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OILGX vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OILGX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Optimum Large Cap Growth Fund (OILGX) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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OILGX vs. VUG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OILGX
Optimum Large Cap Growth Fund
-11.98%15.97%49.90%41.16%-34.69%17.88%33.81%31.34%-0.80%32.46%
VUG
Vanguard Growth ETF
-10.37%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%

Returns By Period

In the year-to-date period, OILGX achieves a -11.98% return, which is significantly lower than VUG's -10.37% return. Over the past 10 years, OILGX has underperformed VUG with an annualized return of 14.92%, while VUG has yielded a comparatively higher 16.03% annualized return.


OILGX

1D
-0.73%
1M
-8.75%
YTD
-11.98%
6M
-10.54%
1Y
14.24%
3Y*
23.57%
5Y*
10.65%
10Y*
14.92%

VUG

1D
4.00%
1M
-5.12%
YTD
-10.37%
6M
-8.73%
1Y
18.30%
3Y*
21.15%
5Y*
11.43%
10Y*
16.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OILGX vs. VUG - Expense Ratio Comparison

OILGX has a 0.89% expense ratio, which is higher than VUG's 0.03% expense ratio.


Return for Risk

OILGX vs. VUG — Risk / Return Rank

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

OILGX
OILGX Risk / Return Rank: 2727
Overall Rank
OILGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
OILGX Sortino Ratio Rank: 3030
Sortino Ratio Rank
OILGX Omega Ratio Rank: 2929
Omega Ratio Rank
OILGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
OILGX Martin Ratio Rank: 2424
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 5050
Overall Rank
VUG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 5454
Sortino Ratio Rank
VUG Omega Ratio Rank: 5353
Omega Ratio Rank
VUG Calmar Ratio Rank: 4949
Calmar Ratio Rank
VUG Martin Ratio Rank: 4545
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.

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.


OILGXVUGDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.81

-0.18

Sortino ratio

Return per unit of downside risk

1.07

1.31

-0.24

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.73

1.11

-0.38

Martin ratio

Return relative to average drawdown

2.60

3.96

-1.36

OILGX vs. VUG - Sharpe Ratio Comparison

The current OILGX Sharpe Ratio is 0.63, which is comparable to the VUG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of OILGX and VUG, 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


OILGXVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.81

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.52

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.75

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.57

-0.03

Correlation

The correlation between OILGX and VUG is 0.97, 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

OILGX vs. VUG - Dividend Comparison

OILGX's dividend yield for the trailing twelve months is around 15.96%, more than VUG's 0.46% yield.


TTM20252024202320222021202020192018201720162015
OILGX
Optimum Large Cap Growth Fund
15.96%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
0.46%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

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


OILGXVUGDifference

Max Drawdown

Largest 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 (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 Drawdown

Current decline from peak

-15.31%

-13.20%

-2.11%

Average Drawdown

Average peak-to-trough decline

-8.52%

-7.13%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

4.66%

-0.36%

Volatility

OILGX vs. VUG - Volatility Comparison

The current volatility for Optimum Large Cap Growth Fund (OILGX) is 5.51%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. This indicates that OILGX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILGXVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

7.00%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

12.65%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

22.60%

22.68%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.35%

22.23%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.96%

21.38%

+0.58%