OILGX vs. VUG
OILGX (Optimum Large Cap Growth Fund) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. Over the past 10 years, OILGX returned 16.06%/yr vs 17.38%/yr for VUG. Their 0.97 correlation means they have historically moved very closely together. OILGX charges 0.89%/yr vs 0.03%/yr for VUG.
Performance
OILGX vs. VUG - Performance Comparison
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Returns By Period
In the year-to-date period, OILGX achieves a 1.65% return, which is significantly lower than VUG's 5.02% return. Over the past 10 years, OILGX has underperformed VUG with an annualized return of 16.06%, while VUG has yielded a comparatively higher 17.38% annualized return.
OILGX
- 1D
- 2.80%
- 1M
- -2.88%
- 6M
- 2.14%
- YTD
- 1.65%
- 1Y
- 12.37%
- 3Y*
- 23.21%
- 5Y*
- 11.18%
- 10Y*
- 16.06%
- ALL TIME*
- 11.70%
VUG
- 1D
- 1.10%
- 1M
- -0.35%
- 6M
- 6.39%
- YTD
- 5.02%
- 1Y
- 15.36%
- 3Y*
- 21.19%
- 5Y*
- 12.16%
- 10Y*
- 17.38%
- ALL TIME*
- 12.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $556.11M | $661.72M | $650.91M |
OILGX vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OILGX Optimum Large Cap Growth Fund | 1.65% | 15.97% | 49.90% | 41.16% | -34.69% | 17.88% | 33.81% | 31.34% | -0.80% | 32.46% |
VUG Vanguard Growth ETF | 5.02% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Correlation
The correlation between OILGX and VUG is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.98 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.97 |
The correlation between OILGX and VUG has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
OILGX vs. VUG — Risk / Return Rank
OILGX
VUG
OILGX vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Optimum Large Cap Growth Fund (OILGX) and Vanguard Growth ETF (VUG). 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.
| OILGX | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.13 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.66 | 0.78 | -0.12 |
| Martin ratioReturn relative to average drawdown | 2.08 | 2.47 | -0.38 |
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Drawdowns
OILGX vs. VUG - Drawdown Comparison
The maximum OILGX drawdown since its inception was -54.28%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for OILGX and VUG.
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Drawdown Indicators
| OILGX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.28% | -50.68% | -3.60% |
Max Drawdown (1Y)Largest decline over 1 year | -15.31% | -16.53% | +1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -23.75% | -22.85% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -39.97% | -35.61% | -4.36% |
Max Drawdown (10Y)Largest decline over 10 years | -39.97% | -35.61% | -4.36% |
Current DrawdownCurrent decline from peak | -7.90% | -5.53% | -2.37% |
Average DrawdownAverage peak-to-trough decline | -8.45% | -7.08% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 5.20% | -0.34% |
Volatility
OILGX vs. VUG - Volatility Comparison
Optimum Large Cap Growth Fund (OILGX) and Vanguard Growth ETF (VUG) have volatilities of 5.71% and 5.58%, 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
| OILGX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 5.58% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.92% | 14.24% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.79% | 17.74% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.65% | 22.49% | +1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 21.55% | +0.56% |
OILGX vs. VUG - Expense Ratio Comparison
OILGX has a 0.89% expense ratio, which is higher than VUG's 0.03% expense ratio.
Dividends
OILGX vs. VUG - Dividend Comparison
OILGX's dividend yield for the trailing twelve months is around 13.82%, more than VUG's 0.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OILGX Optimum Large Cap Growth Fund | 13.82% | 14.05% | 20.62% | 11.50% | 4.95% | 14.42% | 7.72% | 2.98% | 14.76% | 18.13% | 3.68% | 10.49% |
VUG Vanguard Growth ETF | 0.40% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
With a correlation of 0.98, OILGX and VUG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
OILGX has higher volatility (5.71%) compared to VUG (5.58%). In terms of maximum drawdown, OILGX dropped -54.28% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (0.72 vs 0.57), 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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