SRFMX vs. AFNIX

Last updated Jun 24, 2026

SRFMX (Sarofim Equity Fund) and AFNIX (AAM/Bahl & Gaynor Income Growth Fund Class I) are both Large Cap Blend Equities funds. Their correlation of 0.85 suggests significant overlap in exposure. SRFMX charges 0.70%/yr vs 0.83%/yr for AFNIX.

Performance

SRFMX vs. AFNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sarofim Equity Fund (SRFMX) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SRFMX

• 1D: -1.41%
• 1M: -3.18%
• YTD: 0.31%
• 6M: -0.17%
• 1Y: 8.65%
• 3Y*: 11.52%
• 5Y*: 7.02%
• 10Y*: 12.93%

AFNIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SRFMX vs. AFNIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SRFMX Sarofim Equity Fund	0.31%	11.35%	13.67%	21.41%	-19.20%	27.72%	24.38%	35.64%	-6.98%	25.90%
AFNIX AAM/Bahl & Gaynor Income Growth Fund Class I	1.74%	11.36%	16.23%	6.59%	-8.77%	25.23%	6.60%	25.71%	-1.98%	19.51%

Correlation

The correlation between SRFMX and AFNIX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015	0.85

Over the past year, the correlation between SRFMX and AFNIX has dropped to 0.50 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

Return for Risk

SRFMX vs. AFNIX — Risk / Return Rank

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

SRFMX

SRFMX Risk / Return Rank: 9
SRFMX Sharpe Ratio Rank: 10
SRFMX Sortino Ratio Rank: 9
SRFMX Omega Ratio Rank: 9
SRFMX Calmar Ratio Rank: 8
SRFMX Martin Ratio Rank: 11

AFNIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SRFMX vs. AFNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sarofim Equity Fund (SRFMX) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SRFMX	AFNIX	Difference
Sharpe ratio: Return per unit of total volatility	0.74	—	—
Sortino ratio: Return per unit of downside risk	1.09	—	—
Omega ratio: Gain probability vs. loss probability	1.14	—	—
Calmar ratio: Return relative to maximum drawdown	0.77	—	—
Martin ratio: Return relative to average drawdown	2.91	—	—

Drawdowns

Drawdown Indicators

	SRFMX	AFNIX	Difference
Max Drawdown Largest peak-to-trough decline	-32.46%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.05%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.95%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.63%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.46%	—	—
Current Drawdown Current decline from peak	-4.27%	—	—
Average Drawdown Average peak-to-trough decline	-5.87%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	—	—

Volatility

Volatility by Period

	SRFMX	AFNIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.67%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.19%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.52%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.05%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.65%	—	—

SRFMX vs. AFNIX - Expense Ratio Comparison

SRFMX has a 0.70% expense ratio, which is lower than AFNIX's 0.83% expense ratio.

Dividends

SRFMX vs. AFNIX - Dividend Comparison

SRFMX's dividend yield for the trailing twelve months is around 31.93%, more than AFNIX's 31.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AFNIX AAM/Bahl & Gaynor Income Growth Fund Class I	31.18%	14.13%	6.88%	3.43%	4.61%	1.78%	1.75%	2.13%	2.04%	1.72%	1.79%	2.66%
SRFMX Sarofim Equity Fund	31.93%	31.88%	18.62%	11.14%	8.76%	8.36%	7.36%	5.03%	7.42%	5.41%	1.68%	0.00%

Frequently Asked Questions

Can I hold both SRFMX and AFNIX in my portfolio?

SRFMX and AFNIX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.