IMSCX vs. RCKSX

Last updated Jun 24, 2026

IMSCX (IMS Capital Value Fund) and RCKSX (Rock Oak Core Growth Fund) are both Large Cap Blend Equities funds. Over the past 10 years, IMSCX returned 11.95%/yr vs 11.43%/yr for RCKSX. Their correlation of 0.83 suggests significant overlap in exposure. IMSCX charges 1.82%/yr vs 1.25%/yr for RCKSX.

Performance

IMSCX vs. RCKSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IMS Capital Value Fund (IMSCX) and Rock Oak Core Growth Fund (RCKSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IMSCX achieves a 11.04% return, which is significantly lower than RCKSX's 15.47% return. Both investments have delivered pretty close results over the past 10 years, with IMSCX having a 11.95% annualized return and RCKSX not far behind at 11.43%.

IMSCX

• 1D: -1.10%
• 1M: 1.66%
• YTD: 11.04%
• 6M: 9.90%
• 1Y: 27.90%
• 3Y*: 22.93%
• 5Y*: 10.13%
• 10Y*: 11.95%

RCKSX

• 1D: 0.00%
• 1M: 0.60%
• YTD: 15.47%
• 6M: 13.64%
• 1Y: 20.17%
• 3Y*: 19.37%
• 5Y*: 8.00%
• 10Y*: 11.43%

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

IMSCX vs. RCKSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IMSCX IMS Capital Value Fund	11.04%	16.99%	21.40%	47.43%	-30.11%	12.87%	13.86%	39.69%	-12.02%	11.89%
RCKSX Rock Oak Core Growth Fund	15.47%	12.99%	15.12%	15.57%	-18.09%	9.96%	13.75%	19.05%	-2.14%	22.69%

Correlation

The correlation between IMSCX and RCKSX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005	0.83

Over the past year, the correlation between IMSCX and RCKSX has dropped to 0.48 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

Return for Risk

IMSCX vs. RCKSX — Risk / Return Rank

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

IMSCX

IMSCX Risk / Return Rank: 43
IMSCX Sharpe Ratio Rank: 42
IMSCX Sortino Ratio Rank: 38
IMSCX Omega Ratio Rank: 40
IMSCX Calmar Ratio Rank: 46
IMSCX Martin Ratio Rank: 49

RCKSX

RCKSX Risk / Return Rank: 63
RCKSX Sharpe Ratio Rank: 48
RCKSX Sortino Ratio Rank: 49
RCKSX Omega Ratio Rank: 39
RCKSX Calmar Ratio Rank: 95
RCKSX Martin Ratio Rank: 85

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.

IMSCX vs. RCKSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IMS Capital Value Fund (IMSCX) and Rock Oak Core Growth Fund (RCKSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IMSCX	RCKSX	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.89	-0.13
Sortino ratio: Return per unit of downside risk	2.37	2.72	-0.35
Omega ratio: Gain probability vs. loss probability	1.31	1.31	0.00
Calmar ratio: Return relative to maximum drawdown	2.48	5.35	-2.86
Martin ratio: Return relative to average drawdown	9.57	14.75	-5.18

IMSCX vs. RCKSX - Sharpe Ratio Comparison

The current IMSCX Sharpe Ratio is 1.76, which is comparable to the RCKSX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of IMSCX and RCKSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IMSCX vs. RCKSX - Drawdown Comparison

The maximum IMSCX drawdown since its inception was -56.63%, roughly equal to the maximum RCKSX drawdown of -57.88%. Use the drawdown chart below to compare losses from any high point for IMSCX and RCKSX.

Drawdown Indicators

	IMSCX	RCKSX	Difference
Max Drawdown Largest peak-to-trough decline	-56.63%	-57.88%	+1.25%
Max Drawdown (1Y) Largest decline over 1 year	-11.90%	-4.14%	-7.76%
Max Drawdown (3Y) Largest decline over 3 years	-23.80%	-18.22%	-5.58%
Max Drawdown (5Y) Largest decline over 5 years	-40.18%	-22.54%	-17.64%
Max Drawdown (10Y) Largest decline over 10 years	-40.18%	-33.10%	-7.08%
Current Drawdown Current decline from peak	-1.10%	-0.46%	-0.64%
Average Drawdown Average peak-to-trough decline	-10.15%	-9.48%	-0.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	1.50%	+1.58%

Volatility

IMSCX vs. RCKSX - Volatility Comparison

IMS Capital Value Fund (IMSCX) has a higher volatility of 5.89% compared to Rock Oak Core Growth Fund (RCKSX) at 3.29%. This indicates that IMSCX's price experiences larger fluctuations and is considered to be riskier than RCKSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMSCX	RCKSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.89%	3.29%	+2.60%
Volatility (6M) Calculated over the trailing 6-month period	12.32%	8.07%	+4.25%
Volatility (1Y) Calculated over the trailing 1-year period	16.83%	11.75%	+5.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.20%	15.64%	+5.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.69%	17.55%	+2.14%

IMSCX vs. RCKSX - Expense Ratio Comparison

IMSCX has a 1.82% expense ratio, which is higher than RCKSX's 1.25% expense ratio.

Dividends

IMSCX vs. RCKSX - Dividend Comparison

IMSCX's dividend yield for the trailing twelve months is around 3.20%, less than RCKSX's 5.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMSCX IMS Capital Value Fund	3.20%	3.55%	5.63%	0.00%	0.00%	4.09%	2.09%	10.15%	13.04%	2.08%	0.00%	0.00%
RCKSX Rock Oak Core Growth Fund	5.42%	6.26%	0.47%	0.71%	1.00%	4.31%	16.56%	3.18%	0.59%	5.91%	0.70%	3.21%

Frequently Asked Questions

Can I hold both IMSCX and RCKSX in my portfolio?

IMSCX and RCKSX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IMSCX or RCKSX?

IMSCX has higher volatility (5.89%) compared to RCKSX (3.29%). In terms of maximum drawdown, IMSCX dropped -56.63% vs RCKSX's -57.88%.

Which has better risk-adjusted returns?

RCKSX currently has the higher Sharpe Ratio (1.89 vs 1.76), 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.