OEF vs. RTX
OEF (iShares S&P 100 ETF) is Large Cap Blend Equities fund tracking the S&P 100 Index, while RTX (RTX Corporation) is a stock. Over the past 10 years, OEF returned 16.50%/yr vs 15.68%/yr for RTX. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
OEF vs. RTX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OEF achieves a 6.55% return, which is significantly higher than RTX's 0.82% return. Both investments have delivered pretty close results over the past 10 years, with OEF having a 16.50% annualized return and RTX not far behind at 15.68%.
OEF
- 1D
- 0.24%
- 1M
- -2.54%
- YTD
- 6.55%
- 6M
- 7.16%
- 1Y
- 25.69%
- 3Y*
- 22.62%
- 5Y*
- 14.89%
- 10Y*
- 16.50%
RTX
- 1D
- -0.37%
- 1M
- 7.66%
- YTD
- 0.82%
- 6M
- 3.50%
- 1Y
- 27.98%
- 3Y*
- 25.18%
- 5Y*
- 18.20%
- 10Y*
- 15.68%
OEF vs. RTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 6.55% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
RTX RTX Corporation | 0.82% | 61.44% | 40.76% | -14.44% | 20.01% | 23.27% | -7.70% | 43.82% | -14.66% | 19.13% |
Correlation
The correlation between OEF and RTX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2000 | 0.60 |
Over the past year, the correlation between OEF and RTX has dropped to 0.18 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
OEF vs. RTX — Risk / Return Rank
OEF
RTX
OEF vs. RTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) and RTX Corporation (RTX). 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.
| OEF | RTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.68 | +0.51 |
| Martin ratioReturn relative to average drawdown | 8.97 | 4.55 | +4.42 |
Loading charts...
Drawdowns
OEF vs. RTX - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, roughly equal to the maximum RTX drawdown of -55.14%. Use the drawdown chart below to compare losses from any high point for OEF and RTX.
Loading charts...
Drawdown Indicators
| OEF | RTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -55.14% | +1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -19.32% | +8.26% |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | -29.48% | +9.68% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -32.84% | +6.37% |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | -51.98% | +20.54% |
Current DrawdownCurrent decline from peak | -3.62% | -13.13% | +9.51% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -13.03% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 7.10% | -4.41% |
Volatility
OEF vs. RTX - Volatility Comparison
The current volatility for iShares S&P 100 ETF (OEF) is 4.58%, while RTX Corporation (RTX) has a volatility of 8.72%. This indicates that OEF experiences smaller price fluctuations and is considered to be less risky than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| OEF | RTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 8.72% | -4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 18.40% | -8.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 24.26% | -11.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 23.94% | -6.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 27.77% | -9.29% |
Dividends
OEF vs. RTX - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 0.86%, less than RTX's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 0.86% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
RTX RTX Corporation | 1.51% | 1.46% | 2.14% | 2.76% | 2.14% | 2.33% | 21.21% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% |
Frequently Asked Questions
OEF and RTX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RTX has higher volatility (8.72%) compared to OEF (4.58%). In terms of maximum drawdown, OEF dropped -54.11% vs RTX's -55.14%.
OEF currently has the higher Sharpe Ratio (1.83 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for OEF and RTX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer