OASDX vs. PHSWX

Last updated Jun 25, 2026

OASDX (Oakhurst Strategic Defined Risk Fund) and PHSWX (Parvin Hedged Equity Solari World Fund) are both Long-Short funds. A 0.52 correlation means they provide meaningful diversification when combined. OASDX charges 1.89%/yr vs 0.01%/yr for PHSWX.

Performance

OASDX vs. PHSWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakhurst Strategic Defined Risk Fund (OASDX) and Parvin Hedged Equity Solari World Fund (PHSWX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

OASDX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PHSWX

• 1D: -0.36%
• 1M: -2.32%
• YTD: 3.60%
• 6M: 2.82%
• 1Y: 11.94%
• 3Y*: 9.74%
• 5Y*: 2.85%
• 10Y*: —

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

OASDX vs. PHSWX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
OASDX Oakhurst Strategic Defined Risk Fund	3.40%	10.94%	18.06%	17.20%	-13.49%	13.03%
PHSWX Parvin Hedged Equity Solari World Fund	3.60%	22.65%	1.35%	1.80%	-12.69%	3.47%

Correlation

The correlation between OASDX and PHSWX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jan 4, 2021	0.52

The correlation between OASDX and PHSWX shifts across timeframes, from 0.37 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

OASDX vs. PHSWX — Risk / Return Rank

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

OASDX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PHSWX

PHSWX Risk / Return Rank: 10
PHSWX Sharpe Ratio Rank: 11
PHSWX Sortino Ratio Rank: 10
PHSWX Omega Ratio Rank: 10
PHSWX Calmar Ratio Rank: 10
PHSWX Martin Ratio Rank: 9

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.

OASDX vs. PHSWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakhurst Strategic Defined Risk Fund (OASDX) and Parvin Hedged Equity Solari World Fund (PHSWX). 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.

	OASDX	PHSWX	Difference
Sharpe ratio: Return per unit of total volatility	—	0.73	—
Sortino ratio: Return per unit of downside risk	—	1.06	—
Omega ratio: Gain probability vs. loss probability	—	1.13	—
Calmar ratio: Return relative to maximum drawdown	—	0.84	—
Martin ratio: Return relative to average drawdown	—	2.01	—

Drawdowns

Drawdown Indicators

	OASDX	PHSWX	Difference
Max Drawdown Largest peak-to-trough decline	—	-94.47%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-14.06%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-94.47%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-94.47%	—
Current Drawdown Current decline from peak	—	-93.17%	—
Average Drawdown Average peak-to-trough decline	—	-29.90%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.83%	—

Volatility

Volatility by Period

	OASDX	PHSWX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.63%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.46%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	16.17%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	756.04%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	722.51%	—

OASDX vs. PHSWX - Expense Ratio Comparison

OASDX has a 1.89% expense ratio, which is higher than PHSWX's 0.01% expense ratio.

Dividends

OASDX vs. PHSWX - Dividend Comparison

OASDX's dividend yield for the trailing twelve months is around 24.94%, more than PHSWX's 0.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
OASDX Oakhurst Strategic Defined Risk Fund	24.94%	8.80%	12.01%	3.28%	5.59%	5.20%	0.00%	2.35%	1.74%	0.92%
PHSWX Parvin Hedged Equity Solari World Fund	0.47%	0.49%	1.12%	2.04%	2.24%	2.02%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both OASDX and PHSWX in my portfolio?

OASDX and PHSWX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.