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AVERX vs. GQHPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVERX vs. GQHPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ave Maria Value Focused Fund (AVERX) and GQG Partners US Quality Dividend Income Fund (GQHPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVERX achieves a 20.05% return, which is significantly higher than GQHPX's 13.55% return.


AVERX

1D
0.72%
1M
2.76%
6M
8.76%
YTD
20.05%
1Y
26.35%
3Y*
5Y*
10Y*
ALL TIME*
16.02%

GQHPX

1D
-0.82%
1M
2.68%
6M
7.38%
YTD
13.55%
1Y
16.78%
3Y*
11.65%
5Y*
10.77%
10Y*
ALL TIME*
10.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

AVERX vs. GQHPX - Yearly Performance Comparison


Correlation

The correlation between AVERX and GQHPX is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2025

0.28

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Return for Risk

AVERX vs. GQHPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AVERX
AVERX Risk / Return Rank: 3939
Overall Rank
AVERX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AVERX Sortino Ratio Rank: 4040
Sortino Ratio Rank
AVERX Omega Ratio Rank: 3737
Omega Ratio Rank
AVERX Calmar Ratio Rank: 4747
Calmar Ratio Rank
AVERX Martin Ratio Rank: 3030
Martin Ratio Rank

GQHPX
GQHPX Risk / Return Rank: 6262
Overall Rank
GQHPX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GQHPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
GQHPX Omega Ratio Rank: 5555
Omega Ratio Rank
GQHPX Calmar Ratio Rank: 7878
Calmar Ratio Rank
GQHPX Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AVERX vs. GQHPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ave Maria Value Focused Fund (AVERX) and GQG Partners US Quality Dividend Income Fund (GQHPX). 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.


AVERXGQHPXDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.21

1.26

-0.05

Calmar ratioReturn relative to maximum drawdown

1.77

2.53

-0.76

Martin ratioReturn relative to average drawdown

4.33

6.76

-2.43

AVERX vs. GQHPX - Sharpe Ratio Comparison

The current AVERX Sharpe Ratio is 1.20, which is comparable to the GQHPX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of AVERX and GQHPX, 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

AVERX vs. GQHPX - Drawdown Comparison

The maximum AVERX drawdown since its inception was -13.39%, smaller than the maximum GQHPX drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for AVERX and GQHPX.


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Drawdown Indicators


AVERXGQHPXDifference

Max Drawdown

Largest peak-to-trough decline

-13.39%

-17.26%

+3.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-6.50%

-6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-8.71%

Max Drawdown (5Y)

Largest decline over 5 years

-17.26%

Current Drawdown

Current decline from peak

-6.61%

-1.02%

-5.59%

Average Drawdown

Average peak-to-trough decline

-6.14%

-3.34%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

2.43%

+3.04%

Volatility

AVERX vs. GQHPX - Volatility Comparison

Ave Maria Value Focused Fund (AVERX) has a higher volatility of 4.67% compared to GQG Partners US Quality Dividend Income Fund (GQHPX) at 4.32%. This indicates that AVERX's price experiences larger fluctuations and is considered to be riskier than GQHPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVERXGQHPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

4.32%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

9.14%

+5.36%

Volatility (1Y)

Calculated over the trailing 1-year period

19.78%

11.03%

+8.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

12.74%

+6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

12.74%

+6.06%

AVERX vs. GQHPX - Expense Ratio Comparison

AVERX has a 1.26% expense ratio, which is higher than GQHPX's 0.57% expense ratio.


Dividends

AVERX vs. GQHPX - Dividend Comparison

AVERX's dividend yield for the trailing twelve months is around 0.34%, less than GQHPX's 3.66% yield.


PositionTTM20252024202320222021
AVERX
Ave Maria Value Focused Fund
0.34%0.41%0.00%0.00%0.00%0.00%
GQHPX
GQG Partners US Quality Dividend Income Fund
3.66%2.98%3.14%2.64%3.24%0.77%

Frequently Asked Questions


AVERX and GQHPX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVERX has higher volatility (4.67%) compared to GQHPX (4.32%). In terms of maximum drawdown, AVERX dropped -13.39% vs GQHPX's -17.26%.

GQHPX currently has the higher Sharpe Ratio (1.49 vs 1.20), 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.

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