OIFIX vs. LCTIX
OIFIX (Optimum Fixed Income Fund) and LCTIX (Leader Capital High Quality Income Fund Institutional Shares) are both Intermediate Core-Plus Bond funds. Over the past 10 years, OIFIX returned 2.03%/yr vs 5.32%/yr for LCTIX. At a 0.14 correlation, their price movements are largely independent. OIFIX charges 0.80%/yr vs 1.08%/yr for LCTIX.
Performance
OIFIX vs. LCTIX - Performance Comparison
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Returns By Period
In the year-to-date period, OIFIX achieves a 0.24% return, which is significantly lower than LCTIX's 1.93% return. Over the past 10 years, OIFIX has underperformed LCTIX with an annualized return of 2.03%, while LCTIX has yielded a comparatively higher 5.32% annualized return.
OIFIX
- 1D
- 0.00%
- 1M
- 0.73%
- YTD
- 0.24%
- 6M
- 0.24%
- 1Y
- 4.26%
- 3Y*
- 4.25%
- 5Y*
- -0.08%
- 10Y*
- 2.03%
LCTIX
- 1D
- -0.09%
- 1M
- 0.72%
- YTD
- 1.93%
- 6M
- 2.34%
- 1Y
- 5.32%
- 3Y*
- 6.20%
- 5Y*
- 5.18%
- 10Y*
- 5.32%
OIFIX vs. LCTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OIFIX Optimum Fixed Income Fund | 0.24% | 7.64% | 1.49% | 5.90% | -13.96% | -1.78% | 11.14% | 8.63% | -0.70% | 4.50% |
LCTIX Leader Capital High Quality Income Fund Institutional Shares | 1.93% | 5.12% | 6.49% | 8.47% | 2.64% | 2.41% | 12.94% | 1.55% | 6.64% | 4.79% |
Correlation
The correlation between OIFIX and LCTIX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2010 | 0.14 |
Over the past year, OIFIX and LCTIX have become more correlated (0.44) than their long-term average of 0.14, meaning their price movements have been converging.
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Return for Risk
OIFIX vs. LCTIX — Risk / Return Rank
OIFIX
LCTIX
OIFIX vs. LCTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Optimum Fixed Income Fund (OIFIX) and Leader Capital High Quality Income Fund Institutional Shares (LCTIX). 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.
| OIFIX | LCTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.94 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.91 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 4.56 | -3.03 |
| Martin ratioReturn relative to average drawdown | 4.48 | 19.35 | -14.87 |
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Drawdowns
OIFIX vs. LCTIX - Drawdown Comparison
The maximum OIFIX drawdown since its inception was -19.46%, smaller than the maximum LCTIX drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for OIFIX and LCTIX.
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Drawdown Indicators
| OIFIX | LCTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.46% | -24.76% | +5.30% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -1.17% | -1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -6.67% | -1.29% | -5.38% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -3.70% | -15.60% |
Max Drawdown (10Y)Largest decline over 10 years | -19.46% | -23.61% | +4.15% |
Current DrawdownCurrent decline from peak | -1.99% | -0.27% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -3.84% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 0.28% | +0.73% |
Volatility
OIFIX vs. LCTIX - Volatility Comparison
Optimum Fixed Income Fund (OIFIX) has a higher volatility of 1.12% compared to Leader Capital High Quality Income Fund Institutional Shares (LCTIX) at 0.67%. This indicates that OIFIX's price experiences larger fluctuations and is considered to be riskier than LCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OIFIX | LCTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 0.67% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 1.50% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.89% | 2.02% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 2.25% | +3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.88% | 6.30% | -1.42% |
OIFIX vs. LCTIX - Expense Ratio Comparison
OIFIX has a 0.80% expense ratio, which is lower than LCTIX's 1.08% expense ratio.
Dividends
OIFIX vs. LCTIX - Dividend Comparison
OIFIX's dividend yield for the trailing twelve months is around 3.85%, less than LCTIX's 5.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCTIX Leader Capital High Quality Income Fund Institutional Shares | 5.65% | 5.90% | 5.91% | 5.50% | 2.31% | 1.93% | 1.73% | 2.92% | 3.67% | 2.56% | 0.00% | 0.00% |
OIFIX Optimum Fixed Income Fund | 3.85% | 3.86% | 3.97% | 3.23% | 3.42% | 2.21% | 6.88% | 3.22% | 2.43% | 2.50% | 2.17% | 3.24% |
Frequently Asked Questions
OIFIX and LCTIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OIFIX has higher volatility (1.12%) compared to LCTIX (0.67%). In terms of maximum drawdown, OIFIX dropped -19.46% vs LCTIX's -24.76%.
LCTIX currently has the higher Sharpe Ratio (2.65 vs 1.17), 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.
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