- ISIN
- US00770X4447
- CUSIP
- 00770X444
- Inception Date
- Feb 26, 2016
- Category
- Large Cap Value Equities
- Min. Investment
- $10,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
OFVIX Performance Chart
O'Shaughnessy Market Leaders Value Fund (OFVIX) is up 8.1% since the beginning of the year. OFVIX is currently trading at $20 per share. Investors who bought $1,000 worth of OFVIX shares 5 years ago would now be looking at an investment worth $1,791.
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Returns By Period
O'Shaughnessy Market Leaders Value Fund (OFVIX) has returned 8.09% so far this year and 21.12% over the past 12 months.
O'Shaughnessy Market Leaders Value Fund
- 1D
- 0.15%
- 1M
- 0.54%
- YTD
- 8.09%
- 6M
- 10.09%
- 1Y
- 21.12%
- 3Y*
- 21.77%
- 5Y*
- 12.36%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
OFVIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2017, OFVIX's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 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% | -2.11% | 5.59% | -0.78% | 0.15% | 8.09% | ||||||
| 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 0.48%, beta of 0.97, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.
- With beta of 0.97 and R2 of 0.78, 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
- 0.48%
- Beta
- 0.97
- R²
- 0.78
- Upside Capture
- 101.45%
- Downside Capture
- 103.20%
Expense Ratio
OFVIX has an expense ratio of 0.56%, placing it in the medium range.
Return for Risk
Risk / Return Rank
OFVIX ranks 51 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 S&P 500 Index.
| OFVIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 2.24 | -0.38 |
Sortino ratioReturn per unit of downside risk | 2.64 | 3.07 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.59 | 2.93 | +0.67 |
Martin ratioReturn relative to average drawdown | 11.64 | 13.52 | -1.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
O'Shaughnessy Market Leaders Value Fund provided a 17.14% 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 | 17.14% | 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 | $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 0.63%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -41.88%Mar 2020 | 2mo 2d | 8mo 29d | 11mo 1dJan 2020 - Dec 2020 |
Rate-hike selloffLate 2018 | -24.34%Dec 2018 | 10mo 29d | 10mo 16d | 1y 9moJan 2018 - Nov 2019 |
Bear market2022 | -20.79%Sep 2022 | 8mo 18d | 9mo 24d | 1y 6moJan 2022 - Jul 2023 |
2025 selloff2025 | -19.04%Apr 2025 | 4mo 7d | 3mo 3d | 7mo 10dDec 2024 - Jul 2025 |
2023 correction2023 | -10.04%Oct 2023 | 2mo 20d | 1mo 5d | 3mo 25dAug 2023 - Dec 2023 |
Drawdown Indicators
| OFVIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.88% | -56.78% | +14.90% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -9.10% | +2.84% |
Max Drawdown (3Y)Largest decline over 3 years | -19.04% | -18.90% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -25.43% | +4.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.63% | -0.74% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -10.72% | +5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.97% | -0.04% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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