Cavanal Hill Moderate Duration Fund (APFBX)
The fund invests primarily in debt obligations such as bonds, notes and debentures, and bills issued by U.S. corporations or the U.S. government, its agencies, or instrumentalities, municipal securities, mortgage-backed securities, asset-backed securities, collateralized mortgage obligations and fixed income ETFs. It invests at least 80% of its net assets in bonds and maintains an average portfolio duration between three and five years.
Fund Info
| ISIN | US14956P7520 |
|---|---|
| Issuer | Cavanal Hill funds |
| Inception Date | Sep 28, 1990 |
| Category | Short-Term Bond |
| Min. Investment | $100 |
| Asset Class | Bond |
Expense Ratio
APFBX features an expense ratio of 0.74%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cavanal Hill Moderate Duration Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Cavanal Hill Moderate Duration Fund had a return of 1.87% year-to-date (YTD) and 5.16% in the last 12 months. Over the past 10 years, Cavanal Hill Moderate Duration Fund had an annualized return of 1.10%, while the S&P 500 had an annualized return of 10.58%, indicating that Cavanal Hill Moderate Duration Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.87% | 13.20% |
| 1 month | 0.67% | -1.28% |
| 6 months | 2.29% | 10.32% |
| 1 year | 5.16% | 18.23% |
| 5 years (annualized) | 0.47% | 12.31% |
| 10 years (annualized) | 1.10% | 10.58% |
Monthly Returns
The table below presents the monthly returns of APFBX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.46% | -0.88% | 0.78% | -1.19% | 1.10% | 0.98% | 1.87% | ||||||
| 2023 | 2.03% | -1.35% | 1.72% | 0.43% | -0.39% | -0.40% | 0.13% | 0.14% | -0.80% | -0.48% | 2.09% | 2.37% | 5.52% |
| 2022 | -1.30% | -0.65% | -2.48% | -1.95% | 0.14% | -1.07% | 1.28% | -1.76% | -2.52% | -0.94% | 1.73% | 0.12% | -9.12% |
| 2021 | -0.06% | -0.51% | -0.53% | 0.49% | 0.40% | 0.21% | 0.68% | -0.18% | -0.44% | -0.45% | -0.07% | -0.17% | -0.62% |
| 2020 | 1.30% | 0.90% | -2.34% | 1.18% | 0.78% | 0.77% | 0.67% | 0.11% | 0.11% | -0.25% | 0.51% | 0.34% | 4.09% |
| 2019 | 0.57% | 0.07% | 1.17% | 0.11% | 0.99% | 0.68% | 0.01% | 1.04% | -0.10% | 0.18% | -0.02% | -0.02% | 4.78% |
| 2018 | -0.56% | -0.08% | 0.34% | -0.43% | 0.54% | 0.06% | -0.03% | 0.45% | -0.33% | -0.22% | 0.27% | 1.06% | 1.06% |
| 2017 | 0.39% | 0.40% | 0.23% | 0.50% | 0.30% | -0.09% | 0.38% | 0.67% | -0.30% | 0.01% | -0.17% | 0.10% | 2.44% |
| 2016 | 1.09% | 0.20% | 0.42% | 0.12% | -0.15% | 1.36% | 0.03% | -0.45% | 0.09% | -0.56% | -1.60% | 0.01% | 0.53% |
| 2015 | 1.12% | -0.66% | 0.28% | -0.08% | -0.08% | -0.28% | 0.20% | 0.07% | 0.36% | -0.38% | -0.26% | -0.16% | 0.12% |
| 2014 | 1.47% | 0.20% | 0.02% | 0.48% | 0.68% | -0.10% | 0.11% | 0.48% | -0.28% | 0.57% | 0.20% | -0.09% | 3.77% |
| 2013 | 0.59% | 0.47% | 0.27% | 1.13% | -0.04% | -0.94% | 0.11% | -0.18% | 0.91% | 0.80% | 0.03% | -0.66% | 2.50% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of APFBX is 69, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Cavanal Hill Moderate Duration Fund (APFBX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Cavanal Hill Moderate Duration Fund granted a 3.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.29 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.29 | $0.27 | $0.19 | $0.16 | $0.17 | $0.24 | $0.19 | $0.13 | $0.21 | $0.12 | $0.13 | $0.18 |
Dividend yield | 3.00% | 2.81% | 1.98% | 1.54% | 1.56% | 2.26% | 1.81% | 1.27% | 2.01% | 1.18% | 1.21% | 1.70% |
Monthly Dividends
The table displays the monthly dividend distributions for Cavanal Hill Moderate Duration Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.02 | $0.02 | $0.03 | $0.02 | $0.02 | $0.02 | $0.00 | $0.15 | |||||
| 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 | $0.27 |
| 2022 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.19 |
| 2021 | $0.01 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.16 |
| 2020 | $0.02 | $0.02 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 | $0.17 |
| 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 | $0.24 |
| 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 | $0.19 |
| 2017 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.13 |
| 2016 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.07 | $0.21 |
| 2015 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.12 |
| 2014 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.13 |
| 2013 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.18 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Cavanal Hill Moderate Duration 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 Moderate Duration Fund was 20.19%, occurring on Mar 10, 2009. Recovery took 290 trading sessions.
The current Cavanal Hill Moderate Duration Fund drawdown is 3.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.19% | Mar 3, 2008 | 257 | Mar 10, 2009 | 290 | May 4, 2010 | 547 |
| -12.69% | Aug 5, 2021 | 306 | Oct 20, 2022 | — | — | — |
| -11.86% | Dec 31, 1991 | 786 | Jan 3, 1995 | 734 | Oct 27, 1997 | 1520 |
| -5.63% | Mar 9, 2020 | 10 | Mar 20, 2020 | 84 | Jul 21, 2020 | 94 |
| -3.79% | Jul 11, 2016 | 120 | Dec 28, 2016 | 170 | Aug 31, 2017 | 290 |
Volatility
Volatility Chart
The current Cavanal Hill Moderate Duration Fund volatility is 0.90%, 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.