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Cavanal Hill Bond Fund (APBDX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS14956P8692
IssuerCavanal Hill funds
Inception DateSep 28, 1990
CategoryIntermediate Core Bond
Min. Investment$100
Asset ClassBond

Expense Ratio

APBDX has a high expense ratio of 0.72%, indicating higher-than-average management fees.


Expense ratio chart for APBDX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Cavanal Hill Bond Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Cavanal Hill Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%December2024FebruaryMarchAprilMay
138.03%
1,676.72%
APBDX (Cavanal Hill Bond Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Cavanal Hill Bond Fund had a return of -1.03% year-to-date (YTD) and 2.13% in the last 12 months. Over the past 10 years, Cavanal Hill Bond Fund had an annualized return of 0.74%, while the S&P 500 had an annualized return of 10.84%, indicating that Cavanal Hill Bond Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-1.03%11.29%
1 month1.76%6.86%
6 months3.64%16.73%
1 year2.13%26.63%
5 years (annualized)-0.17%13.23%
10 years (annualized)0.74%10.84%

Monthly Returns

The table below presents the monthly returns of APBDX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.09%-1.15%0.88%-2.33%-1.03%
20233.01%-2.14%2.41%0.59%-0.81%-0.59%-0.23%-0.23%-2.40%-1.21%3.68%3.80%5.78%
2022-1.69%-1.08%-2.79%-3.53%0.06%-1.40%1.91%-2.41%-4.20%-1.94%2.96%-0.01%-13.46%
2021-0.55%-1.03%-0.97%0.63%0.43%0.53%0.84%-0.18%-0.88%-0.16%0.08%-0.29%-1.57%
20201.93%1.79%-1.52%1.47%0.65%0.75%1.32%-0.55%0.14%-0.65%0.94%0.27%6.67%
20190.83%-0.16%1.71%0.00%1.93%0.84%-0.01%2.69%-0.53%0.08%-0.03%-0.33%7.18%
2018-1.23%-0.71%0.85%-0.79%0.73%-0.03%-0.24%0.62%-0.80%-0.58%0.63%1.63%0.03%
20170.22%0.44%-0.07%0.55%0.55%-0.07%0.13%1.09%-0.82%-0.06%-0.04%0.25%2.18%
20161.75%0.67%0.16%0.05%-0.04%1.72%0.47%-0.39%-0.09%-0.80%-2.35%-0.11%0.98%
20151.67%-0.92%0.33%-0.25%-0.14%-0.78%0.60%0.05%0.57%-0.17%-0.26%-0.25%0.42%
20141.55%0.36%-0.15%0.48%0.90%-0.07%0.03%0.77%-0.49%0.86%0.55%-0.05%4.82%
2013-0.20%0.52%0.21%1.15%-0.84%-1.48%-0.01%-0.55%0.92%0.81%-0.16%-0.91%-0.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of APBDX is 6, indicating that it is in the bottom 6% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of APBDX is 66
APBDX (Cavanal Hill Bond Fund)
The Sharpe Ratio Rank of APBDX is 66Sharpe Ratio Rank
The Sortino Ratio Rank of APBDX is 66Sortino Ratio Rank
The Omega Ratio Rank of APBDX is 66Omega Ratio Rank
The Calmar Ratio Rank of APBDX is 66Calmar Ratio Rank
The Martin Ratio Rank of APBDX is 77Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Cavanal Hill Bond Fund (APBDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


APBDX
Sharpe ratio
The chart of Sharpe ratio for APBDX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.000.30
Sortino ratio
The chart of Sortino ratio for APBDX, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.0010.0012.000.46
Omega ratio
The chart of Omega ratio for APBDX, currently valued at 1.05, compared to the broader market1.002.003.001.05
Calmar ratio
The chart of Calmar ratio for APBDX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.0014.000.11
Martin ratio
The chart of Martin ratio for APBDX, currently valued at 0.81, compared to the broader market0.0020.0040.0060.0080.000.81
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.30, compared to the broader market-1.000.001.002.003.004.002.30
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.26, compared to the broader market-2.000.002.004.006.008.0010.0012.003.26
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market1.002.003.001.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.0012.0014.001.86
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0020.0040.0060.0080.008.76

Sharpe Ratio

The current Cavanal Hill Bond Fund Sharpe ratio is 0.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Cavanal Hill Bond Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.30
2.30
APBDX (Cavanal Hill Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Cavanal Hill Bond Fund granted a 3.17% dividend yield in the last twelve months. The annual payout for that period amounted to $0.26 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.26$0.25$0.20$0.18$0.18$0.22$0.20$0.15$0.19$0.17$0.17$0.22

Dividend yield

3.17%2.93%2.41%1.85%1.79%2.24%2.17%1.62%1.98%1.80%1.73%2.32%

Monthly Dividends

The table displays the monthly dividend distributions for Cavanal Hill Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.02$0.02$0.02$0.02$0.00$0.09
2023$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.25
2022$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.20
2021$0.01$0.02$0.01$0.01$0.01$0.01$0.01$0.02$0.01$0.01$0.02$0.02$0.18
2020$0.02$0.02$0.02$0.01$0.01$0.02$0.01$0.01$0.01$0.01$0.01$0.02$0.18
2019$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.22
2018$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.20
2017$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.01$0.15
2016$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.03$0.19
2015$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.02$0.02$0.17
2014$0.01$0.01$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.17
2013$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.22

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-10.86%
0
APBDX (Cavanal Hill Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Cavanal Hill Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Cavanal Hill Bond Fund was 22.95%, occurring on Jan 3, 1995. Recovery took 977 trading sessions.

The current Cavanal Hill Bond Fund drawdown is 10.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.95%Dec 31, 1991786Jan 3, 1995977Oct 1, 19981763
-18.21%Aug 4, 2021309Oct 24, 2022
-17.72%Mar 3, 2008257Mar 10, 2009225Jan 29, 2010482
-6.77%Mar 10, 20209Mar 20, 202081Jul 16, 202090
-5.83%Jun 16, 2003230May 13, 2004242Apr 29, 2005472

Volatility

Volatility Chart

The current Cavanal Hill Bond Fund volatility is 1.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
1.21%
3.15%
APBDX (Cavanal Hill Bond Fund)
Benchmark (^GSPC)