BLPFX vs. AVEFX

Last updated Jul 29, 2026

BLPFX (American Funds Moderate Growth and Income Portfolio Class F-1) and AVEFX (Ave Maria Bond Fund) are both Diversified Portfolio funds. Over the past 10 years, BLPFX returned 8.83%/yr vs 3.79%/yr for AVEFX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. BLPFX charges 0.70%/yr vs 0.41%/yr for AVEFX.

Performance

BLPFX vs. AVEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX) and Ave Maria Bond Fund (AVEFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BLPFX achieves a 6.65% return, which is significantly higher than AVEFX's 2.09% return. Over the past 10 years, BLPFX has outperformed AVEFX with an annualized return of 8.83%, while AVEFX has yielded a comparatively lower 3.79% annualized return.

BLPFX

• 1D: 0.09%
• 1M: -0.19%
• 6M: 3.43%
• YTD: 6.65%
• 1Y: 13.42%
• 3Y*: 13.09%
• 5Y*: 7.27%
• 10Y*: 8.83%
• ALL TIME*: 9.17%

AVEFX

• 1D: 0.08%
• 1M: 0.79%
• 6M: 0.70%
• YTD: 2.09%
• 1Y: 3.85%
• 3Y*: 5.71%
• 5Y*: 3.04%
• 10Y*: 3.79%
• ALL TIME*: 4.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVEFX Ave Maria Bond Fund	$0.00	$0.00	$0.00
BLPFX American Funds Moderate Growth and Income Portfolio Class F-1	$0.00	$0.00	$0.00

BLPFX vs. AVEFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BLPFX American Funds Moderate Growth and Income Portfolio Class F-1	6.65%	16.99%	11.25%	13.80%	-13.59%	13.75%	13.17%	19.49%	-4.63%	16.67%
AVEFX Ave Maria Bond Fund	2.09%	5.63%	5.71%	5.16%	-2.84%	4.38%	5.60%	8.30%	0.41%	4.16%

Correlation

The correlation between BLPFX and AVEFX is 0.48, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.48
Correlation (3Y) Balances recent behavior with more history.	0.57
Correlation (5Y) Shows whether the relationship held over a longer period.	0.68
Correlation (10Y) Provides a long-term view across more market conditions.	0.72
Correlation (All Time) Calculated using the full available price history since May 18, 2012	0.73

Over the past year, the correlation between BLPFX and AVEFX has dropped to 0.48 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

Return for Risk

BLPFX vs. AVEFX — Risk / Return Rank

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

BLPFX

BLPFX Risk / Return Rank: 57
BLPFX Sharpe Ratio Rank: 59
BLPFX Sortino Ratio Rank: 58
BLPFX Omega Ratio Rank: 59
BLPFX Calmar Ratio Rank: 48
BLPFX Martin Ratio Rank: 60

AVEFX

AVEFX Risk / Return Rank: 35
AVEFX Sharpe Ratio Rank: 42
AVEFX Sortino Ratio Rank: 45
AVEFX Omega Ratio Rank: 38
AVEFX Calmar Ratio Rank: 29
AVEFX Martin Ratio Rank: 21

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.

BLPFX vs. AVEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX) and Ave Maria Bond Fund (AVEFX). 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.

	BLPFX	AVEFX	Difference
Sharpe ratio: Return per unit of total volatility	1.46	1.24	+0.22
Sortino ratio: Return per unit of downside risk	2.10	1.87	+0.23
Omega ratio: Gain probability vs. loss probability	1.27	1.22	+0.05
Calmar ratio: Return relative to maximum drawdown	1.85	1.31	+0.55
Martin ratio: Return relative to average drawdown	7.95	2.99	+4.96

BLPFX vs. AVEFX - Sharpe Ratio Comparison

The current BLPFX Sharpe Ratio is 1.46, which is comparable to the AVEFX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of BLPFX and AVEFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BLPFX vs. AVEFX - Drawdown Comparison

The maximum BLPFX drawdown since its inception was -23.21%, which is greater than AVEFX's maximum drawdown of -10.24%. Use the drawdown chart below to compare losses from any high point for BLPFX and AVEFX.

Drawdown Indicators

	BLPFX	AVEFX	Difference
Max Drawdown Largest peak-to-trough decline	-23.21%	-10.24%	-12.97%
Max Drawdown (1Y) Largest decline over 1 year	-7.08%	-2.83%	-4.25%
Max Drawdown (3Y) Largest decline over 3 years	-10.36%	-2.83%	-7.53%
Max Drawdown (5Y) Largest decline over 5 years	-20.72%	-7.57%	-13.15%
Max Drawdown (10Y) Largest decline over 10 years	-23.21%	-10.24%	-12.97%
Current Drawdown Current decline from peak	-1.36%	-1.50%	+0.14%
Average Drawdown Average peak-to-trough decline	-2.90%	-0.98%	-1.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.65%	1.23%	+0.42%

Volatility

BLPFX vs. AVEFX - Volatility Comparison

American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX) has a higher volatility of 1.95% compared to Ave Maria Bond Fund (AVEFX) at 0.73%. This indicates that BLPFX's price experiences larger fluctuations and is considered to be riskier than AVEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLPFX	AVEFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.95%	0.73%	+1.22%
Volatility (6M) Calculated over the trailing 6-month period	7.27%	2.29%	+4.98%
Volatility (1Y) Calculated over the trailing 1-year period	9.01%	2.98%	+6.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.47%	4.13%	+6.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.81%	4.02%	+6.79%

BLPFX vs. AVEFX - Expense Ratio Comparison

BLPFX has a 0.70% expense ratio, which is higher than AVEFX's 0.41% expense ratio.

Dividends

BLPFX vs. AVEFX - Dividend Comparison

BLPFX's dividend yield for the trailing twelve months is around 5.76%, more than AVEFX's 3.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVEFX Ave Maria Bond Fund	3.63%	3.51%	2.94%	2.47%	3.59%	2.32%	2.43%	3.31%	3.21%	2.04%	2.94%	1.89%
BLPFX American Funds Moderate Growth and Income Portfolio Class F-1	5.76%	6.05%	3.55%	2.24%	5.95%	4.92%	2.52%	3.79%	4.64%	3.44%	3.61%	3.64%

Frequently Asked Questions

Can I hold both BLPFX and AVEFX in my portfolio?

BLPFX and AVEFX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLPFX or AVEFX?

BLPFX has higher volatility (1.95%) compared to AVEFX (0.73%). In terms of maximum drawdown, BLPFX dropped -23.21% vs AVEFX's -10.24%.

Which has better risk-adjusted returns?

BLPFX currently has the higher Sharpe Ratio (1.46 vs 1.24), 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.