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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.
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Returns By Period
O'Shaughnessy Market Leaders Value Fund (OFVIX) has returned 1.48% so far this year and 16.80% over the past 12 months.
O'Shaughnessy Market Leaders Value Fund
- 1D
- 0.00%
- 1M
- -3.57%
- YTD
- 1.48%
- 6M
- 5.17%
- 1Y
- 16.80%
- 3Y*
- 19.63%
- 5Y*
- 12.65%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2017, OFVIX's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, your investment would double in approximately 5.0 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +16.0%, while the worst month was Mar 2020 at -19.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, OFVIX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +12.3%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.59% | 2.58% | -3.57% | 1.48% | |||||||||
| 2025 | 4.89% | -0.49% | -3.60% | -3.23% | 5.03% | 4.13% | 1.06% | 3.54% | 0.28% | -0.74% | 1.95% | 2.41% | 15.81% |
| 2024 | 0.45% | 3.39% | 7.03% | -5.22% | 3.97% | -0.51% | 5.58% | 2.96% | 1.65% | 0.88% | 10.83% | -8.11% | 23.70% |
| 2023 | 7.62% | -3.16% | -3.99% | 1.32% | -3.85% | 9.43% | 4.78% | -1.41% | -3.60% | -3.08% | 7.83% | 6.15% | 17.85% |
| 2022 | -1.75% | -1.17% | 1.92% | -5.15% | 3.86% | -10.29% | 6.65% | -2.23% | -9.92% | 13.28% | 6.25% | -5.04% | -6.13% |
| 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% |
Benchmark Metrics
O'Shaughnessy Market Leaders Value Fund has an annualized alpha of 1.66%, beta of 0.97, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.
- This fund captured 106.54% of S&P 500 Index gains and 102.45% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 0.97 and R² of 0.79, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.66%
- Beta
- 0.97
- R²
- 0.79
- Upside Capture
- 106.54%
- Downside Capture
- 102.45%
Expense Ratio
OFVIX has an expense ratio of 0.56%, placing it in the medium range.
Return for Risk
Risk / Return Rank
OFVIX ranks 52 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for O'Shaughnessy Market Leaders Value Fund (OFVIX) and compare them to a chosen benchmark (S&P 500 Index).
| OFVIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.90 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.39 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.40 | -0.18 |
Martin ratioReturn relative to average drawdown | 5.40 | 6.61 | -1.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore OFVIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
O'Shaughnessy Market Leaders Value Fund provided a 18.26% dividend yield over the last twelve months, with an annual payout of $3.51 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.51 | $3.51 | $2.95 | $0.73 | $1.25 | $0.33 | $0.31 | $1.16 | $0.89 | $0.34 |
Dividend yield | 18.26% | 18.53% | 15.22% | 4.10% | 7.88% | 1.81% | 2.15% | 8.09% | 7.74% | 2.40% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.51 | $3.51 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.95 | $2.95 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 | $0.73 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.25 | $1.25 |
| 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 |
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.
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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 41.88%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
The current O'Shaughnessy Market Leaders Value Fund drawdown is 5.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.88% | Jan 21, 2020 | 44 | Mar 23, 2020 | 188 | Dec 17, 2020 | 232 |
| -24.34% | Jan 29, 2018 | 229 | Dec 24, 2018 | 218 | Nov 5, 2019 | 447 |
| -20.79% | Jan 12, 2022 | 179 | Sep 27, 2022 | 201 | Jul 18, 2023 | 380 |
| -19.04% | Dec 2, 2024 | 87 | Apr 8, 2025 | 63 | Jul 10, 2025 | 150 |
| -10.04% | Aug 8, 2023 | 58 | Oct 27, 2023 | 24 | Dec 1, 2023 | 82 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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