AVEWX vs. AVEDX

In the year-to-date period, AVEWX achieves a 6.41% return, which is significantly higher than AVEDX's 3.33% return. Over the past 10 years, AVEWX has outperformed AVEDX with an annualized return of 5.07%, while AVEDX has yielded a comparatively lower 3.99% annualized return.

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AVEWX has a 1.18% expense ratio, which is higher than AVEDX's 0.90% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Ave Maria World Equity Fund (AVEWX) and Ave Maria Rising Dividend Fund (AVEDX). 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 AVEWX Sharpe Ratio is 0.41, which is comparable to the AVEDX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of AVEWX and AVEDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AVEWX's dividend yield for the trailing twelve months is around 0.87%, less than AVEDX's 6.21% yield.

The maximum AVEWX drawdown since its inception was -41.39%, smaller than the maximum AVEDX drawdown of -49.03%. Use the drawdown chart below to compare losses from any high point for AVEWX and AVEDX.

The current volatility for Ave Maria World Equity Fund (AVEWX) is 3.99%, while Ave Maria Rising Dividend Fund (AVEDX) has a volatility of 4.33%. This indicates that AVEWX experiences smaller price fluctuations and is considered to be less risky than AVEDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.