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Cavanal Hill Moderate Duration Fund (APFBX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS14956P7520
IssuerCavanal Hill funds
Inception DateSep 28, 1990
CategoryShort-Term Bond
Min. Investment$100
Asset ClassBond

Expense Ratio

APFBX has a high expense ratio of 0.74%, indicating higher-than-average management fees.


Expense ratio chart for APFBX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%

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 Moderate Duration Fund

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.


0.00%500.00%1,000.00%1,500.00%December2024FebruaryMarchAprilMay
157.00%
1,681.17%
APFBX (Cavanal Hill Moderate Duration Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Cavanal Hill Moderate Duration Fund had a return of 0.20% year-to-date (YTD) and 3.59% in the last 12 months. Over the past 10 years, Cavanal Hill Moderate Duration Fund had an annualized return of 0.94%, while the S&P 500 had an annualized return of 10.87%, indicating that Cavanal Hill Moderate Duration Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.20%11.56%
1 month1.21%7.13%
6 months3.17%17.26%
1 year3.59%26.92%
5 years (annualized)0.35%13.56%
10 years (annualized)0.94%10.87%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.46%-0.89%0.78%-1.19%0.20%
20232.03%-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%-0.44%-0.07%-0.17%-0.62%
20201.30%0.90%-2.34%1.18%0.78%0.77%0.67%0.11%0.11%-0.25%0.51%0.34%4.09%
20190.57%0.08%1.17%0.11%0.99%0.69%0.01%1.04%-0.10%0.18%-0.02%-0.02%4.78%
2018-0.56%-0.09%0.34%-0.44%0.54%0.07%-0.03%0.46%-0.33%-0.22%0.26%1.06%1.05%
20170.39%0.40%0.23%0.50%0.30%-0.09%0.38%0.67%-0.30%0.01%-0.17%0.11%2.46%
20161.09%0.20%0.42%0.12%-0.15%1.37%0.03%-0.45%0.09%-0.57%-1.61%0.02%0.54%
20151.12%-0.67%0.27%-0.08%-0.08%-0.28%0.20%0.07%0.36%-0.38%-0.26%-0.15%0.12%
20141.47%0.19%0.02%0.48%0.68%-0.09%0.10%0.49%-0.28%0.57%0.20%-0.09%3.79%
20130.59%0.48%0.27%1.13%-0.04%-0.95%0.12%-0.18%0.91%0.81%0.03%-0.67%2.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of APFBX is 23, indicating that it is in the bottom 23% 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 APFBX is 2323
APFBX (Cavanal Hill Moderate Duration Fund)
The Sharpe Ratio Rank of APFBX is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of APFBX is 2020Sortino Ratio Rank
The Omega Ratio Rank of APFBX is 1919Omega Ratio Rank
The Calmar Ratio Rank of APFBX is 1919Calmar Ratio Rank
The Martin Ratio Rank of APFBX is 3636Martin 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 Moderate Duration Fund (APFBX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


APFBX
Sharpe ratio
The chart of Sharpe ratio for APFBX, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.000.92
Sortino ratio
The chart of Sortino ratio for APFBX, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.0012.001.37
Omega ratio
The chart of Omega ratio for APFBX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.16
Calmar ratio
The chart of Calmar ratio for APFBX, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.0014.000.34
Martin ratio
The chart of Martin ratio for APFBX, currently valued at 3.59, compared to the broader market0.0020.0040.0060.0080.003.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.34, compared to the broader market-1.000.001.002.003.004.002.34
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.31, compared to the broader market-2.000.002.004.006.008.0010.0012.003.31
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.0014.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.93, compared to the broader market0.0020.0040.0060.0080.008.93

Sharpe Ratio

The current Cavanal Hill Moderate Duration Fund Sharpe ratio is 0.92. 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 Moderate Duration 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 Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.92
2.34
APFBX (Cavanal Hill Moderate Duration Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Cavanal Hill Moderate Duration Fund granted a 2.97% dividend yield in the last twelve months. The annual payout for that period amounted to $0.29 per share.


PeriodTTM20232022202120202019201820172016201520142013
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

2.97%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.02$0.02$0.03$0.02$0.00$0.10
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.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-5.24%
0
APFBX (Cavanal Hill Moderate Duration Fund)
Benchmark (^GSPC)

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 20.16%, occurring on Mar 10, 2009. Recovery took 300 trading sessions.

The current Cavanal Hill Moderate Duration Fund drawdown is 5.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.16%Mar 3, 2008257Mar 10, 2009300May 18, 2010557
-12.69%Aug 5, 2021306Oct 20, 2022
-11.86%Dec 31, 1991786Jan 3, 1995720Oct 7, 19971506
-5.63%Mar 9, 202010Mar 20, 202084Jul 21, 202094
-3.79%Jul 11, 2016120Dec 28, 2016170Aug 31, 2017290

Volatility

Volatility Chart

The current Cavanal Hill Moderate Duration Fund volatility is 0.73%, 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.


1.00%2.00%3.00%4.00%December2024FebruaryMarchAprilMay
0.73%
3.10%
APFBX (Cavanal Hill Moderate Duration Fund)
Benchmark (^GSPC)