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VMIDX vs. AVEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMIDX vs. AVEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Mid Cap Index Fund (VMIDX) and Ave Maria Value Fund (AVEMX). The values are adjusted to include any dividend payments, if applicable.

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VMIDX vs. AVEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMIDX
VALIC Company I Mid Cap Index Fund
-0.56%-7.10%13.57%15.73%-13.10%24.39%13.83%25.59%-17.06%15.94%
AVEMX
Ave Maria Value Fund
7.40%2.82%21.43%3.49%4.19%25.15%6.20%20.51%-8.70%17.75%

Returns By Period

In the year-to-date period, VMIDX achieves a -0.56% return, which is significantly lower than AVEMX's 7.40% return. Over the past 10 years, VMIDX has underperformed AVEMX with an annualized return of 7.64%, while AVEMX has yielded a comparatively higher 11.12% annualized return.


VMIDX

1D
-0.79%
1M
-8.21%
YTD
-0.56%
6M
1.00%
1Y
13.41%
3Y*
5.46%
5Y*
2.95%
10Y*
7.64%

AVEMX

1D
-2.30%
1M
-8.63%
YTD
7.40%
6M
4.39%
1Y
5.29%
3Y*
12.84%
5Y*
9.04%
10Y*
11.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMIDX vs. AVEMX - Expense Ratio Comparison

VMIDX has a 0.34% expense ratio, which is lower than AVEMX's 0.97% expense ratio.


Return for Risk

VMIDX vs. AVEMX — Risk / Return Rank

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

VMIDX
VMIDX Risk / Return Rank: 2727
Overall Rank
VMIDX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VMIDX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VMIDX Omega Ratio Rank: 2626
Omega Ratio Rank
VMIDX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VMIDX Martin Ratio Rank: 3030
Martin Ratio Rank

AVEMX
AVEMX Risk / Return Rank: 1212
Overall Rank
AVEMX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
AVEMX Sortino Ratio Rank: 1212
Sortino Ratio Rank
AVEMX Omega Ratio Rank: 1212
Omega Ratio Rank
AVEMX Calmar Ratio Rank: 1212
Calmar Ratio Rank
AVEMX Martin Ratio Rank: 1111
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.

VMIDX vs. AVEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Mid Cap Index Fund (VMIDX) and Ave Maria Value Fund (AVEMX). 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.


VMIDXAVEMXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.28

+0.38

Sortino ratio

Return per unit of downside risk

1.08

0.53

+0.55

Omega ratio

Gain probability vs. loss probability

1.15

1.07

+0.08

Calmar ratio

Return relative to maximum drawdown

0.76

0.31

+0.45

Martin ratio

Return relative to average drawdown

3.29

0.76

+2.53

VMIDX vs. AVEMX - Sharpe Ratio Comparison

The current VMIDX Sharpe Ratio is 0.66, which is higher than the AVEMX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of VMIDX and AVEMX, 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


VMIDXAVEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.28

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.49

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.60

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.39

-0.23

Correlation

The correlation between VMIDX and AVEMX is 0.90, 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

VMIDX vs. AVEMX - Dividend Comparison

VMIDX's dividend yield for the trailing twelve months is around 14.32%, more than AVEMX's 0.31% yield.


TTM20252024202320222021202020192018201720162015
VMIDX
VALIC Company I Mid Cap Index Fund
14.32%0.00%5.05%13.91%10.75%3.62%8.68%11.05%1.31%9.01%0.00%0.00%
AVEMX
Ave Maria Value Fund
0.31%0.34%8.81%4.42%1.15%8.07%3.57%5.27%10.76%7.84%0.00%0.12%

Drawdowns

VMIDX vs. AVEMX - Drawdown Comparison

The maximum VMIDX drawdown since its inception was -67.05%, which is greater than AVEMX's maximum drawdown of -59.76%. Use the drawdown chart below to compare losses from any high point for VMIDX and AVEMX.


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Drawdown Indicators


VMIDXAVEMXDifference

Max Drawdown

Largest peak-to-trough decline

-67.05%

-59.76%

-7.29%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-13.42%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-34.16%

-18.64%

-15.52%

Max Drawdown (10Y)

Largest decline over 10 years

-41.76%

-39.76%

-2.00%

Current Drawdown

Current decline from peak

-14.83%

-9.20%

-5.63%

Average Drawdown

Average peak-to-trough decline

-17.03%

-8.63%

-8.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

5.51%

-2.24%

Volatility

VMIDX vs. AVEMX - Volatility Comparison

VALIC Company I Mid Cap Index Fund (VMIDX) and Ave Maria Value Fund (AVEMX) have volatilities of 5.37% and 5.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMIDXAVEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

5.17%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

13.14%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

20.83%

20.99%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.04%

18.44%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

18.46%

+3.32%