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RMEAX vs. VMVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMEAX vs. VMVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aspiriant Risk-Managed Equity Allocation Fund (RMEAX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). The values are adjusted to include any dividend payments, if applicable.

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RMEAX vs. VMVFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMEAX
Aspiriant Risk-Managed Equity Allocation Fund
-5.53%17.69%6.55%16.31%-13.67%14.78%3.98%16.82%-3.75%21.78%
VMVFX
Vanguard Global Minimum Volatility Fund Investor Shares
1.71%12.74%13.38%7.82%-4.48%23.74%-3.99%23.28%-1.79%15.93%

Returns By Period

In the year-to-date period, RMEAX achieves a -5.53% return, which is significantly lower than VMVFX's 1.71% return. Over the past 10 years, RMEAX has underperformed VMVFX with an annualized return of 7.22%, while VMVFX has yielded a comparatively higher 9.02% annualized return.


RMEAX

1D
0.07%
1M
-7.96%
YTD
-5.53%
6M
-1.56%
1Y
9.48%
3Y*
9.84%
5Y*
5.70%
10Y*
7.22%

VMVFX

1D
0.25%
1M
-5.81%
YTD
1.71%
6M
2.90%
1Y
8.07%
3Y*
11.40%
5Y*
9.94%
10Y*
9.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMEAX vs. VMVFX - Expense Ratio Comparison

RMEAX has a 0.28% expense ratio, which is higher than VMVFX's 0.21% expense ratio.


Return for Risk

RMEAX vs. VMVFX — Risk / Return Rank

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

RMEAX
RMEAX Risk / Return Rank: 3434
Overall Rank
RMEAX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
RMEAX Sortino Ratio Rank: 3434
Sortino Ratio Rank
RMEAX Omega Ratio Rank: 3333
Omega Ratio Rank
RMEAX Calmar Ratio Rank: 3333
Calmar Ratio Rank
RMEAX Martin Ratio Rank: 3838
Martin Ratio Rank

VMVFX
VMVFX Risk / Return Rank: 4747
Overall Rank
VMVFX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VMVFX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VMVFX Omega Ratio Rank: 4848
Omega Ratio Rank
VMVFX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VMVFX Martin Ratio Rank: 5353
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.

RMEAX vs. VMVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aspiriant Risk-Managed Equity Allocation Fund (RMEAX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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.


RMEAXVMVFXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.90

-0.11

Sortino ratio

Return per unit of downside risk

1.18

1.30

-0.12

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

0.92

1.06

-0.14

Martin ratio

Return relative to average drawdown

4.00

5.20

-1.19

RMEAX vs. VMVFX - Sharpe Ratio Comparison

The current RMEAX Sharpe Ratio is 0.79, which is comparable to the VMVFX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of RMEAX and VMVFX, 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


RMEAXVMVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.90

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.93

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.72

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.78

-0.26

Correlation

The correlation between RMEAX and VMVFX is 0.83, 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

RMEAX vs. VMVFX - Dividend Comparison

RMEAX's dividend yield for the trailing twelve months is around 12.49%, more than VMVFX's 9.81% yield.


TTM20252024202320222021202020192018201720162015
RMEAX
Aspiriant Risk-Managed Equity Allocation Fund
12.49%11.80%0.00%5.30%2.16%2.46%1.64%4.69%4.53%2.67%2.27%1.79%
VMVFX
Vanguard Global Minimum Volatility Fund Investor Shares
9.81%9.98%3.77%3.05%4.96%12.73%2.02%5.12%7.27%2.30%2.71%3.22%

Drawdowns

RMEAX vs. VMVFX - Drawdown Comparison

The maximum RMEAX drawdown since its inception was -23.70%, smaller than the maximum VMVFX drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for RMEAX and VMVFX.


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Drawdown Indicators


RMEAXVMVFXDifference

Max Drawdown

Largest peak-to-trough decline

-23.70%

-33.09%

+9.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-7.96%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-21.79%

-13.02%

-8.77%

Max Drawdown (10Y)

Largest decline over 10 years

-23.70%

-33.09%

+9.39%

Current Drawdown

Current decline from peak

-8.35%

-6.03%

-2.32%

Average Drawdown

Average peak-to-trough decline

-4.29%

-2.84%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.63%

+0.50%

Volatility

RMEAX vs. VMVFX - Volatility Comparison

Aspiriant Risk-Managed Equity Allocation Fund (RMEAX) has a higher volatility of 3.87% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.61%. This indicates that RMEAX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMEAXVMVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

2.61%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

7.33%

4.87%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

12.52%

10.02%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.91%

10.75%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.79%

12.48%

-0.69%