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OIBFX vs. AVEFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIBFX vs. AVEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Investor Balanced Fund (OIBFX) and Ave Maria Bond Fund (AVEFX). The values are adjusted to include any dividend payments, if applicable.

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OIBFX vs. AVEFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIBFX
JPMorgan Investor Balanced Fund
-2.94%12.69%9.25%15.06%-13.62%10.92%14.23%17.19%-4.77%13.30%
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, OIBFX achieves a -2.94% return, which is significantly lower than AVEFX's 1.11% return. Over the past 10 years, OIBFX has outperformed AVEFX with an annualized return of 7.25%, while AVEFX has yielded a comparatively lower 3.91% annualized return.


OIBFX

1D
0.12%
1M
-5.26%
YTD
-2.94%
6M
-1.41%
1Y
9.14%
3Y*
9.53%
5Y*
5.10%
10Y*
7.25%

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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OIBFX vs. AVEFX - Expense Ratio Comparison

OIBFX has a 0.32% expense ratio, which is lower than AVEFX's 0.41% expense ratio.


Return for Risk

OIBFX vs. AVEFX — Risk / Return Rank

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

OIBFX
OIBFX Risk / Return Rank: 5858
Overall Rank
OIBFX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
OIBFX Sortino Ratio Rank: 5858
Sortino Ratio Rank
OIBFX Omega Ratio Rank: 5757
Omega Ratio Rank
OIBFX Calmar Ratio Rank: 5757
Calmar Ratio Rank
OIBFX Martin Ratio Rank: 6060
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.

OIBFX vs. AVEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Balanced Fund (OIBFX) 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.


OIBFXAVEFXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.21

-0.14

Sortino ratio

Return per unit of downside risk

1.54

1.74

-0.20

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.35

1.71

-0.37

Martin ratio

Return relative to average drawdown

5.78

6.00

-0.22

OIBFX vs. AVEFX - Sharpe Ratio Comparison

The current OIBFX Sharpe Ratio is 1.07, which is comparable to the AVEFX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of OIBFX 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


OIBFXAVEFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.21

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.78

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.98

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.11

-0.38

Correlation

The correlation between OIBFX and AVEFX is 0.70, 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

OIBFX vs. AVEFX - Dividend Comparison

OIBFX's dividend yield for the trailing twelve months is around 5.76%, more than AVEFX's 3.10% yield.


TTM20252024202320222021202020192018201720162015
OIBFX
JPMorgan Investor Balanced Fund
5.76%6.10%6.00%3.51%7.07%4.40%6.20%6.72%7.91%6.95%3.81%5.21%
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

OIBFX vs. AVEFX - Drawdown Comparison

The maximum OIBFX drawdown since its inception was -29.42%, which is greater than AVEFX's maximum drawdown of -10.24%. Use the drawdown chart below to compare losses from any high point for OIBFX and AVEFX.


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Drawdown Indicators


OIBFXAVEFXDifference

Max Drawdown

Largest peak-to-trough decline

-29.42%

-10.24%

-19.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.40%

-2.52%

-3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-8.02%

-10.72%

Max Drawdown (10Y)

Largest decline over 10 years

-21.08%

-10.24%

-10.84%

Current Drawdown

Current decline from peak

-5.54%

-2.44%

-3.10%

Average Drawdown

Average peak-to-trough decline

-3.50%

-0.96%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

0.72%

+0.77%

Volatility

OIBFX vs. AVEFX - Volatility Comparison

JPMorgan Investor Balanced Fund (OIBFX) has a higher volatility of 2.89% compared to Ave Maria Bond Fund (AVEFX) at 1.18%. This indicates that OIBFX'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


OIBFXAVEFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

1.18%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

4.98%

2.17%

+2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

8.77%

3.44%

+5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.86%

4.14%

+4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.12%

4.01%

+5.11%