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OCMGX vs. INIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OCMGX vs. INIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OCM Gold Fund (OCMGX) and VanEck International Investors Gold Fund (INIVX). The values are adjusted to include any dividend payments, if applicable.

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OCMGX vs. INIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OCMGX
OCM Gold Fund
6.52%167.05%23.15%4.21%-17.71%-9.67%44.28%56.74%-13.84%9.70%
INIVX
VanEck International Investors Gold Fund
9.59%165.88%14.37%9.67%-13.77%-14.23%40.91%38.15%-16.01%13.06%

Returns By Period

In the year-to-date period, OCMGX achieves a 6.52% return, which is significantly lower than INIVX's 9.59% return. Both investments have delivered pretty close results over the past 10 years, with OCMGX having a 19.58% annualized return and INIVX not far behind at 18.77%.


OCMGX

1D
6.24%
1M
-18.77%
YTD
6.52%
6M
25.30%
1Y
106.44%
3Y*
48.36%
5Y*
24.55%
10Y*
19.58%

INIVX

1D
7.01%
1M
-19.57%
YTD
9.59%
6M
29.50%
1Y
116.46%
3Y*
49.06%
5Y*
25.68%
10Y*
18.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OCMGX vs. INIVX - Expense Ratio Comparison

OCMGX has a 2.32% expense ratio, which is higher than INIVX's 1.42% expense ratio.


Return for Risk

OCMGX vs. INIVX — Risk / Return Rank

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

OCMGX
OCMGX Risk / Return Rank: 9595
Overall Rank
OCMGX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
OCMGX Sortino Ratio Rank: 9393
Sortino Ratio Rank
OCMGX Omega Ratio Rank: 9191
Omega Ratio Rank
OCMGX Calmar Ratio Rank: 9797
Calmar Ratio Rank
OCMGX Martin Ratio Rank: 9696
Martin Ratio Rank

INIVX
INIVX Risk / Return Rank: 9494
Overall Rank
INIVX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
INIVX Sortino Ratio Rank: 9191
Sortino Ratio Rank
INIVX Omega Ratio Rank: 9090
Omega Ratio Rank
INIVX Calmar Ratio Rank: 9797
Calmar Ratio Rank
INIVX Martin Ratio Rank: 9696
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.

OCMGX vs. INIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OCM Gold Fund (OCMGX) and VanEck International Investors Gold Fund (INIVX). 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.


OCMGXINIVXDifference

Sharpe ratio

Return per unit of total volatility

2.74

2.56

+0.18

Sortino ratio

Return per unit of downside risk

2.90

2.71

+0.19

Omega ratio

Gain probability vs. loss probability

1.43

1.42

+0.01

Calmar ratio

Return relative to maximum drawdown

3.97

3.97

0.00

Martin ratio

Return relative to average drawdown

14.53

14.93

-0.40

OCMGX vs. INIVX - Sharpe Ratio Comparison

The current OCMGX Sharpe Ratio is 2.74, which is comparable to the INIVX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of OCMGX and INIVX, 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


OCMGXINIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

2.56

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.77

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.55

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.27

-0.14

Correlation

The correlation between OCMGX and INIVX is 0.90, 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

OCMGX vs. INIVX - Dividend Comparison

OCMGX's dividend yield for the trailing twelve months is around 6.10%, more than INIVX's 5.49% yield.


TTM20252024202320222021202020192018201720162015
OCMGX
OCM Gold Fund
6.10%6.50%2.88%0.00%0.05%1.07%0.98%6.33%26.98%7.19%19.53%0.05%
INIVX
VanEck International Investors Gold Fund
5.49%6.01%7.45%0.10%0.00%6.40%11.70%3.66%2.87%3.76%6.40%0.00%

Drawdowns

OCMGX vs. INIVX - Drawdown Comparison

The maximum OCMGX drawdown since its inception was -84.47%, which is greater than INIVX's maximum drawdown of -78.96%. Use the drawdown chart below to compare losses from any high point for OCMGX and INIVX.


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Drawdown Indicators


OCMGXINIVXDifference

Max Drawdown

Largest peak-to-trough decline

-84.47%

-78.96%

-5.51%

Max Drawdown (1Y)

Largest decline over 1 year

-27.33%

-29.60%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-45.55%

-45.06%

-0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-45.55%

-51.20%

+5.65%

Current Drawdown

Current decline from peak

-18.77%

-19.57%

+0.80%

Average Drawdown

Average peak-to-trough decline

-41.28%

-37.84%

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.48%

7.87%

-0.39%

Volatility

OCMGX vs. INIVX - Volatility Comparison

The current volatility for OCM Gold Fund (OCMGX) is 15.59%, while VanEck International Investors Gold Fund (INIVX) has a volatility of 17.13%. This indicates that OCMGX experiences smaller price fluctuations and is considered to be less risky than INIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OCMGXINIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.59%

17.13%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

31.48%

38.44%

-6.96%

Volatility (1Y)

Calculated over the trailing 1-year period

39.36%

45.71%

-6.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.93%

33.66%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.91%

34.19%

-0.28%