BIGTX vs. AVEMX

In the year-to-date period, BIGTX achieves a -7.22% return, which is significantly lower than AVEMX's 3.91% return. Both investments have delivered pretty close results over the past 10 years, with BIGTX having a 3.38% annualized return and AVEMX not far ahead at 3.50%.

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BIGTX has a 1.67% expense ratio, which is higher than AVEMX's 0.97% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for The Texas Fund (BIGTX) and Ave Maria Value Fund (AVEMX). 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 BIGTX Sharpe Ratio is -0.05, which is lower than the AVEMX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of BIGTX and AVEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BIGTX's dividend yield for the trailing twelve months is around 0.02%, less than AVEMX's 0.31% yield.

The maximum BIGTX drawdown since its inception was -44.48%, smaller than the maximum AVEMX drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for BIGTX and AVEMX. For additional features, visit the drawdowns tool.

The current volatility for The Texas Fund (BIGTX) is 11.82%, while Ave Maria Value Fund (AVEMX) has a volatility of 13.99%. This indicates that BIGTX experiences smaller price fluctuations and is considered to be less risky than AVEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.