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OIFIX vs. SSASX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIFIX vs. SSASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Optimum Fixed Income Fund (OIFIX) and State Street Income Fund (SSASX). The values are adjusted to include any dividend payments, if applicable.

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OIFIX vs. SSASX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OIFIX
Optimum Fixed Income Fund
-0.72%7.64%1.49%5.90%-13.96%0.33%
SSASX
State Street Income Fund
-0.61%7.49%-0.95%4.83%-13.74%0.59%

Returns By Period

In the year-to-date period, OIFIX achieves a -0.72% return, which is significantly lower than SSASX's -0.61% return.


OIFIX

1D
0.49%
1M
-2.37%
YTD
-0.72%
6M
0.35%
1Y
3.88%
3Y*
3.78%
5Y*
0.06%
10Y*
2.07%

SSASX

1D
0.51%
1M
-2.48%
YTD
-0.61%
6M
0.37%
1Y
3.71%
3Y*
2.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIFIX vs. SSASX - Expense Ratio Comparison

OIFIX has a 0.80% expense ratio, which is higher than SSASX's 0.20% expense ratio.


Return for Risk

OIFIX vs. SSASX — Risk / Return Rank

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

OIFIX
OIFIX Risk / Return Rank: 4949
Overall Rank
OIFIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
OIFIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
OIFIX Omega Ratio Rank: 3333
Omega Ratio Rank
OIFIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
OIFIX Martin Ratio Rank: 4949
Martin Ratio Rank

SSASX
SSASX Risk / Return Rank: 4444
Overall Rank
SSASX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SSASX Sortino Ratio Rank: 4040
Sortino Ratio Rank
SSASX Omega Ratio Rank: 3030
Omega Ratio Rank
SSASX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SSASX Martin Ratio Rank: 4242
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.

OIFIX vs. SSASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Optimum Fixed Income Fund (OIFIX) and State Street Income Fund (SSASX). 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.


OIFIXSSASXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.90

+0.03

Sortino ratio

Return per unit of downside risk

1.33

1.28

+0.05

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

1.60

1.58

+0.02

Martin ratio

Return relative to average drawdown

4.82

4.37

+0.46

OIFIX vs. SSASX - Sharpe Ratio Comparison

The current OIFIX Sharpe Ratio is 0.93, which is comparable to the SSASX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of OIFIX and SSASX, 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


OIFIXSSASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.90

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

-0.12

+1.00

Correlation

The correlation between OIFIX and SSASX is 0.95, 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

OIFIX vs. SSASX - Dividend Comparison

OIFIX's dividend yield for the trailing twelve months is around 3.89%, more than SSASX's 3.66% yield.


TTM20252024202320222021202020192018201720162015
OIFIX
Optimum Fixed Income Fund
3.89%3.86%3.97%3.23%3.42%2.21%6.88%3.22%2.43%2.50%2.17%3.24%
SSASX
State Street Income Fund
3.66%4.01%2.76%2.86%2.48%3.77%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OIFIX vs. SSASX - Drawdown Comparison

The maximum OIFIX drawdown since its inception was -19.46%, roughly equal to the maximum SSASX drawdown of -19.65%. Use the drawdown chart below to compare losses from any high point for OIFIX and SSASX.


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Drawdown Indicators


OIFIXSSASXDifference

Max Drawdown

Largest peak-to-trough decline

-19.46%

-19.65%

+0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-3.12%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

Current Drawdown

Current decline from peak

-2.93%

-5.84%

+2.91%

Average Drawdown

Average peak-to-trough decline

-2.94%

-9.83%

+6.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

1.13%

-0.17%

Volatility

OIFIX vs. SSASX - Volatility Comparison

Optimum Fixed Income Fund (OIFIX) and State Street Income Fund (SSASX) have volatilities of 1.66% and 1.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIFIXSSASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.60%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

2.76%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.47%

4.82%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

6.56%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

6.56%

-1.71%