O'Shaughnessy Market Leaders Value Fund (OFVIX)
Under normal market conditions, the fund invests primarily in a diversified portfolio of common stocks and other equity securities of companies of all sizes, including but not limited to, American Depositary Receipts ("ADRs"), preferred stocks, limited partnerships, and convertible securities. The adviser employs a bottom-up, quantitative, factor-based approach to security selection based on research and analysis of historical data. The adviser may eliminate or substitute factors at its discretion.
Fund Info
US00770X4447
00770X444
Feb 26, 2016
$10,000
Large-Cap
Value
Expense Ratio
OFVIX features an expense ratio of 0.56%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in O'Shaughnessy Market Leaders Value 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
O'Shaughnessy Market Leaders Value Fund had a return of 11.19% year-to-date (YTD) and 11.38% in the last 12 months.
OFVIX
11.19%
-16.67%
1.36%
11.38%
8.65%
N/A
^GSPC (Benchmark)
25.25%
0.08%
9.66%
25.65%
13.17%
11.11%
Monthly Returns
The table below presents the monthly returns of OFVIX, 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 | 0.45% | 3.38% | 7.03% | -5.22% | 3.97% | -0.51% | 5.58% | 2.96% | 1.65% | 0.88% | 10.83% | 11.19% | |
| 2023 | 7.62% | -3.16% | -3.99% | 1.32% | -3.85% | 9.43% | 4.78% | -1.41% | -3.60% | -3.08% | 7.83% | 4.09% | 15.56% |
| 2022 | -1.75% | -1.17% | 1.92% | -5.15% | 3.86% | -10.29% | 6.65% | -2.23% | -9.92% | 13.28% | 6.25% | -10.13% | -11.17% |
| 2021 | 0.84% | 7.80% | 6.40% | 3.70% | 2.81% | -0.28% | 0.63% | 2.78% | -3.98% | 3.51% | -2.83% | 6.24% | 30.49% |
| 2020 | -4.83% | -9.99% | -19.18% | 10.51% | 3.20% | 2.21% | 3.55% | 3.93% | -3.06% | -0.83% | 16.00% | 5.06% | 1.76% |
| 2019 | 9.02% | 4.22% | -1.68% | 7.76% | -8.90% | 7.77% | 1.34% | -5.35% | 4.65% | 1.18% | 4.46% | 1.77% | 27.60% |
| 2018 | 5.34% | -4.67% | -1.82% | 2.14% | 0.42% | -1.04% | 3.86% | 1.62% | -0.67% | -7.64% | 1.02% | -16.39% | -18.16% |
| 2017 | 0.85% | 3.27% | -0.97% | 0.98% | 1.70% | 2.15% | 3.59% | -1.21% | 3.74% | 1.32% | 4.21% | 0.32% | 21.69% |
| 2016 | -0.50% | 6.94% | 0.19% | -1.41% | -0.48% | 3.92% | 1.66% | 0.36% | -0.90% | 8.83% | -0.07% | 19.51% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of OFVIX is 47, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for O'Shaughnessy Market Leaders Value Fund (OFVIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
O'Shaughnessy Market Leaders Value Fund provided a 2.22% dividend yield over the last twelve months, with an annual payout of $0.44 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.44 | $0.40 | $0.34 | $0.33 | $0.31 | $0.39 | $0.12 | $0.18 | $0.13 |
Dividend yield | 2.22% | 2.22% | 2.17% | 1.81% | 2.15% | 2.69% | 1.05% | 1.25% | 1.06% |
Monthly Dividends
The table displays the monthly dividend distributions for O'Shaughnessy Market Leaders Value 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.44 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.40 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.33 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.39 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2016 | $0.13 | $0.13 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the O'Shaughnessy Market Leaders Value 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 O'Shaughnessy Market Leaders Value Fund was 43.06%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
The current O'Shaughnessy Market Leaders Value Fund drawdown is 17.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.06% | Jan 29, 2018 | 541 | Mar 23, 2020 | 200 | Jan 6, 2021 | 741 |
| -20.79% | Jan 18, 2022 | 175 | Sep 27, 2022 | 313 | Dec 26, 2023 | 488 |
| -18.83% | Dec 2, 2024 | 14 | Dec 19, 2024 | — | — | — |
| -8.69% | Apr 28, 2016 | 42 | Jun 27, 2016 | 10 | Jul 12, 2016 | 52 |
| -6.44% | Nov 16, 2021 | 11 | Dec 1, 2021 | 18 | Dec 28, 2021 | 29 |
Volatility
Volatility Chart
The current O'Shaughnessy Market Leaders Value Fund volatility is 13.31%, 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.