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AVEMX vs. VMIDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVEMX vs. VMIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ave Maria Value Fund (AVEMX) and VALIC Company I Mid Cap Index Fund (VMIDX). The values are adjusted to include any dividend payments, if applicable.

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AVEMX vs. VMIDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVEMX
Ave Maria Value Fund
7.40%2.82%21.43%3.49%4.19%25.15%6.20%20.51%-8.70%17.75%
VMIDX
VALIC Company I Mid Cap Index Fund
-0.56%-7.10%13.57%15.73%-13.10%24.39%13.83%25.59%-17.06%15.94%

Returns By Period

In the year-to-date period, AVEMX achieves a 7.40% return, which is significantly higher than VMIDX's -0.56% return. Over the past 10 years, AVEMX has outperformed VMIDX with an annualized return of 11.12%, while VMIDX has yielded a comparatively lower 7.64% annualized return.


AVEMX

1D
-2.30%
1M
-8.63%
YTD
7.40%
6M
4.39%
1Y
5.29%
3Y*
12.84%
5Y*
9.04%
10Y*
11.12%

VMIDX

1D
-0.79%
1M
-8.21%
YTD
-0.56%
6M
1.00%
1Y
13.41%
3Y*
5.46%
5Y*
2.95%
10Y*
7.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVEMX vs. VMIDX - Expense Ratio Comparison

AVEMX has a 0.97% expense ratio, which is higher than VMIDX's 0.34% expense ratio.


Return for Risk

AVEMX vs. VMIDX — Risk / Return Rank

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

AVEMX
AVEMX Risk / Return Rank: 1212
Overall Rank
AVEMX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
AVEMX Sortino Ratio Rank: 1212
Sortino Ratio Rank
AVEMX Omega Ratio Rank: 1212
Omega Ratio Rank
AVEMX Calmar Ratio Rank: 1212
Calmar Ratio Rank
AVEMX Martin Ratio Rank: 1111
Martin Ratio Rank

VMIDX
VMIDX Risk / Return Rank: 2727
Overall Rank
VMIDX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VMIDX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VMIDX Omega Ratio Rank: 2626
Omega Ratio Rank
VMIDX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VMIDX Martin Ratio Rank: 3030
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.

AVEMX vs. VMIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ave Maria Value Fund (AVEMX) and VALIC Company I Mid Cap Index Fund (VMIDX). 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.


AVEMXVMIDXDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.66

-0.38

Sortino ratio

Return per unit of downside risk

0.53

1.08

-0.55

Omega ratio

Gain probability vs. loss probability

1.07

1.15

-0.08

Calmar ratio

Return relative to maximum drawdown

0.31

0.76

-0.45

Martin ratio

Return relative to average drawdown

0.76

3.29

-2.53

AVEMX vs. VMIDX - Sharpe Ratio Comparison

The current AVEMX Sharpe Ratio is 0.28, which is lower than the VMIDX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of AVEMX and VMIDX, 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


AVEMXVMIDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.66

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.14

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.35

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.16

+0.23

Correlation

The correlation between AVEMX and VMIDX is 0.90, 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

AVEMX vs. VMIDX - Dividend Comparison

AVEMX's dividend yield for the trailing twelve months is around 0.31%, less than VMIDX's 14.32% yield.


TTM20252024202320222021202020192018201720162015
AVEMX
Ave Maria Value Fund
0.31%0.34%8.81%4.42%1.15%8.07%3.57%5.27%10.76%7.84%0.00%0.12%
VMIDX
VALIC Company I Mid Cap Index Fund
14.32%0.00%5.05%13.91%10.75%3.62%8.68%11.05%1.31%9.01%0.00%0.00%

Drawdowns

AVEMX vs. VMIDX - Drawdown Comparison

The maximum AVEMX drawdown since its inception was -59.76%, smaller than the maximum VMIDX drawdown of -67.05%. Use the drawdown chart below to compare losses from any high point for AVEMX and VMIDX.


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Drawdown Indicators


AVEMXVMIDXDifference

Max Drawdown

Largest peak-to-trough decline

-59.76%

-67.05%

+7.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-14.18%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-18.64%

-34.16%

+15.52%

Max Drawdown (10Y)

Largest decline over 10 years

-39.76%

-41.76%

+2.00%

Current Drawdown

Current decline from peak

-9.20%

-14.83%

+5.63%

Average Drawdown

Average peak-to-trough decline

-8.63%

-17.03%

+8.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

3.27%

+2.24%

Volatility

AVEMX vs. VMIDX - Volatility Comparison

Ave Maria Value Fund (AVEMX) and VALIC Company I Mid Cap Index Fund (VMIDX) have volatilities of 5.17% and 5.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVEMXVMIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

5.37%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

11.36%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

20.99%

20.83%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

21.04%

-2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

21.78%

-3.32%