AAMCX vs. OTRFX
AAMCX (Absolute Capital Asset Allocator Fund) and OTRFX (OnTrack Core Fund) are both Tactical Allocation funds. Over the past 10 years, AAMCX returned 5.19%/yr vs 5.20%/yr for OTRFX. Their 0.43 correlation means their historical movements had little consistent relationship. AAMCX charges 2.70%/yr vs 2.58%/yr for OTRFX.
Performance
AAMCX vs. OTRFX - Performance Comparison
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Returns By Period
In the year-to-date period, AAMCX achieves a 8.10% return, which is significantly higher than OTRFX's 4.93% return. Both investments have delivered pretty close results over the past 10 years, with AAMCX having a 5.19% annualized return and OTRFX not far ahead at 5.20%.
AAMCX
- 1D
- 1.64%
- 1M
- -0.56%
- 6M
- 6.52%
- YTD
- 8.10%
- 1Y
- 14.28%
- 3Y*
- 10.22%
- 5Y*
- 4.53%
- 10Y*
- 5.19%
- ALL TIME*
- 5.22%
OTRFX
- 1D
- 0.10%
- 1M
- -0.10%
- 6M
- 1.36%
- YTD
- 4.93%
- 1Y
- 9.39%
- 3Y*
- 5.76%
- 5Y*
- 1.79%
- 10Y*
- 5.20%
- ALL TIME*
- 4.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
OTRFX OnTrack Core Fund | $0.00 | $0.00 | $0.00 |
AAMCX vs. OTRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AAMCX Absolute Capital Asset Allocator Fund | 8.10% | 9.86% | 10.16% | 12.53% | -19.02% | 14.36% | 4.78% | 9.61% | -6.22% | 10.64% |
OTRFX OnTrack Core Fund | 4.93% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 29.03% | 6.86% | -4.70% | 6.49% |
Correlation
The correlation between AAMCX and OTRFX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.43 |
The correlation between AAMCX and OTRFX shifts across timeframes, from 0.39 (5 years) to 0.57 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AAMCX vs. OTRFX — Risk / Return Rank
AAMCX
OTRFX
AAMCX vs. OTRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Absolute Capital Asset Allocator Fund (AAMCX) and OnTrack Core Fund (OTRFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| AAMCX | OTRFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.56 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.11 | -1.09 |
| Martin ratioReturn relative to average drawdown | 8.39 | 6.54 | +1.86 |
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Drawdowns
AAMCX vs. OTRFX - Drawdown Comparison
The maximum AAMCX drawdown since its inception was -22.73%, which is greater than OTRFX's maximum drawdown of -9.73%. Use the drawdown chart below to compare losses from any high point for AAMCX and OTRFX.
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Drawdown Indicators
| AAMCX | OTRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.73% | -9.73% | -13.00% |
Max Drawdown (1Y)Largest decline over 1 year | -6.29% | -3.02% | -3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -15.42% | -5.76% | -9.66% |
Max Drawdown (5Y)Largest decline over 5 years | -22.73% | -9.51% | -13.22% |
Max Drawdown (10Y)Largest decline over 10 years | -22.73% | -9.51% | -13.22% |
Current DrawdownCurrent decline from peak | -1.19% | -1.21% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -5.50% | -2.95% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.43% | +0.08% |
Volatility
AAMCX vs. OTRFX - Volatility Comparison
Absolute Capital Asset Allocator Fund (AAMCX) has a higher volatility of 3.00% compared to OnTrack Core Fund (OTRFX) at 0.47%. This indicates that AAMCX's price experiences larger fluctuations and is considered to be riskier than OTRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAMCX | OTRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 0.47% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 2.29% | +5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.35% | 4.15% | +6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.93% | 3.07% | +8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.33% | 3.56% | +7.77% |
AAMCX vs. OTRFX - Expense Ratio Comparison
AAMCX has a 2.70% expense ratio, which is higher than OTRFX's 2.58% expense ratio.
Dividends
AAMCX vs. OTRFX - Dividend Comparison
AAMCX's dividend yield for the trailing twelve months is around 2.22%, less than OTRFX's 12.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAMCX Absolute Capital Asset Allocator Fund | 2.22% | 2.40% | 3.64% | 0.00% | 0.00% | 8.98% | 0.00% | 0.00% | 11.86% | 3.78% | 1.20% | 0.00% |
OTRFX OnTrack Core Fund | 12.43% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
Frequently Asked Questions
AAMCX and OTRFX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AAMCX has higher volatility (3.00%) compared to OTRFX (0.47%). In terms of maximum drawdown, AAMCX dropped -22.73% vs OTRFX's -9.73%.
OTRFX currently has the higher Sharpe Ratio (2.27 vs 1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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