AVEGX vs. QYLD

In the year-to-date period, AVEGX achieves a 0.80% return, which is significantly higher than QYLD's -6.31% return. Over the past 10 years, AVEGX has outperformed QYLD with an annualized return of 10.43%, while QYLD has yielded a comparatively lower 7.67% annualized return.

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AVEGX has a 0.90% expense ratio, which is higher than QYLD's 0.60% expense ratio.

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.

The current AVEGX Sharpe Ratio is 0.55, which is higher than the QYLD Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of AVEGX and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AVEGX has not paid dividends to shareholders, while QYLD's dividend yield for the trailing twelve months is around 13.73%.

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. For additional features, visit the drawdowns tool.