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APWEX vs. OLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APWEX vs. OLGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cavanal Hill World Energy Fund (APWEX) and JPMorgan Large Cap Growth Fund Class A (OLGAX). The values are adjusted to include any dividend payments, if applicable.

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APWEX vs. OLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APWEX
Cavanal Hill World Energy Fund
27.84%21.38%13.22%4.57%32.44%36.63%-0.00%8.29%-24.50%-1.94%
OLGAX
JPMorgan Large Cap Growth Fund Class A
-11.67%13.79%34.85%34.28%-25.58%17.87%55.60%38.81%0.23%37.75%

Returns By Period

In the year-to-date period, APWEX achieves a 27.84% return, which is significantly higher than OLGAX's -11.67% return. Over the past 10 years, APWEX has underperformed OLGAX with an annualized return of 12.47%, while OLGAX has yielded a comparatively higher 17.27% annualized return.


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%

OLGAX

1D
-0.66%
1M
-8.22%
YTD
-11.67%
6M
-13.40%
1Y
9.06%
3Y*
18.61%
5Y*
9.75%
10Y*
17.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APWEX vs. OLGAX - Expense Ratio Comparison

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


Return for Risk

APWEX vs. OLGAX — 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: 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

OLGAX
OLGAX Risk / Return Rank: 1717
Overall Rank
OLGAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OLGAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
OLGAX Omega Ratio Rank: 1919
Omega Ratio Rank
OLGAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
OLGAX Martin Ratio Rank: 1313
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. OLGAX - Risk-Adjusted Trends Comparison

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.


APWEXOLGAXDifference

Sharpe ratio

Return per unit of total volatility

2.50

0.44

+2.06

Sortino ratio

Return per unit of downside risk

2.97

0.78

+2.19

Omega ratio

Gain probability vs. loss probability

1.47

1.11

+0.36

Calmar ratio

Return relative to maximum drawdown

3.48

0.38

+3.09

Martin ratio

Return relative to average drawdown

15.75

1.18

+14.57

APWEX vs. OLGAX - Sharpe Ratio Comparison

The current APWEX Sharpe Ratio is 2.50, which is higher than the OLGAX Sharpe Ratio of 0.44. 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.


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Sharpe Ratios by Period


APWEXOLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

0.44

+2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.49

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.81

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.47

-0.13

Correlation

The correlation between APWEX and OLGAX is 0.47, 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

APWEX vs. OLGAX - Dividend Comparison

APWEX's dividend yield for the trailing twelve months is around 0.31%, less than OLGAX's 13.38% 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%
OLGAX
JPMorgan Large Cap Growth Fund Class A
13.38%11.82%2.06%0.00%3.20%15.30%5.32%13.03%16.18%14.92%9.94%4.51%

Drawdowns

APWEX vs. OLGAX - Drawdown Comparison

The maximum APWEX drawdown since its inception was -61.57%, roughly equal to the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for APWEX and OLGAX.


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Drawdown Indicators


APWEXOLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-61.57%

-63.25%

+1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-15.41%

-16.92%

+1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-25.75%

-31.34%

+5.59%

Max Drawdown (10Y)

Largest decline over 10 years

-57.43%

-31.87%

-25.56%

Current Drawdown

Current decline from peak

-2.02%

-16.92%

+14.90%

Average Drawdown

Average peak-to-trough decline

-17.28%

-18.78%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

5.51%

-2.11%

Volatility

APWEX vs. OLGAX - Volatility Comparison

Cavanal Hill World Energy Fund (APWEX) has a higher volatility of 5.68% compared to JPMorgan Large Cap Growth Fund Class A (OLGAX) at 5.22%. 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.


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Volatility by Period


APWEXOLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

5.22%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

12.06%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

22.84%

20.90%

+1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.00%

20.21%

+5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.83%

21.52%

+4.31%