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VSEQX vs. AVEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSEQX vs. AVEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Strategic Equity Fund (VSEQX) and Ave Maria Value Fund (AVEMX). The values are adjusted to include any dividend payments, if applicable.

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VSEQX vs. AVEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSEQX
Vanguard Strategic Equity Fund
1.73%15.32%16.67%19.31%-11.90%30.83%10.26%26.76%-11.86%12.36%
AVEMX
Ave Maria Value Fund
9.67%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, VSEQX achieves a 1.73% return, which is significantly lower than AVEMX's 9.67% return. Both investments have delivered pretty close results over the past 10 years, with VSEQX having a 11.81% annualized return and AVEMX not far behind at 11.35%.


VSEQX

1D
2.86%
1M
-4.48%
YTD
1.73%
6M
4.20%
1Y
24.89%
3Y*
16.51%
5Y*
10.14%
10Y*
11.81%

AVEMX

1D
2.12%
1M
-7.28%
YTD
9.67%
6M
5.96%
1Y
6.98%
3Y*
13.63%
5Y*
9.18%
10Y*
11.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSEQX vs. AVEMX - Expense Ratio Comparison

VSEQX has a 0.17% expense ratio, which is lower than AVEMX's 0.97% expense ratio.


Return for Risk

VSEQX vs. AVEMX — Risk / Return Rank

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

VSEQX
VSEQX Risk / Return Rank: 7272
Overall Rank
VSEQX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VSEQX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VSEQX Omega Ratio Rank: 6666
Omega Ratio Rank
VSEQX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VSEQX Martin Ratio Rank: 8383
Martin Ratio Rank

AVEMX
AVEMX Risk / Return Rank: 1414
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: 1919
Calmar Ratio Rank
AVEMX Martin Ratio Rank: 1414
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.

VSEQX vs. AVEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Equity Fund (VSEQX) 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.


VSEQXAVEMXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.36

+0.86

Sortino ratio

Return per unit of downside risk

1.79

0.63

+1.15

Omega ratio

Gain probability vs. loss probability

1.26

1.09

+0.17

Calmar ratio

Return relative to maximum drawdown

1.79

0.61

+1.18

Martin ratio

Return relative to average drawdown

8.54

1.48

+7.06

VSEQX vs. AVEMX - Sharpe Ratio Comparison

The current VSEQX Sharpe Ratio is 1.22, which is higher than the AVEMX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of VSEQX 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


VSEQXAVEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.36

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.50

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.62

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.40

+0.08

Correlation

The correlation between VSEQX 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

VSEQX vs. AVEMX - Dividend Comparison

VSEQX's dividend yield for the trailing twelve months is around 10.97%, more than AVEMX's 0.31% yield.


TTM20252024202320222021202020192018201720162015
VSEQX
Vanguard Strategic Equity Fund
10.97%11.16%11.36%6.11%11.77%21.36%1.77%2.92%10.34%7.05%3.13%12.28%
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

VSEQX vs. AVEMX - Drawdown Comparison

The maximum VSEQX drawdown since its inception was -63.55%, which is greater than AVEMX's maximum drawdown of -59.76%. Use the drawdown chart below to compare losses from any high point for VSEQX and AVEMX.


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Drawdown Indicators


VSEQXAVEMXDifference

Max Drawdown

Largest peak-to-trough decline

-63.55%

-59.76%

-3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-13.42%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-24.73%

-18.64%

-6.09%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

-39.76%

-4.32%

Current Drawdown

Current decline from peak

-4.96%

-7.28%

+2.32%

Average Drawdown

Average peak-to-trough decline

-9.11%

-8.63%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

5.53%

-2.53%

Volatility

VSEQX vs. AVEMX - Volatility Comparison

Vanguard Strategic Equity Fund (VSEQX) has a higher volatility of 6.00% compared to Ave Maria Value Fund (AVEMX) at 5.67%. This indicates that VSEQX's price experiences larger fluctuations and is considered to be riskier than AVEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSEQXAVEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

5.67%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.71%

13.27%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

20.91%

21.06%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.00%

18.46%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.42%

18.47%

+2.95%