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OASDX vs. VB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OASDX vs. VB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakhurst Strategic Defined Risk Fund (OASDX) and Vanguard Small-Cap ETF (VB). The values are adjusted to include any dividend payments, if applicable.

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OASDX vs. VB - 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%
VB
Vanguard Small-Cap ETF
1.92%8.87%14.17%18.22%-17.51%17.57%19.19%27.34%-9.34%12.07%

Returns By Period

In the year-to-date period, OASDX achieves a -5.77% return, which is significantly lower than VB's 1.92% return.


OASDX

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

VB

1D
3.18%
1M
-5.13%
YTD
1.92%
6M
3.76%
1Y
19.75%
3Y*
13.04%
5Y*
5.35%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OASDX vs. VB - Expense Ratio Comparison

OASDX has a 1.89% expense ratio, which is higher than VB's 0.05% expense ratio.


Return for Risk

OASDX vs. VB — 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

VB
VB Risk / Return Rank: 5959
Overall Rank
VB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VB Sortino Ratio Rank: 5858
Sortino Ratio Rank
VB Omega Ratio Rank: 5555
Omega Ratio Rank
VB Calmar Ratio Rank: 6060
Calmar Ratio Rank
VB Martin Ratio Rank: 6565
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. VB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakhurst Strategic Defined Risk Fund (OASDX) and Vanguard Small-Cap ETF (VB). 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.


OASDXVBDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.91

-0.18

Sortino ratio

Return per unit of downside risk

1.08

1.41

-0.33

Omega ratio

Gain probability vs. loss probability

1.15

1.19

-0.04

Calmar ratio

Return relative to maximum drawdown

0.91

1.39

-0.47

Martin ratio

Return relative to average drawdown

3.86

5.97

-2.11

OASDX vs. VB - Sharpe Ratio Comparison

The current OASDX Sharpe Ratio is 0.73, which is comparable to the VB Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of OASDX and VB, 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


OASDXVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.91

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.26

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.42

+0.16

Correlation

The correlation between OASDX and VB is 0.82, 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

OASDX vs. VB - Dividend Comparison

OASDX's dividend yield for the trailing twelve months is around 9.34%, more than VB's 1.34% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
VB
Vanguard Small-Cap ETF
1.34%1.33%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%

Drawdowns

OASDX vs. VB - Drawdown Comparison

The maximum OASDX drawdown since its inception was -17.72%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for OASDX and VB.


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Drawdown Indicators


OASDXVBDifference

Max Drawdown

Largest peak-to-trough decline

-17.72%

-59.56%

+41.84%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-14.29%

+7.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.72%

-28.15%

+10.43%

Max Drawdown (10Y)

Largest decline over 10 years

-42.05%

Current Drawdown

Current decline from peak

-7.17%

-6.08%

-1.09%

Average Drawdown

Average peak-to-trough decline

-3.62%

-8.49%

+4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

3.32%

-1.63%

Volatility

OASDX vs. VB - Volatility Comparison

The current volatility for Oakhurst Strategic Defined Risk Fund (OASDX) is 3.22%, while Vanguard Small-Cap ETF (VB) has a volatility of 6.84%. This indicates that OASDX experiences smaller price fluctuations and is considered to be less risky than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OASDXVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

6.84%

-3.62%

Volatility (6M)

Calculated over the trailing 6-month period

6.47%

12.60%

-6.13%

Volatility (1Y)

Calculated over the trailing 1-year period

10.85%

21.86%

-11.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.51%

20.78%

-10.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.09%

21.40%

-11.31%