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APSTX vs. SWSBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APSTX vs. SWSBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cavanal Hill Limited Duration Fund (APSTX) and Schwab Short-Term Bond Index Fund (SWSBX). The values are adjusted to include any dividend payments, if applicable.

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APSTX vs. SWSBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APSTX
Cavanal Hill Limited Duration Fund
-0.03%5.21%4.96%5.13%-5.78%-0.73%3.83%4.02%1.17%0.85%
SWSBX
Schwab Short-Term Bond Index Fund
-0.16%6.06%3.42%3.95%-5.89%-1.28%4.47%4.96%1.34%0.85%

Returns By Period

In the year-to-date period, APSTX achieves a -0.03% return, which is significantly higher than SWSBX's -0.16% return.


APSTX

1D
0.21%
1M
-1.27%
YTD
-0.03%
6M
1.09%
1Y
3.09%
3Y*
4.49%
5Y*
1.70%
10Y*
1.85%

SWSBX

1D
0.10%
1M
-0.93%
YTD
-0.16%
6M
0.78%
1Y
3.74%
3Y*
3.77%
5Y*
1.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APSTX vs. SWSBX - Expense Ratio Comparison

APSTX has a 0.76% expense ratio, which is higher than SWSBX's 0.06% expense ratio.


Return for Risk

APSTX vs. SWSBX — Risk / Return Rank

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

APSTX
APSTX Risk / Return Rank: 8080
Overall Rank
APSTX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
APSTX Sortino Ratio Rank: 8181
Sortino Ratio Rank
APSTX Omega Ratio Rank: 7474
Omega Ratio Rank
APSTX Calmar Ratio Rank: 8888
Calmar Ratio Rank
APSTX Martin Ratio Rank: 8080
Martin Ratio Rank

SWSBX
SWSBX Risk / Return Rank: 8787
Overall Rank
SWSBX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SWSBX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SWSBX Omega Ratio Rank: 8282
Omega Ratio Rank
SWSBX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SWSBX Martin Ratio Rank: 8989
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.

APSTX vs. SWSBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cavanal Hill Limited Duration Fund (APSTX) and Schwab Short-Term Bond Index Fund (SWSBX). 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.


APSTXSWSBXDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.59

-0.19

Sortino ratio

Return per unit of downside risk

2.09

2.60

-0.52

Omega ratio

Gain probability vs. loss probability

1.28

1.33

-0.05

Calmar ratio

Return relative to maximum drawdown

2.37

2.71

-0.35

Martin ratio

Return relative to average drawdown

7.86

9.85

-2.00

APSTX vs. SWSBX - Sharpe Ratio Comparison

The current APSTX Sharpe Ratio is 1.40, which is comparable to the SWSBX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of APSTX and SWSBX, 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


APSTXSWSBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.59

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.43

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.76

+0.01

Correlation

The correlation between APSTX and SWSBX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

APSTX vs. SWSBX - Dividend Comparison

APSTX's dividend yield for the trailing twelve months is around 2.95%, less than SWSBX's 3.79% yield.


TTM20252024202320222021202020192018201720162015
APSTX
Cavanal Hill Limited Duration Fund
2.95%3.23%2.85%2.60%2.02%1.46%1.58%2.24%2.00%1.38%1.24%21.97%
SWSBX
Schwab Short-Term Bond Index Fund
3.79%4.09%3.66%2.36%1.11%0.97%1.82%2.41%2.12%1.56%0.00%0.00%

Drawdowns

APSTX vs. SWSBX - Drawdown Comparison

The maximum APSTX drawdown since its inception was -19.32%, which is greater than SWSBX's maximum drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for APSTX and SWSBX.


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Drawdown Indicators


APSTXSWSBXDifference

Max Drawdown

Largest peak-to-trough decline

-19.32%

-9.06%

-10.26%

Max Drawdown (1Y)

Largest decline over 1 year

-1.48%

-1.54%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-8.47%

-9.06%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-8.57%

Current Drawdown

Current decline from peak

-1.27%

-1.13%

-0.14%

Average Drawdown

Average peak-to-trough decline

-1.17%

-1.81%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.42%

+0.03%

Volatility

APSTX vs. SWSBX - Volatility Comparison

Cavanal Hill Limited Duration Fund (APSTX) has a higher volatility of 0.87% compared to Schwab Short-Term Bond Index Fund (SWSBX) at 0.73%. This indicates that APSTX's price experiences larger fluctuations and is considered to be riskier than SWSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APSTXSWSBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

0.73%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

1.49%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

2.37%

2.40%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.51%

2.95%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.10%

2.47%

-0.37%