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
| ISIN | US00770X4447 |
|---|---|
| CUSIP | 00770X444 |
| Issuer | O'Shaughnessy Mutual Funds |
| Inception Date | Feb 26, 2016 |
| Category | Large Cap Value Equities |
| Min. Investment | $10,000 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
OFVIX features an expense ratio of 0.56%, falling within the medium range.
Share Price Chart
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Popular comparisons: OFVIX vs. OAKLX, OFVIX vs. SPY, OFVIX vs. MGK
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 30.82% year-to-date (YTD) and 45.39% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 30.82% | 25.82% |
| 1 month | 6.68% | 3.20% |
| 6 months | 20.79% | 14.94% |
| 1 year | 45.39% | 35.92% |
| 5 years (annualized) | 14.57% | 14.22% |
| 10 years (annualized) | N/A | 11.43% |
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% | 3.39% | 7.03% | -5.22% | 3.97% | -0.51% | 5.58% | 2.96% | 1.65% | 0.88% | 30.82% | ||
| 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% | -0.29% | 0.63% | 2.78% | -3.98% | 3.51% | -2.83% | 6.24% | 30.49% |
| 2020 | -4.82% | -9.99% | -19.18% | 10.50% | 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 | 5.35% | -4.67% | -1.82% | 2.14% | 0.42% | -1.04% | 3.86% | 1.62% | -0.67% | -7.64% | 1.02% | -11.07% | -12.95% |
| 2017 | 0.85% | 3.27% | -0.97% | 0.98% | 1.70% | 2.16% | 3.59% | -1.21% | 3.74% | 1.32% | 4.21% | 2.76% | 24.65% |
| 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 risk-adjusted rank of OFVIX is 93, placing it in the top 7% 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.
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 1.70% dividend yield over the last twelve months, with an annual payout of $0.40 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.40 | $0.40 | $0.34 | $0.33 | $0.31 | $0.39 | $0.12 | $0.18 | $0.13 |
Dividend yield | 1.70% | 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 | $0.00 | |
| 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 41.88%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
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 18, 2022 | 175 | Sep 27, 2022 | 201 | Jul 18, 2023 | 376 |
| -10.04% | Aug 8, 2023 | 58 | Oct 27, 2023 | 24 | Dec 1, 2023 | 82 |
| -8.69% | Apr 28, 2016 | 42 | Jun 27, 2016 | 10 | Jul 12, 2016 | 52 |
Volatility
Volatility Chart
The current O'Shaughnessy Market Leaders Value Fund volatility is 4.60%, 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.