IUAIX vs. AVEFX
Compare and contrast key facts about VY Invesco Equity and Income Portfolio (IUAIX) and Ave Maria Bond Fund (AVEFX).
IUAIX is managed by Voya. It was launched on Dec 9, 2001. AVEFX is managed by Ave Maria Mutual Funds. It was launched on Apr 30, 2003.
Performance
IUAIX vs. AVEFX - Performance Comparison
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IUAIX vs. AVEFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUAIX VY Invesco Equity and Income Portfolio | -1.16% | 10.78% | 11.87% | 10.24% | -7.48% | 18.85% | 9.99% | 20.06% | -9.44% | 10.92% |
AVEFX Ave Maria Bond Fund | 1.11% | 5.63% | 5.71% | 5.16% | -2.84% | 4.38% | 5.60% | 8.30% | 0.41% | 4.16% |
Returns By Period
In the year-to-date period, IUAIX achieves a -1.16% return, which is significantly lower than AVEFX's 1.11% return. Over the past 10 years, IUAIX has outperformed AVEFX with an annualized return of 8.61%, while AVEFX has yielded a comparatively lower 3.91% annualized return.
IUAIX
- 1D
- -0.33%
- 1M
- -5.32%
- YTD
- -1.16%
- 6M
- 0.67%
- 1Y
- 9.42%
- 3Y*
- 10.38%
- 5Y*
- 6.40%
- 10Y*
- 8.61%
AVEFX
- 1D
- 0.08%
- 1M
- -2.44%
- YTD
- 1.11%
- 6M
- 1.65%
- 1Y
- 3.91%
- 3Y*
- 5.44%
- 5Y*
- 3.20%
- 10Y*
- 3.91%
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IUAIX vs. AVEFX - Expense Ratio Comparison
IUAIX has a 0.64% expense ratio, which is higher than AVEFX's 0.41% expense ratio.
Return for Risk
IUAIX vs. AVEFX — Risk / Return Rank
IUAIX
AVEFX
IUAIX vs. AVEFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Invesco Equity and Income Portfolio (IUAIX) 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.
| IUAIX | AVEFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.21 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.74 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.42 | 1.71 | -1.29 |
Martin ratioReturn relative to average drawdown | 1.54 | 6.00 | -4.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUAIX | AVEFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.21 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.78 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.98 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.11 | -0.62 |
Correlation
The correlation between IUAIX and AVEFX is 0.65, 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
IUAIX vs. AVEFX - Dividend Comparison
IUAIX's dividend yield for the trailing twelve months is around 38.01%, more than AVEFX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUAIX VY Invesco Equity and Income Portfolio | 38.01% | 37.57% | 10.65% | 7.88% | 18.93% | 2.55% | 5.81% | 7.37% | 9.59% | 4.57% | 6.14% | 11.24% |
AVEFX Ave Maria Bond Fund | 3.10% | 3.51% | 2.94% | 2.47% | 3.59% | 2.32% | 2.43% | 3.31% | 3.21% | 2.04% | 2.94% | 1.89% |
Drawdowns
IUAIX vs. AVEFX - Drawdown Comparison
The maximum IUAIX drawdown since its inception was -39.25%, which is greater than AVEFX's maximum drawdown of -10.24%. Use the drawdown chart below to compare losses from any high point for IUAIX and AVEFX.
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Drawdown Indicators
| IUAIX | AVEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.25% | -10.24% | -29.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -2.52% | -6.24% |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | -8.02% | -8.54% |
Max Drawdown (10Y)Largest decline over 10 years | -29.60% | -10.24% | -19.36% |
Current DrawdownCurrent decline from peak | -5.53% | -2.44% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -0.96% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 0.72% | +2.63% |
Volatility
IUAIX vs. AVEFX - Volatility Comparison
VY Invesco Equity and Income Portfolio (IUAIX) has a higher volatility of 2.91% compared to Ave Maria Bond Fund (AVEFX) at 1.18%. This indicates that IUAIX'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.
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Volatility by Period
| IUAIX | AVEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 1.18% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 6.29% | 2.17% | +4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.78% | 3.44% | +9.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.47% | 4.14% | +7.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.83% | 4.01% | +8.82% |