX vs. QBDSX - Dividend Comparison

AVEFX's dividend yield for the trailing twelve months is around 3.62%, less than QBDSX's 4.49% yield.


PositionTTM20252024202320222021202020192018201720162015
AVEFX
Ave Maria Bond Fund
3.62%3.51%2.94%2.47%3.59%2.32%2.43%3.31%3.21%2.04%2.94%1.89%
QBDSX
Quantified Managed Income Fund
4.49%4.47%3.98%4.51%0.54%0.71%0.87%2.26%2.04%2.51%1.00%3.89%

Frequently Asked Questions


AVEFX and QBDSX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QBDSX has higher volatility (0.93%) compared to AVEFX (0.85%). In terms of maximum drawdown, AVEFX dropped -10.24% vs QBDSX's -18.38%.

AVEFX currently has the higher Sharpe Ratio (1.48 vs 0.18), 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.

Portfolio Optimizer

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