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APWEX vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APWEX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cavanal Hill World Energy Fund (APWEX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

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APWEX vs. SWPPX - 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%
SWPPX
Schwab S&P 500 Index Fund
-7.07%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%21.81%

Returns By Period

In the year-to-date period, APWEX achieves a 27.84% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, APWEX has underperformed SWPPX with an annualized return of 12.47%, while SWPPX has yielded a comparatively higher 13.71% 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%

SWPPX

1D
-0.37%
1M
-7.65%
YTD
-7.07%
6M
-4.58%
1Y
14.43%
3Y*
17.15%
5Y*
11.39%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APWEX vs. SWPPX - Expense Ratio Comparison

APWEX has a 1.15% expense ratio, which is higher than SWPPX's 0.02% expense ratio.


Return for Risk

APWEX vs. SWPPX — 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

SWPPX
SWPPX Risk / Return Rank: 4646
Overall Rank
SWPPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5050
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 5353
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. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cavanal Hill World Energy Fund (APWEX) and Schwab S&P 500 Index Fund (SWPPX). 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.


APWEXSWPPXDifference

Sharpe ratio

Return per unit of total volatility

2.50

0.84

+1.67

Sortino ratio

Return per unit of downside risk

2.97

1.30

+1.67

Omega ratio

Gain probability vs. loss probability

1.47

1.20

+0.27

Calmar ratio

Return relative to maximum drawdown

3.48

1.06

+2.42

Martin ratio

Return relative to average drawdown

15.75

5.14

+10.61

APWEX vs. SWPPX - Sharpe Ratio Comparison

The current APWEX Sharpe Ratio is 2.50, which is higher than the SWPPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of APWEX and SWPPX, 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


APWEXSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

0.84

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.68

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.76

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.48

-0.14

Correlation

The correlation between APWEX and SWPPX is 0.60, 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. SWPPX - Dividend Comparison

APWEX's dividend yield for the trailing twelve months is around 0.31%, less than SWPPX's 1.19% 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%
SWPPX
Schwab S&P 500 Index Fund
1.19%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Drawdowns

APWEX vs. SWPPX - Drawdown Comparison

The maximum APWEX drawdown since its inception was -61.57%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for APWEX and SWPPX.


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Drawdown Indicators


APWEXSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-61.57%

-55.06%

-6.51%

Max Drawdown (1Y)

Largest decline over 1 year

-15.41%

-12.10%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-25.75%

-24.51%

-1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-57.43%

-33.80%

-23.63%

Current Drawdown

Current decline from peak

-2.02%

-8.89%

+6.87%

Average Drawdown

Average peak-to-trough decline

-17.28%

-10.00%

-7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

2.49%

+0.91%

Volatility

APWEX vs. SWPPX - Volatility Comparison

Cavanal Hill World Energy Fund (APWEX) has a higher volatility of 5.68% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that APWEX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APWEXSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

4.29%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

9.11%

+4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

22.84%

18.14%

+4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.00%

16.89%

+9.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.83%

18.19%

+7.64%