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CHASX vs. CHAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHASX vs. CHAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chase Growth Fund (CHASX) and Chase Growth Fund Institutional Class (CHAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with CHASX at 26.58% and CHAIX at 26.58%. Over the past 10 years, CHASX has outperformed CHAIX with an annualized return of 20.71%, while CHAIX has yielded a comparatively lower 18.67% annualized return.


CHASX

1D
0.76%
1M
4.66%
YTD
26.58%
6M
24.69%
1Y
50.78%
3Y*
41.67%
5Y*
22.61%
10Y*
20.71%

CHAIX

1D
0.77%
1M
4.71%
YTD
26.58%
6M
24.66%
1Y
50.73%
3Y*
33.82%
5Y*
18.54%
10Y*
18.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHASX vs. CHAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHASX
Chase Growth Fund
26.58%20.61%64.71%25.91%-20.41%22.32%18.27%42.63%-3.96%24.49%
CHAIX
Chase Growth Fund Institutional Class
26.58%20.67%38.77%26.00%-20.32%22.36%18.41%41.69%-3.87%24.73%

Correlation

The correlation between CHASX and CHAIX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2007

1.00

The correlation between CHASX and CHAIX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

CHASX vs. CHAIX — Risk / Return Rank

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

CHASX
CHASX Risk / Return Rank: 8989
Overall Rank
CHASX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CHASX Sortino Ratio Rank: 8484
Sortino Ratio Rank
CHASX Omega Ratio Rank: 8080
Omega Ratio Rank
CHASX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CHASX Martin Ratio Rank: 9696
Martin Ratio Rank

CHAIX
CHAIX Risk / Return Rank: 8989
Overall Rank
CHAIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CHAIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
CHAIX Omega Ratio Rank: 8080
Omega Ratio Rank
CHAIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
CHAIX Martin Ratio Rank: 9696
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.

CHASX vs. CHAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chase Growth Fund (CHASX) and Chase Growth Fund Institutional Class (CHAIX). 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.


CHASXCHAIXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.48

1.48

0.00

Calmar ratioReturn relative to maximum drawdown

5.25

5.28

-0.03

Martin ratioReturn relative to average drawdown

21.72

21.68

+0.04

CHASX vs. CHAIX - Sharpe Ratio Comparison

The current CHASX Sharpe Ratio is 2.85, which is comparable to the CHAIX Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of CHASX and CHAIX, 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

CHASX vs. CHAIX - Drawdown Comparison

The maximum CHASX drawdown since its inception was -45.94%, smaller than the maximum CHAIX drawdown of -50.61%. Use the drawdown chart below to compare losses from any high point for CHASX and CHAIX.


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Drawdown Indicators


CHASXCHAIXDifference

Max Drawdown

Largest peak-to-trough decline

-45.94%

-50.61%

+4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-9.86%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-23.40%

-23.40%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.63%

-24.58%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-30.40%

-30.36%

-0.04%

Current Drawdown

Current decline from peak

-0.20%

-0.18%

-0.02%

Average Drawdown

Average peak-to-trough decline

-9.14%

-10.37%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.40%

-0.01%

Volatility

CHASX vs. CHAIX - Volatility Comparison

Chase Growth Fund (CHASX) and Chase Growth Fund Institutional Class (CHAIX) have volatilities of 6.53% and 6.54%, 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


CHASXCHAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

6.54%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

14.24%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

18.25%

18.22%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.36%

18.70%

+1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.96%

19.10%

+0.86%

CHASX vs. CHAIX - Expense Ratio Comparison

CHASX has a 1.14% expense ratio, which is higher than CHAIX's 1.00% expense ratio.


Dividends

CHASX vs. CHAIX - Dividend Comparison

CHASX's dividend yield for the trailing twelve months is around 7.21%, more than CHAIX's 6.48% yield.


PositionTTM20252024202320222021202020192018201720162015
CHAIX
Chase Growth Fund Institutional Class
6.48%8.20%18.32%5.36%5.09%18.78%7.39%21.65%12.33%11.44%8.83%9.93%
CHASX
Chase Growth Fund
7.21%9.12%36.67%5.80%5.49%20.15%7.83%22.82%12.92%11.92%9.14%10.24%

Frequently Asked Questions


With a correlation of 1.00, CHASX and CHAIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CHAIX has higher volatility (6.54%) compared to CHASX (6.53%). In terms of maximum drawdown, CHASX dropped -45.94% vs CHAIX's -50.61%.

CHAIX currently has the higher Sharpe Ratio (2.86 vs 2.85), 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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