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APENX vs. APWEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APENX vs. APWEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cavanal Hill Strategic Enhanced Yield Fund (APENX) and Cavanal Hill World Energy Fund (APWEX). The values are adjusted to include any dividend payments, if applicable.

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APENX vs. APWEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APENX
Cavanal Hill Strategic Enhanced Yield Fund
-0.44%7.88%3.28%4.87%-12.87%-0.01%5.73%6.77%2.87%0.00%
APWEX
Cavanal Hill World Energy Fund
27.84%21.38%13.22%4.57%32.44%36.63%-0.00%8.29%-24.50%-0.29%

Returns By Period

In the year-to-date period, APENX achieves a -0.44% return, which is significantly lower than APWEX's 27.84% return.


APENX

1D
0.56%
1M
-2.08%
YTD
-0.44%
6M
0.73%
1Y
4.60%
3Y*
4.35%
5Y*
0.75%
10Y*

APWEX

1D
-2.02%
1M
3.14%
YTD
27.84%
6M
26.24%
1Y
55.69%
3Y*
23.84%
5Y*
22.32%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APENX vs. APWEX - Expense Ratio Comparison

APENX has a 1.01% expense ratio, which is lower than APWEX's 1.15% expense ratio.


Return for Risk

APENX vs. APWEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

APENX
APENX Risk / Return Rank: 6565
Overall Rank
APENX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
APENX Sortino Ratio Rank: 6868
Sortino Ratio Rank
APENX Omega Ratio Rank: 5353
Omega Ratio Rank
APENX Calmar Ratio Rank: 7575
Calmar Ratio Rank
APENX Martin Ratio Rank: 5959
Martin Ratio Rank

APWEX
APWEX Risk / Return Rank: 9595
Overall Rank
APWEX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
APWEX Sortino Ratio Rank: 9494
Sortino Ratio Rank
APWEX Omega Ratio Rank: 9393
Omega Ratio Rank
APWEX Calmar Ratio Rank: 9696
Calmar Ratio Rank
APWEX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

APENX vs. APWEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cavanal Hill Strategic Enhanced Yield Fund (APENX) and Cavanal Hill World Energy Fund (APWEX). 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.


APENXAPWEXDifference

Sharpe ratio

Return per unit of total volatility

1.20

2.50

-1.30

Sortino ratio

Return per unit of downside risk

1.70

2.97

-1.26

Omega ratio

Gain probability vs. loss probability

1.22

1.47

-0.25

Calmar ratio

Return relative to maximum drawdown

1.77

3.48

-1.71

Martin ratio

Return relative to average drawdown

5.64

15.75

-10.11

APENX vs. APWEX - Sharpe Ratio Comparison

The current APENX Sharpe Ratio is 1.20, which is lower than the APWEX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of APENX and APWEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


APENXAPWEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.50

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.86

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.34

+0.13

Correlation

The correlation between APENX and APWEX is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

APENX vs. APWEX - Dividend Comparison

APENX's dividend yield for the trailing twelve months is around 3.60%, more than APWEX's 0.31% yield.


TTM20252024202320222021202020192018201720162015
APENX
Cavanal Hill Strategic Enhanced Yield Fund
3.60%4.03%4.51%3.66%3.72%2.00%3.20%4.02%2.02%0.00%0.00%0.00%
APWEX
Cavanal Hill World Energy Fund
0.31%0.47%1.80%1.54%1.95%1.44%1.54%2.57%1.26%0.43%0.97%0.67%

Drawdowns

APENX vs. APWEX - Drawdown Comparison

The maximum APENX drawdown since its inception was -16.63%, smaller than the maximum APWEX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for APENX and APWEX.


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Drawdown Indicators


APENXAPWEXDifference

Max Drawdown

Largest peak-to-trough decline

-16.63%

-61.57%

+44.94%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-15.41%

+12.38%

Max Drawdown (5Y)

Largest decline over 5 years

-16.15%

-25.75%

+9.60%

Max Drawdown (10Y)

Largest decline over 10 years

-57.43%

Current Drawdown

Current decline from peak

-2.08%

-2.02%

-0.06%

Average Drawdown

Average peak-to-trough decline

-4.55%

-17.28%

+12.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

3.40%

-2.45%

Volatility

APENX vs. APWEX - Volatility Comparison

The current volatility for Cavanal Hill Strategic Enhanced Yield Fund (APENX) is 1.48%, while Cavanal Hill World Energy Fund (APWEX) has a volatility of 5.68%. This indicates that APENX experiences smaller price fluctuations and is considered to be less risky than APWEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APENXAPWEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

5.68%

-4.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

13.42%

-10.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

22.84%

-18.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.74%

26.00%

-21.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

25.83%

-21.56%