PortfoliosLab logoPortfoliosLab logo
AIWEX vs. APSTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIWEX vs. APSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cavanal Hill World Energy Fund Institutional Class (AIWEX) and Cavanal Hill Limited Duration Fund (APSTX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AIWEX achieves a 26.43% return, which is significantly higher than APSTX's 0.27% return. Over the past 10 years, AIWEX has outperformed APSTX with an annualized return of 12.17%, while APSTX has yielded a comparatively lower 1.81% annualized return.


AIWEX

1D
1.38%
1M
3.58%
6M
13.17%
YTD
26.43%
1Y
35.22%
3Y*
20.04%
5Y*
22.25%
10Y*
12.17%
ALL TIME*
9.19%

APSTX

1D
-0.32%
1M
-0.64%
6M
0.02%
YTD
0.27%
1Y
1.84%
3Y*
4.57%
5Y*
1.69%
10Y*
1.81%
ALL TIME*
4.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

AIWEX vs. APSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIWEX
Cavanal Hill World Energy Fund Institutional Class
26.43%21.74%13.42%4.93%32.76%36.90%0.25%8.00%-24.31%-1.59%
APSTX
Cavanal Hill Limited Duration Fund
0.27%5.21%4.96%5.13%-5.78%-0.73%3.83%4.02%1.17%1.06%

Correlation

The correlation between AIWEX and APSTX is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.20

Correlation (3Y)
Balances recent behavior with more history.

-0.07

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.06

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.13

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

-0.12

The correlation between AIWEX and APSTX shifts across timeframes, from -0.20 (1 year) to -0.06 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AIWEX vs. APSTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AIWEX
AIWEX Risk / Return Rank: 6767
Overall Rank
AIWEX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AIWEX Sortino Ratio Rank: 6464
Sortino Ratio Rank
AIWEX Omega Ratio Rank: 5858
Omega Ratio Rank
AIWEX Calmar Ratio Rank: 8383
Calmar Ratio Rank
AIWEX Martin Ratio Rank: 6161
Martin Ratio Rank

APSTX
APSTX Risk / Return Rank: 3232
Overall Rank
APSTX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
APSTX Sortino Ratio Rank: 3333
Sortino Ratio Rank
APSTX Omega Ratio Rank: 3232
Omega Ratio Rank
APSTX Calmar Ratio Rank: 3535
Calmar Ratio Rank
APSTX Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AIWEX vs. APSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cavanal Hill World Energy Fund Institutional Class (AIWEX) and Cavanal Hill Limited Duration Fund (APSTX). 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.


AIWEXAPSTXDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.29

1.21

+0.08

Calmar ratioReturn relative to maximum drawdown

2.92

1.63

+1.29

Martin ratioReturn relative to average drawdown

8.45

4.58

+3.87

AIWEX vs. APSTX - Sharpe Ratio Comparison

The current AIWEX Sharpe Ratio is 1.72, which is higher than the APSTX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of AIWEX and APSTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AIWEX vs. APSTX - Drawdown Comparison

The maximum AIWEX drawdown since its inception was -57.44%, which is greater than APSTX's maximum drawdown of -19.32%. Use the drawdown chart below to compare losses from any high point for AIWEX and APSTX.


Loading charts...

Drawdown Indicators


AIWEXAPSTXDifference

Max Drawdown

Largest peak-to-trough decline

-57.44%

-19.32%

-38.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-1.48%

-9.48%

Max Drawdown (3Y)

Largest decline over 3 years

-23.00%

-1.48%

-21.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.68%

-8.38%

-17.30%

Max Drawdown (10Y)

Largest decline over 10 years

-57.44%

-8.57%

-48.87%

Current Drawdown

Current decline from peak

-7.29%

-0.97%

-6.32%

Average Drawdown

Average peak-to-trough decline

-12.72%

-1.17%

-11.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

0.52%

+3.33%

Volatility

AIWEX vs. APSTX - Volatility Comparison

Cavanal Hill World Energy Fund Institutional Class (AIWEX) has a higher volatility of 5.52% compared to Cavanal Hill Limited Duration Fund (APSTX) at 0.65%. This indicates that AIWEX's price experiences larger fluctuations and is considered to be riskier than APSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AIWEXAPSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

0.65%

+4.87%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

1.74%

+12.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

2.25%

+16.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.56%

2.57%

+22.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.85%

2.13%

+23.72%

AIWEX vs. APSTX - Expense Ratio Comparison

AIWEX has a 0.91% expense ratio, which is higher than APSTX's 0.76% expense ratio.


Dividends

AIWEX vs. APSTX - Dividend Comparison

AIWEX's dividend yield for the trailing twelve months is around 0.93%, less than APSTX's 3.03% yield.


PositionTTM20252024202320222021202020192018201720162015
AIWEX
Cavanal Hill World Energy Fund Institutional Class
0.93%0.81%1.97%1.80%2.18%1.63%1.81%2.27%1.65%0.67%1.22%1.00%
APSTX
Cavanal Hill Limited Duration Fund
3.03%3.23%2.85%2.60%2.02%1.46%1.58%2.24%2.00%1.38%1.24%21.97%

Frequently Asked Questions


AIWEX and APSTX have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIWEX has higher volatility (5.52%) compared to APSTX (0.65%). In terms of maximum drawdown, AIWEX dropped -57.44% vs APSTX's -19.32%.

AIWEX currently has the higher Sharpe Ratio (1.72 vs 1.08), 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.

Portfolio Optimizer

Find the right allocation for AIWEX and APSTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer