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IUAIX vs. AVEFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUAIX vs. AVEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY Invesco Equity and Income Portfolio (IUAIX) and Ave Maria Bond Fund (AVEFX). The values are adjusted to include any dividend payments, if applicable.

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IUAIX vs. AVEFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

IUAIX
IUAIX Risk / Return Rank: 2929
Overall Rank
IUAIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IUAIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
IUAIX Omega Ratio Rank: 3838
Omega Ratio Rank
IUAIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
IUAIX Martin Ratio Rank: 1616
Martin Ratio Rank

AVEFX
AVEFX Risk / Return Rank: 6767
Overall Rank
AVEFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AVEFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
AVEFX Omega Ratio Rank: 5858
Omega Ratio Rank
AVEFX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AVEFX Martin Ratio Rank: 6363
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.

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.


IUAIXAVEFXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.21

-0.40

Sortino ratio

Return per unit of downside risk

1.23

1.74

-0.52

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

0.42

1.71

-1.29

Martin ratio

Return relative to average drawdown

1.54

6.00

-4.46

IUAIX vs. AVEFX - Sharpe Ratio Comparison

The current IUAIX Sharpe Ratio is 0.82, which is lower than the AVEFX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of IUAIX and AVEFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUAIXAVEFXDifference

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.


TTM20252024202320222021202020192018201720162015
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


IUAIXAVEFXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.53%

-2.44%

-3.09%

Average Drawdown

Average peak-to-trough decline

-5.63%

-0.96%

-4.67%

Ulcer Index

Depth 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


IUAIXAVEFXDifference

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%