GOFIX vs. OEPIX

Last updated Jun 4, 2026

GOFIX (GMO Resources Fund) and OEPIX (Oil Equipment & Services UltraSector ProFund) are both Energy Equities funds. Over the past 10 years, GOFIX returned 14.42%/yr vs -20.53%/yr for OEPIX. A 0.72 correlation means they provide meaningful diversification when combined. GOFIX charges 0.72%/yr vs 1.65%/yr for OEPIX.

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.

Returns By Period

In the year-to-date period, GOFIX achieves a 36.01% return, which is significantly lower than OEPIX's 81.75% return. Over the past 10 years, GOFIX has outperformed OEPIX with an annualized return of 14.42%, while OEPIX has yielded a comparatively lower -20.53% annualized return.

GOFIX

• 1D: 1.59%
• 1M: 2.05%
• YTD: 36.01%
• 6M: 36.89%
• 1Y: 77.40%
• 3Y*: 12.17%
• 5Y*: 7.85%
• 10Y*: 14.42%

OEPIX

• 1D: 3.49%
• 1M: -6.31%
• YTD: 81.75%
• 6M: 68.33%
• 1Y: 159.80%
• 3Y*: 20.79%
• 5Y*: 11.85%
• 10Y*: -20.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GOFIX vs. OEPIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GOFIX GMO Resources Fund	36.01%	23.10%	-17.91%	-1.38%	-0.80%	32.01%	22.47%	20.10%	-6.73%	28.42%
OEPIX Oil Equipment & Services UltraSector ProFund	81.75%	-1.85%	-15.41%	-3.76%	88.50%	14.90%	-91.88%	-4.45%	-58.58%	-22.70%

Correlation

The correlation between GOFIX and OEPIX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jan 4, 2012	0.72

The correlation between GOFIX and OEPIX has been stable across timeframes, ranging from 0.67 to 0.72 - a consistent structural relationship.

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: 96
GOFIX Sharpe Ratio Rank: 98
GOFIX Sortino Ratio Rank: 94
GOFIX Omega Ratio Rank: 90
GOFIX Calmar Ratio Rank: 99
GOFIX Martin Ratio Rank: 99

OEPIX

OEPIX Risk / Return Rank: 91
OEPIX Sharpe Ratio Rank: 98
OEPIX Sortino Ratio Rank: 84
OEPIX Omega Ratio Rank: 75
OEPIX Calmar Ratio Rank: 99
OEPIX Martin Ratio Rank: 98

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.

	GOFIX	OEPIX	Difference
Sharpe ratio: Return per unit of total volatility	4.03	3.89	+0.14
Sortino ratio: Return per unit of downside risk	4.93	3.97	+0.96
Omega ratio: Gain probability vs. loss probability	1.64	1.49	+0.14
Calmar ratio: Return relative to maximum drawdown	13.39	12.15	+1.24
Martin ratio: Return relative to average drawdown	41.88	32.28	+9.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GOFIX vs. OEPIX - Sharpe Ratio Comparison

The current GOFIX Sharpe Ratio is 4.03, which is comparable to the OEPIX Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of GOFIX and OEPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GOFIX	OEPIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.03	3.89	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.21	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	-0.31	+0.88
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	-0.24	+0.59

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.

Drawdown Indicators

	GOFIX	OEPIX	Difference
Max Drawdown Largest peak-to-trough decline	-51.77%	-99.30%	+47.53%
Max Drawdown (1Y) Largest decline over 1 year	-6.04%	-14.61%	+8.57%
Max Drawdown (3Y) Largest decline over 3 years	-41.28%	-65.50%	+24.22%
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	0.00%	-97.64%	+97.64%
Average Drawdown Average peak-to-trough decline	-13.59%	-72.06%	+58.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	5.49%	-3.56%

Volatility

GOFIX vs. OEPIX - Volatility Comparison

The current volatility for GMO Resources Fund (GOFIX) is 3.96%, while Oil Equipment & Services UltraSector ProFund (OEPIX) has a volatility of 12.21%. 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.

Volatility by Period

	GOFIX	OEPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	12.21%	-8.25%
Volatility (6M) Calculated over the trailing 6-month period	14.05%	30.54%	-16.49%
Volatility (1Y) Calculated over the trailing 1-year period	20.06%	45.72%	-25.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.18%	56.76%	-31.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.33%	66.63%	-41.30%

GOFIX vs. OEPIX - Expense Ratio Comparison

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

Dividends

GOFIX vs. OEPIX - Dividend Comparison

GOFIX's dividend yield for the trailing twelve months is around 3.22%, more than OEPIX's 0.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GOFIX GMO Resources Fund	3.22%	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	0.48%	0.87%	0.00%	0.00%	0.00%	0.00%	0.16%	0.00%	2.56%	2.36%	0.05%	0.00%

Frequently Asked Questions

Can I hold both GOFIX and OEPIX in my portfolio?

GOFIX and OEPIX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GOFIX or OEPIX?

OEPIX has higher volatility (12.21%) compared to GOFIX (3.96%). In terms of maximum drawdown, GOFIX dropped -51.77% vs OEPIX's -99.30%.

Which has better risk-adjusted returns?

GOFIX currently has the higher Sharpe Ratio (4.03 vs 3.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.