- ISIN
- US9287411071
- Issuer
- Volumetric
- Inception Date
- Jan 2, 1979
- Category
- Large Cap Blend Equities
- Min. Investment
- $500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
VOLMX Performance Chart
Volumetric Fund (VOLMX) is up 11.1% since the beginning of the year. VOLMX is currently trading at $26 per share. Investors who bought $1,000 worth of VOLMX shares 5 years ago would now be looking at an investment worth $1,261.
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Returns By Period
Volumetric Fund (VOLMX) has returned 11.12% so far this year and 15.92% over the past 12 months. Over the last ten years, VOLMX has returned 5.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Volumetric Fund
- 1D
- 0.69%
- 1M
- 5.14%
- YTD
- 11.12%
- 6M
- 9.72%
- 1Y
- 15.92%
- 3Y*
- 8.33%
- 5Y*
- 4.75%
- 10Y*
- 5.75%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
VOLMX Monthly Returns History
Based on dividend-adjusted daily data since Sep 3, 1987, VOLMX's average daily return is +0.02%, while the average monthly return is +0.45%. At this rate, an investment would double in approximately 12.9 years.
Historically, 59% of months were positive and 41% were negative. The best month was Feb 1988 with a return of +13.5%, while the worst month was Oct 1987 at -26.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, VOLMX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +6.1%, while the worst single day was Oct 20, 1987 at -18.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.39% | 0.29% | -4.93% | 7.75% | 2.30% | 4.27% | 11.12% | ||||||
| 2025 | 2.94% | -2.77% | -5.45% | -1.51% | 4.32% | 3.19% | 0.42% | 0.96% | 0.58% | -1.39% | 1.58% | -0.93% | 1.52% |
| 2024 | 0.89% | 4.44% | 2.91% | -4.63% | 3.00% | 1.21% | 1.15% | 1.87% | 1.36% | 0.51% | 5.53% | -11.45% | 5.77% |
| 2023 | 3.77% | -2.14% | 1.05% | 0.14% | -1.55% | 5.31% | 3.32% | -1.27% | -4.01% | -2.92% | 5.88% | 5.00% | 12.57% |
| 2022 | -5.07% | -1.49% | 2.14% | -5.23% | -0.56% | -6.86% | 6.89% | -3.16% | -6.66% | 5.87% | 5.23% | -5.03% | -14.29% |
| 2021 | -2.44% | 2.55% | 5.23% | 3.91% | 1.45% | -0.66% | 1.87% | 1.18% | -4.08% | 5.55% | -2.20% | 4.68% | 17.79% |
Benchmark Metrics
Volumetric Fund has an annualized alpha of -0.97%, beta of 0.65, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since September 03, 1987.
- This fund participated in 90.02% of S&P 500 Index downside but only 72.86% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.65 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.97%
- Beta
- 0.65
- R²
- 0.69
- Upside Capture
- 72.86%
- Downside Capture
- 90.02%
Expense Ratio
VOLMX has a high expense ratio of 1.89%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
VOLMX ranks 26 for risk / return — below 26% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Volumetric Fund (VOLMX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VOLMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.78 | -0.95 |
| Martin ratioReturn relative to average drawdown | 6.84 | 12.44 | -5.60 |
Dividends
Dividend History
Volumetric Fund provided a 1.71% dividend yield over the last twelve months, with an annual payout of $0.45 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.45 | $0.45 | $0.00 | $0.74 | $1.13 | $2.04 | $0.24 | $0.72 | $0.44 |
Dividend yield | 1.71% | 1.89% | 0.00% | 3.28% | 5.47% | 8.02% | 1.03% | 3.36% | 2.39% |
Monthly Dividends
The table displays the monthly dividend distributions for Volumetric 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 | $0.45 | $0.45 |
| 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 | $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 | $0.74 | $0.74 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.13 | $1.13 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.04 | $2.04 |
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 Volumetric 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 Volumetric Fund was 49.79%, occurring on Mar 9, 2009. Recovery took 1182 trading sessions.
The current Volumetric Fund drawdown is 0.84%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -49.79%Mar 2009 | 4y 2mo | 4y 8mo | 8y 10moDec 2004 - Nov 2013 |
Black Monday1987 | -33.06%Oct 1987 | 20d | 1y 5mo | 1y 6moOct 1987 - Apr 1989 |
COVID crash2020 | -28.21%Mar 2020 | 1mo 1d | 7mo 28d | 8mo 29dFeb 2020 - Nov 2020 |
2003 bear market2003 | -25.21%Mar 2003 | 1y 9mo | 8mo | 2y 5moMay 2001 - Nov 2003 |
2025 selloff2025 | -24.09%Apr 2025 | 4mo 27d | — | 1y 7moNov 2024 - now |
Drawdown Indicators
| VOLMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.79% | -56.78% | +6.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -9.10% | +0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -24.09% | -18.90% | -5.19% |
Max Drawdown (5Y)Largest decline over 5 years | -24.09% | -25.43% | +1.34% |
Max Drawdown (10Y)Largest decline over 10 years | -28.21% | -33.92% | +5.71% |
Current DrawdownCurrent decline from peak | -0.84% | -1.80% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -10.71% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.03% | +0.29% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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