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APWEX vs. APENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APWEX vs. APENX - Performance Comparison

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

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APWEX vs. APENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APWEX
Cavanal Hill World Energy Fund
28.59%21.38%13.22%4.57%32.44%36.63%-0.00%8.29%-24.50%-0.29%
APENX
Cavanal Hill Strategic Enhanced Yield Fund
-0.21%7.88%3.28%4.87%-12.87%-0.01%5.73%6.77%2.87%0.00%

Returns By Period

In the year-to-date period, APWEX achieves a 28.59% return, which is significantly higher than APENX's -0.21% return.


APWEX

1D
0.58%
1M
1.81%
YTD
28.59%
6M
25.56%
1Y
55.20%
3Y*
24.08%
5Y*
21.77%
10Y*
12.53%

APENX

1D
0.22%
1M
-1.43%
YTD
-0.21%
6M
0.74%
1Y
4.36%
3Y*
4.42%
5Y*
0.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APWEX vs. APENX - Expense Ratio Comparison

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


Return for Risk

APWEX vs. APENX — Risk / Return Rank

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

APWEX
APWEX Risk / Return Rank: 9595
Overall Rank
APWEX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
APWEX Sortino Ratio Rank: 9393
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

APENX
APENX Risk / Return Rank: 5656
Overall Rank
APENX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
APENX Sortino Ratio Rank: 5555
Sortino Ratio Rank
APENX Omega Ratio Rank: 4242
Omega Ratio Rank
APENX Calmar Ratio Rank: 7474
Calmar Ratio Rank
APENX Martin Ratio Rank: 5555
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.

APWEX vs. APENX - Risk-Adjusted Trends Comparison

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


APWEXAPENXDifference

Sharpe ratio

Return per unit of total volatility

2.51

1.14

+1.37

Sortino ratio

Return per unit of downside risk

2.97

1.61

+1.36

Omega ratio

Gain probability vs. loss probability

1.47

1.21

+0.26

Calmar ratio

Return relative to maximum drawdown

3.66

1.92

+1.74

Martin ratio

Return relative to average drawdown

16.57

6.10

+10.47

APWEX vs. APENX - Sharpe Ratio Comparison

The current APWEX Sharpe Ratio is 2.51, which is higher than the APENX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of APWEX and APENX, 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


APWEXAPENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

1.14

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.15

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.48

-0.14

Correlation

The correlation between APWEX and APENX 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

APWEX vs. APENX - Dividend Comparison

APWEX's dividend yield for the trailing twelve months is around 0.31%, less than APENX's 3.59% yield.


TTM20252024202320222021202020192018201720162015
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%
APENX
Cavanal Hill Strategic Enhanced Yield Fund
3.59%4.03%4.51%3.66%3.72%2.00%3.20%4.02%2.02%0.00%0.00%0.00%

Drawdowns

APWEX vs. APENX - Drawdown Comparison

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


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Drawdown Indicators


APWEXAPENXDifference

Max Drawdown

Largest peak-to-trough decline

-61.57%

-16.63%

-44.94%

Max Drawdown (1Y)

Largest decline over 1 year

-15.41%

-3.03%

-12.38%

Max Drawdown (5Y)

Largest decline over 5 years

-25.75%

-16.15%

-9.60%

Max Drawdown (10Y)

Largest decline over 10 years

-57.43%

Current Drawdown

Current decline from peak

-1.45%

-1.86%

+0.41%

Average Drawdown

Average peak-to-trough decline

-17.27%

-4.55%

-12.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

0.96%

+2.44%

Volatility

APWEX vs. APENX - Volatility Comparison

Cavanal Hill World Energy Fund (APWEX) has a higher volatility of 5.41% compared to Cavanal Hill Strategic Enhanced Yield Fund (APENX) at 1.47%. This indicates that APWEX's price experiences larger fluctuations and is considered to be riskier than APENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APWEXAPENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

1.47%

+3.94%

Volatility (6M)

Calculated over the trailing 6-month period

13.43%

2.47%

+10.96%

Volatility (1Y)

Calculated over the trailing 1-year period

22.79%

4.30%

+18.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.01%

4.74%

+21.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.83%

4.27%

+21.56%