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GOFIX vs. OEPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOFIX vs. OEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Resources Fund (GOFIX) and Oil Equipment & Services UltraSector ProFund (OEPIX). The values are adjusted to include any dividend payments, if applicable.

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GOFIX vs. OEPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOFIX
GMO Resources Fund
27.66%23.10%-17.91%-1.38%-0.80%32.01%22.47%20.10%-6.73%28.42%
OEPIX
Oil Equipment & Services UltraSector ProFund
65.25%-1.85%-15.41%-3.76%88.50%14.90%-91.88%-4.45%-58.58%-22.70%

Returns By Period

In the year-to-date period, GOFIX achieves a 27.66% return, which is significantly lower than OEPIX's 65.25% return. Over the past 10 years, GOFIX has outperformed OEPIX with an annualized return of 14.36%, while OEPIX has yielded a comparatively lower -20.24% annualized return.


GOFIX

1D
-0.22%
1M
4.63%
YTD
27.66%
6M
39.62%
1Y
67.01%
3Y*
9.07%
5Y*
8.33%
10Y*
14.36%

OEPIX

1D
-4.86%
1M
3.27%
YTD
65.25%
6M
96.48%
1Y
90.65%
3Y*
15.75%
5Y*
17.42%
10Y*
-20.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOFIX vs. OEPIX - Expense Ratio Comparison

GOFIX has a 0.72% expense ratio, which is lower than OEPIX's 1.65% expense ratio.


Return for Risk

GOFIX vs. OEPIX — Risk / Return Rank

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

GOFIX
GOFIX Risk / Return Rank: 9595
Overall Rank
GOFIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOFIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
GOFIX Omega Ratio Rank: 9292
Omega Ratio Rank
GOFIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
GOFIX Martin Ratio Rank: 9696
Martin Ratio Rank

OEPIX
OEPIX Risk / Return Rank: 7676
Overall Rank
OEPIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
OEPIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
OEPIX Omega Ratio Rank: 7676
Omega Ratio Rank
OEPIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
OEPIX Martin Ratio Rank: 5858
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.

GOFIX vs. OEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Resources Fund (GOFIX) and Oil Equipment & Services UltraSector ProFund (OEPIX). 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.


GOFIXOEPIXDifference

Sharpe ratio

Return per unit of total volatility

2.44

1.52

+0.93

Sortino ratio

Return per unit of downside risk

2.98

1.97

+1.01

Omega ratio

Gain probability vs. loss probability

1.43

1.29

+0.14

Calmar ratio

Return relative to maximum drawdown

3.19

2.18

+1.01

Martin ratio

Return relative to average drawdown

14.88

5.61

+9.27

GOFIX vs. OEPIX - Sharpe Ratio Comparison

The current GOFIX Sharpe Ratio is 2.44, which is higher than the OEPIX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of GOFIX and OEPIX, 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


GOFIXOEPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

1.52

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.30

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

-0.30

+0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

-0.25

+0.58

Correlation

The correlation between GOFIX and OEPIX is 0.73, 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

GOFIX vs. OEPIX - Dividend Comparison

GOFIX's dividend yield for the trailing twelve months is around 3.43%, more than OEPIX's 0.53% yield.


TTM20252024202320222021202020192018201720162015
GOFIX
GMO Resources Fund
3.43%4.38%3.01%5.90%10.25%17.81%3.66%2.99%4.06%3.86%2.89%3.30%
OEPIX
Oil Equipment & Services UltraSector ProFund
0.53%0.87%0.00%0.00%0.00%0.00%0.16%0.00%2.56%2.36%0.05%0.00%

Drawdowns

GOFIX vs. OEPIX - Drawdown Comparison

The maximum GOFIX drawdown since its inception was -51.77%, smaller than the maximum OEPIX drawdown of -99.30%. Use the drawdown chart below to compare losses from any high point for GOFIX and OEPIX.


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Drawdown Indicators


GOFIXOEPIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.77%

-99.30%

+47.53%

Max Drawdown (1Y)

Largest decline over 1 year

-19.68%

-39.36%

+19.68%

Max Drawdown (5Y)

Largest decline over 5 years

-45.10%

-65.50%

+20.40%

Max Drawdown (10Y)

Largest decline over 10 years

-45.98%

-97.79%

+51.81%

Current Drawdown

Current decline from peak

-0.22%

-97.86%

+97.64%

Average Drawdown

Average peak-to-trough decline

-13.75%

-71.84%

+58.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

15.28%

-11.06%

Volatility

GOFIX vs. OEPIX - Volatility Comparison

The current volatility for GMO Resources Fund (GOFIX) is 5.63%, while Oil Equipment & Services UltraSector ProFund (OEPIX) has a volatility of 11.57%. This indicates that GOFIX experiences smaller price fluctuations and is considered to be less risky than OEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOFIXOEPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

11.57%

-5.94%

Volatility (6M)

Calculated over the trailing 6-month period

15.50%

33.14%

-17.64%

Volatility (1Y)

Calculated over the trailing 1-year period

26.99%

60.15%

-33.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.30%

57.70%

-32.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.56%

66.61%

-41.05%