PortfoliosLab logoPortfoliosLab logo
OASDX vs. SAOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OASDX vs. SAOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakhurst Strategic Defined Risk Fund (OASDX) and Guggenheim Alpha Opportunity Fund (SAOAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

OASDX vs. SAOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OASDX
Oakhurst Strategic Defined Risk Fund
-5.77%10.94%18.06%17.20%-13.49%13.03%8.88%9.63%-6.46%4.74%
SAOAX
Guggenheim Alpha Opportunity Fund
10.14%-2.00%10.49%8.81%-8.66%14.38%0.17%-2.26%-11.25%8.37%

Returns By Period

In the year-to-date period, OASDX achieves a -5.77% return, which is significantly lower than SAOAX's 10.14% return.


OASDX

1D
-0.27%
1M
-5.93%
YTD
-5.77%
6M
-4.34%
1Y
7.47%
3Y*
11.49%
5Y*
6.84%
10Y*

SAOAX

1D
-0.44%
1M
0.00%
YTD
10.14%
6M
11.36%
1Y
4.23%
3Y*
7.96%
5Y*
4.58%
10Y*
2.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OASDX vs. SAOAX - Expense Ratio Comparison

OASDX has a 1.89% expense ratio, which is higher than SAOAX's 1.76% expense ratio.


Return for Risk

OASDX vs. SAOAX — Risk / Return Rank

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

OASDX
OASDX Risk / Return Rank: 3131
Overall Rank
OASDX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
OASDX Sortino Ratio Rank: 2828
Sortino Ratio Rank
OASDX Omega Ratio Rank: 2828
Omega Ratio Rank
OASDX Calmar Ratio Rank: 3232
Calmar Ratio Rank
OASDX Martin Ratio Rank: 3636
Martin Ratio Rank

SAOAX
SAOAX Risk / Return Rank: 2323
Overall Rank
SAOAX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SAOAX Sortino Ratio Rank: 1414
Sortino Ratio Rank
SAOAX Omega Ratio Rank: 7474
Omega Ratio Rank
SAOAX Calmar Ratio Rank: 99
Calmar Ratio Rank
SAOAX Martin Ratio Rank: 1010
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.

OASDX vs. SAOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakhurst Strategic Defined Risk Fund (OASDX) and Guggenheim Alpha Opportunity Fund (SAOAX). 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.


OASDXSAOAXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.10

+0.63

Sortino ratio

Return per unit of downside risk

1.08

0.66

+0.43

Omega ratio

Gain probability vs. loss probability

1.15

1.28

-0.13

Calmar ratio

Return relative to maximum drawdown

0.91

0.15

+0.77

Martin ratio

Return relative to average drawdown

3.86

0.73

+3.13

OASDX vs. SAOAX - Sharpe Ratio Comparison

The current OASDX Sharpe Ratio is 0.73, which is higher than the SAOAX Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of OASDX and SAOAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


OASDXSAOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.10

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.16

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.30

+0.28

Correlation

The correlation between OASDX and SAOAX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

OASDX vs. SAOAX - Dividend Comparison

OASDX's dividend yield for the trailing twelve months is around 9.34%, more than SAOAX's 0.65% yield.


TTM2025202420232022202120202019201820172016
OASDX
Oakhurst Strategic Defined Risk Fund
9.34%8.80%12.01%3.28%5.59%5.20%0.00%2.35%1.74%0.92%0.00%
SAOAX
Guggenheim Alpha Opportunity Fund
0.65%0.71%1.06%0.62%0.72%0.82%1.22%0.92%1.17%7.07%0.03%

Drawdowns

OASDX vs. SAOAX - Drawdown Comparison

The maximum OASDX drawdown since its inception was -17.72%, smaller than the maximum SAOAX drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for OASDX and SAOAX.


Loading graphics...

Drawdown Indicators


OASDXSAOAXDifference

Max Drawdown

Largest peak-to-trough decline

-17.72%

-52.28%

+34.56%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-35.08%

+27.91%

Max Drawdown (5Y)

Largest decline over 5 years

-17.72%

-35.90%

+18.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.90%

Current Drawdown

Current decline from peak

-7.17%

-0.47%

-6.70%

Average Drawdown

Average peak-to-trough decline

-3.62%

-8.77%

+5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

6.97%

-5.28%

Volatility

OASDX vs. SAOAX - Volatility Comparison

Oakhurst Strategic Defined Risk Fund (OASDX) has a higher volatility of 3.22% compared to Guggenheim Alpha Opportunity Fund (SAOAX) at 2.82%. This indicates that OASDX's price experiences larger fluctuations and is considered to be riskier than SAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


OASDXSAOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

2.82%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

6.47%

6.04%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

10.85%

61.36%

-50.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.51%

28.68%

-18.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.09%

21.13%

-11.04%