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APLIX vs. GTSOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APLIX vs. GTSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cavanal Hill Hedged Income Fund (APLIX) and Glenmede Secured Options Portfolio (GTSOX). The values are adjusted to include any dividend payments, if applicable.

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APLIX vs. GTSOX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
APLIX
Cavanal Hill Hedged Income Fund
-5.79%16.87%10.43%5.04%-1.92%7.28%
GTSOX
Glenmede Secured Options Portfolio
-2.70%7.73%13.79%14.59%-11.69%18.15%

Returns By Period

In the year-to-date period, APLIX achieves a -5.79% return, which is significantly lower than GTSOX's -2.70% return.


APLIX

1D
-0.16%
1M
-6.21%
YTD
-5.79%
6M
-4.40%
1Y
13.32%
3Y*
8.35%
5Y*
5.21%
10Y*

GTSOX

1D
-0.15%
1M
-4.64%
YTD
-2.70%
6M
-0.12%
1Y
7.74%
3Y*
8.78%
5Y*
6.15%
10Y*
6.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APLIX vs. GTSOX - Expense Ratio Comparison

APLIX has a 1.35% expense ratio, which is higher than GTSOX's 0.85% expense ratio.


Return for Risk

APLIX vs. GTSOX — Risk / Return Rank

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

APLIX
APLIX Risk / Return Rank: 5151
Overall Rank
APLIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
APLIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
APLIX Omega Ratio Rank: 5656
Omega Ratio Rank
APLIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
APLIX Martin Ratio Rank: 5151
Martin Ratio Rank

GTSOX
GTSOX Risk / Return Rank: 3434
Overall Rank
GTSOX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GTSOX Sortino Ratio Rank: 2525
Sortino Ratio Rank
GTSOX Omega Ratio Rank: 6565
Omega Ratio Rank
GTSOX Calmar Ratio Rank: 2020
Calmar Ratio Rank
GTSOX Martin Ratio Rank: 3535
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.

APLIX vs. GTSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cavanal Hill Hedged Income Fund (APLIX) and Glenmede Secured Options Portfolio (GTSOX). 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.


APLIXGTSOXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.60

+0.40

Sortino ratio

Return per unit of downside risk

1.48

0.96

+0.51

Omega ratio

Gain probability vs. loss probability

1.22

1.24

-0.02

Calmar ratio

Return relative to maximum drawdown

1.18

0.59

+0.59

Martin ratio

Return relative to average drawdown

5.12

3.75

+1.37

APLIX vs. GTSOX - Sharpe Ratio Comparison

The current APLIX Sharpe Ratio is 1.00, which is higher than the GTSOX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of APLIX and GTSOX, 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


APLIXGTSOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.60

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.47

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.55

+0.03

Correlation

The correlation between APLIX and GTSOX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

APLIX vs. GTSOX - Dividend Comparison

APLIX's dividend yield for the trailing twelve months is around 0.22%, less than GTSOX's 7.67% yield.


TTM20252024202320222021202020192018201720162015
APLIX
Cavanal Hill Hedged Income Fund
0.22%0.40%0.84%2.06%2.09%1.48%0.00%0.00%0.00%0.00%0.00%0.00%
GTSOX
Glenmede Secured Options Portfolio
7.67%7.47%12.31%0.00%0.00%13.35%0.00%7.56%2.62%6.57%5.01%5.95%

Drawdowns

APLIX vs. GTSOX - Drawdown Comparison

The maximum APLIX drawdown since its inception was -14.52%, smaller than the maximum GTSOX drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for APLIX and GTSOX.


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Drawdown Indicators


APLIXGTSOXDifference

Max Drawdown

Largest peak-to-trough decline

-14.52%

-29.21%

+14.69%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

-11.14%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-14.52%

-22.03%

+7.51%

Max Drawdown (10Y)

Largest decline over 10 years

-29.21%

Current Drawdown

Current decline from peak

-7.93%

-6.69%

-1.24%

Average Drawdown

Average peak-to-trough decline

-2.29%

-2.99%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

1.77%

+0.53%

Volatility

APLIX vs. GTSOX - Volatility Comparison

Cavanal Hill Hedged Income Fund (APLIX) and Glenmede Secured Options Portfolio (GTSOX) have volatilities of 3.33% and 3.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APLIXGTSOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

3.18%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

4.18%

+3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.24%

13.83%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.18%

13.14%

-2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.13%

13.42%

-3.29%