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MCONX vs. AVEFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCONX vs. AVEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Genesis Conservative Portfolio (MCONX) and Ave Maria Bond Fund (AVEFX). The values are adjusted to include any dividend payments, if applicable.

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MCONX vs. AVEFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCONX
Praxis Genesis Conservative Portfolio
-0.83%10.15%5.16%9.51%-14.59%1.66%10.28%13.67%-2.64%8.36%
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, MCONX achieves a -0.83% return, which is significantly lower than AVEFX's 1.11% return. Both investments have delivered pretty close results over the past 10 years, with MCONX having a 3.97% annualized return and AVEFX not far behind at 3.91%.


MCONX

1D
0.75%
1M
-3.04%
YTD
-0.83%
6M
0.25%
1Y
7.60%
3Y*
6.57%
5Y*
1.71%
10Y*
3.97%

AVEFX

1D
0.00%
1M
-2.13%
YTD
1.11%
6M
1.57%
1Y
3.58%
3Y*
5.44%
5Y*
3.14%
10Y*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCONX vs. AVEFX - Expense Ratio Comparison

MCONX has a 0.58% expense ratio, which is higher than AVEFX's 0.41% expense ratio.


Return for Risk

MCONX vs. AVEFX — Risk / Return Rank

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

MCONX
MCONX Risk / Return Rank: 6666
Overall Rank
MCONX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MCONX Sortino Ratio Rank: 6767
Sortino Ratio Rank
MCONX Omega Ratio Rank: 6262
Omega Ratio Rank
MCONX Calmar Ratio Rank: 6969
Calmar Ratio Rank
MCONX Martin Ratio Rank: 6464
Martin Ratio Rank

AVEFX
AVEFX Risk / Return Rank: 5858
Overall Rank
AVEFX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
AVEFX Sortino Ratio Rank: 6161
Sortino Ratio Rank
AVEFX Omega Ratio Rank: 4747
Omega Ratio Rank
AVEFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
AVEFX Martin Ratio Rank: 5555
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.

MCONX vs. AVEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Genesis Conservative Portfolio (MCONX) 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.


MCONXAVEFXDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.15

+0.17

Sortino ratio

Return per unit of downside risk

1.86

1.64

+0.22

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

1.83

1.65

+0.18

Martin ratio

Return relative to average drawdown

7.07

5.64

+1.43

MCONX vs. AVEFX - Sharpe Ratio Comparison

The current MCONX Sharpe Ratio is 1.32, which is comparable to the AVEFX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of MCONX 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


MCONXAVEFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.15

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.76

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.98

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

1.11

-0.31

Correlation

The correlation between MCONX and AVEFX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MCONX vs. AVEFX - Dividend Comparison

MCONX's dividend yield for the trailing twelve months is around 4.67%, more than AVEFX's 3.10% yield.


TTM20252024202320222021202020192018201720162015
MCONX
Praxis Genesis Conservative Portfolio
4.67%4.76%4.90%1.85%2.31%1.66%3.49%2.61%3.84%3.06%2.25%2.56%
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

MCONX vs. AVEFX - Drawdown Comparison

The maximum MCONX drawdown since its inception was -21.51%, which is greater than AVEFX's maximum drawdown of -10.24%. Use the drawdown chart below to compare losses from any high point for MCONX and AVEFX.


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Drawdown Indicators


MCONXAVEFXDifference

Max Drawdown

Largest peak-to-trough decline

-21.51%

-10.24%

-11.27%

Max Drawdown (1Y)

Largest decline over 1 year

-4.45%

-2.52%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-21.51%

-8.02%

-13.49%

Max Drawdown (10Y)

Largest decline over 10 years

-21.51%

-10.24%

-11.27%

Current Drawdown

Current decline from peak

-3.50%

-2.44%

-1.06%

Average Drawdown

Average peak-to-trough decline

-3.00%

-0.96%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

0.74%

+0.41%

Volatility

MCONX vs. AVEFX - Volatility Comparison

Praxis Genesis Conservative Portfolio (MCONX) has a higher volatility of 2.55% compared to Ave Maria Bond Fund (AVEFX) at 1.16%. This indicates that MCONX'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


MCONXAVEFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

1.16%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

2.17%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

6.08%

3.44%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.83%

4.14%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.15%

4.01%

+2.14%