AVEGX vs. QYLD
Compare and contrast key facts about Ave Maria Growth Fund (AVEGX) and Global X NASDAQ 100 Covered Call ETF (QYLD).
AVEGX is managed by Ave Maria Mutual Funds. It was launched on May 1, 2003. QYLD is a passively managed fund by Global X that tracks the performance of the CBOE NASDAQ-100 Buy Write V2. It was launched on Dec 12, 2013.
Performance
AVEGX vs. QYLD - Performance Comparison
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AVEGX vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVEGX Ave Maria Growth Fund | -3.03% | 8.23% | 14.85% | 30.29% | -21.23% | 17.53% | 18.41% | 37.08% | -1.82% | 27.40% |
QYLD Global X NASDAQ 100 Covered Call ETF | 0.61% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 18.79% |
Returns By Period
In the year-to-date period, AVEGX achieves a -3.03% return, which is significantly lower than QYLD's 0.61% return. Over the past 10 years, AVEGX has outperformed QYLD with an annualized return of 12.03%, while QYLD has yielded a comparatively lower 8.96% annualized return.
AVEGX
- 1D
- 3.38%
- 1M
- -5.78%
- YTD
- -3.03%
- 6M
- -3.13%
- 1Y
- 6.06%
- 3Y*
- 12.85%
- 5Y*
- 6.54%
- 10Y*
- 12.03%
QYLD
- 1D
- 0.58%
- 1M
- -1.11%
- YTD
- 0.61%
- 6M
- 7.46%
- 1Y
- 16.36%
- 3Y*
- 13.19%
- 5Y*
- 7.01%
- 10Y*
- 8.96%
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AVEGX vs. QYLD - Expense Ratio Comparison
AVEGX has a 0.90% expense ratio, which is higher than QYLD's 0.60% expense ratio.
Return for Risk
AVEGX vs. QYLD — Risk / Return Rank
AVEGX
QYLD
AVEGX vs. QYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ave Maria Growth Fund (AVEGX) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.
| AVEGX | QYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 1.00 | -0.64 |
Sortino ratioReturn per unit of downside risk | 0.64 | 1.61 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.31 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.57 | -0.96 |
Martin ratioReturn relative to average drawdown | 2.11 | 10.32 | -8.21 |
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
| AVEGX | QYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 1.00 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.47 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.58 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.56 | +0.02 |
Correlation
The correlation between AVEGX and QYLD is 0.71, 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
AVEGX vs. QYLD - Dividend Comparison
AVEGX's dividend yield for the trailing twelve months is around 5.89%, less than QYLD's 11.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVEGX Ave Maria Growth Fund | 5.89% | 5.71% | 8.42% | 2.59% | 0.30% | 12.04% | 5.26% | 1.70% | 7.22% | 9.37% | 6.08% | 9.89% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.85% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
Drawdowns
AVEGX vs. QYLD - Drawdown Comparison
The maximum AVEGX drawdown since its inception was -48.28%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for AVEGX and QYLD.
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Drawdown Indicators
| AVEGX | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.28% | -24.75% | -23.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -10.84% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -31.70% | -24.61% | -7.09% |
Max Drawdown (10Y)Largest decline over 10 years | -36.95% | -24.75% | -12.20% |
Current DrawdownCurrent decline from peak | -8.56% | -1.84% | -6.72% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -3.89% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 1.65% | +1.86% |
Volatility
AVEGX vs. QYLD - Volatility Comparison
Ave Maria Growth Fund (AVEGX) has a higher volatility of 6.99% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 4.90%. This indicates that AVEGX's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVEGX | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 4.90% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.88% | 7.50% | +4.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 16.43% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.31% | 14.84% | +3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.87% | 15.51% | +3.36% |