COPLX vs. AVERX

Last updated Apr 2, 2026

Compare and contrast key facts about Copley Fund (COPLX) and Ave Maria Value Focused Fund (AVERX).

COPLX is managed by Copley. It was launched on Sep 1, 1978. AVERX is a passively managed fund by Schwartz Investment Counsel that tracks the performance of the S&P 500® Index. It was launched on Jan 1, 1984.

Performance

COPLX vs. AVERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Copley Fund (COPLX) and Ave Maria Value Focused Fund (AVERX). The values are adjusted to include any dividend payments, if applicable.

COPLX vs. AVERX - Yearly Performance Comparison

	2026 (YTD)	2025
COPLX Copley Fund	-4.57%	22.37%
AVERX Ave Maria Value Focused Fund	19.97%	0.37%

Returns By Period

In the year-to-date period, COPLX achieves a -4.57% return, which is significantly lower than AVERX's 19.97% return.

COPLX

• 1D: 2.15%
• 1M: -3.18%
• YTD: -4.57%
• 6M: -3.72%
• 1Y: 13.40%
• 3Y*: 14.24%
• 5Y*: 7.55%
• 10Y*: 10.14%

AVERX

• 1D: 1.67%
• 1M: -6.66%
• YTD: 19.97%
• 6M: 18.80%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COPLX vs. AVERX - Expense Ratio Comparison

COPLX has a 2.37% expense ratio, which is higher than AVERX's 1.26% expense ratio.

COPLX

Copley Fund

AVERX

Ave Maria Value Focused Fund

Return for Risk

COPLX vs. AVERX — Risk / Return Rank

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

COPLX

COPLX Risk / Return Rank: 38
COPLX Sharpe Ratio Rank: 34
COPLX Sortino Ratio Rank: 33
COPLX Omega Ratio Rank: 41
COPLX Calmar Ratio Rank: 41
COPLX Martin Ratio Rank: 43

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.

COPLX vs. AVERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Copley Fund (COPLX) and Ave Maria Value Focused Fund (AVERX). 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.

	COPLX	AVERX	Difference
Sharpe ratio Return per unit of total volatility	0.84	—	—
Sortino ratio Return per unit of downside risk	1.24	—	—
Omega ratio Gain probability vs. loss probability	1.20	—	—
Calmar ratio Return relative to maximum drawdown	1.22	—	—
Martin ratio Return relative to average drawdown	4.91	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	COPLX	AVERX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	1.17	-0.68

Correlation

The correlation between COPLX and AVERX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

COPLX vs. AVERX - Dividend Comparison

COPLX has not paid dividends to shareholders, while AVERX's dividend yield for the trailing twelve months is around 0.34%.

	TTM	2025
COPLX Copley Fund	0.00%	0.00%
AVERX Ave Maria Value Focused Fund	0.34%	0.41%

Drawdowns

COPLX vs. AVERX - Drawdown Comparison

The maximum COPLX drawdown since its inception was -44.70%, which is greater than AVERX's maximum drawdown of -11.33%. Use the drawdown chart below to compare losses from any high point for COPLX and AVERX.

Drawdown Indicators

	COPLX	AVERX	Difference
Max Drawdown Largest peak-to-trough decline	-44.70%	-11.33%	-33.37%
Max Drawdown (1Y) Largest decline over 1 year	-11.84%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.23%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.61%	—	—
Current Drawdown Current decline from peak	-5.77%	-6.66%	+0.89%
Average Drawdown Average peak-to-trough decline	-9.00%	-5.39%	-3.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	—	—

Volatility

Volatility by Period

	COPLX	AVERX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.41%	19.13%	-2.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.14%	19.13%	-4.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.59%	19.13%	-2.54%