APWEX vs. OLGAX

In the year-to-date period, APWEX achieves a 0.55% return, which is significantly lower than OLGAX's 1.55% return. Over the past 10 years, APWEX has underperformed OLGAX with an annualized return of 5.61%, while OLGAX has yielded a comparatively higher 8.02% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Cavanal Hill World Energy Fund (APWEX) and JPMorgan Large Cap Growth Fund Class A (OLGAX). 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.

The current APWEX Sharpe Ratio is 0.75, which is lower than the OLGAX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of APWEX and OLGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

APWEX's dividend yield for the trailing twelve months is around 1.79%, while OLGAX has not paid dividends to shareholders.

The maximum APWEX drawdown since its inception was -61.79%, roughly equal to the maximum OLGAX drawdown of -64.30%. Use the drawdown chart below to compare losses from any high point for APWEX and OLGAX. For additional features, visit the drawdowns tool.

Cavanal Hill World Energy Fund (APWEX) has a higher volatility of 9.86% compared to JPMorgan Large Cap Growth Fund Class A (OLGAX) at 4.76%. This indicates that APWEX's price experiences larger fluctuations and is considered to be riskier than OLGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.