OCMGX vs. CEF
Compare and contrast key facts about OCM Gold Fund (OCMGX) and Sprott Physical Gold and Silver Trust (CEF).
OCMGX is managed by OCM. It was launched on Feb 3, 1988. CEF is an actively managed fund by Sprott. It was launched on Jan 16, 2018.
Performance
OCMGX vs. CEF - Performance Comparison
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OCMGX vs. CEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OCMGX OCM Gold Fund | 0.27% | 167.05% | 23.15% | 4.21% | -17.71% | -9.67% | 44.28% | 56.74% | -13.84% | 9.70% |
CEF Sprott Physical Gold and Silver Trust | 4.19% | 92.76% | 24.07% | 6.80% | 1.07% | -8.32% | 31.99% | 16.91% | -6.34% | 18.78% |
Returns By Period
In the year-to-date period, OCMGX achieves a 0.27% return, which is significantly lower than CEF's 4.19% return. Over the past 10 years, OCMGX has outperformed CEF with an annualized return of 18.86%, while CEF has yielded a comparatively lower 15.03% annualized return.
OCMGX
- 1D
- 0.44%
- 1M
- -23.44%
- YTD
- 0.27%
- 6M
- 19.45%
- 1Y
- 95.04%
- 3Y*
- 45.40%
- 5Y*
- 23.97%
- 10Y*
- 18.86%
CEF
- 1D
- 5.58%
- 1M
- -15.38%
- YTD
- 4.19%
- 6M
- 30.06%
- 1Y
- 67.97%
- 3Y*
- 36.15%
- 5Y*
- 21.95%
- 10Y*
- 15.03%
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OCMGX vs. CEF - Expense Ratio Comparison
OCMGX has a 2.32% expense ratio, which is higher than CEF's 0.48% expense ratio.
Return for Risk
OCMGX vs. CEF — Risk / Return Rank
OCMGX
CEF
OCMGX vs. CEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OCM Gold Fund (OCMGX) and Sprott Physical Gold and Silver Trust (CEF). 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.
| OCMGX | CEF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.49 | 1.83 | +0.66 |
Sortino ratioReturn per unit of downside risk | 2.70 | 2.12 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.44 | 2.61 | +0.83 |
Martin ratioReturn relative to average drawdown | 12.75 | 9.68 | +3.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OCMGX | CEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 1.83 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.93 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.70 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.23 | -0.11 |
Correlation
The correlation between OCMGX and CEF is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
OCMGX vs. CEF - Dividend Comparison
OCMGX's dividend yield for the trailing twelve months is around 6.49%, while CEF has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OCMGX OCM Gold Fund | 6.49% | 6.50% | 2.88% | 0.00% | 0.05% | 1.07% | 0.98% | 6.33% | 26.98% | 7.19% | 19.53% | 0.05% |
CEF Sprott Physical Gold and Silver Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.08% | 0.07% | 0.09% | 0.10% |
Drawdowns
OCMGX vs. CEF - Drawdown Comparison
The maximum OCMGX drawdown since its inception was -84.47%, which is greater than CEF's maximum drawdown of -62.29%. Use the drawdown chart below to compare losses from any high point for OCMGX and CEF.
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Drawdown Indicators
| OCMGX | CEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.47% | -62.29% | -22.18% |
Max Drawdown (1Y)Largest decline over 1 year | -27.33% | -26.77% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -45.55% | -26.77% | -18.78% |
Max Drawdown (10Y)Largest decline over 10 years | -45.55% | -29.10% | -16.45% |
Current DrawdownCurrent decline from peak | -23.54% | -19.41% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -41.28% | -27.38% | -13.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.38% | 7.23% | +0.15% |
Volatility
OCMGX vs. CEF - Volatility Comparison
The current volatility for OCM Gold Fund (OCMGX) is 13.80%, while Sprott Physical Gold and Silver Trust (CEF) has a volatility of 14.73%. This indicates that OCMGX experiences smaller price fluctuations and is considered to be less risky than CEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OCMGX | CEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.80% | 14.73% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 30.94% | 35.36% | -4.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.99% | 37.38% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.84% | 23.78% | +10.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.85% | 21.58% | +12.27% |