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OILGX vs. VUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

OILGX
OILGX Risk / Return Rank: 1515
Overall Rank
OILGX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
OILGX Sortino Ratio Rank: 1515
Sortino Ratio Rank
OILGX Omega Ratio Rank: 1515
Omega Ratio Rank
OILGX Calmar Ratio Rank: 1414
Calmar Ratio Rank
OILGX Martin Ratio Rank: 1515
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 2828
Overall Rank
VUG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 2929
Sortino Ratio Rank
VUG Omega Ratio Rank: 2828
Omega Ratio Rank
VUG Calmar Ratio Rank: 2525
Calmar Ratio Rank
VUG Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


OILGXVUGDifference
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

OILGX vs. VUG - Sharpe Ratio Comparison

The current OILGX Sharpe Ratio is 0.57, which is comparable to the VUG Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of OILGX and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


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 (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 Drawdown

Current decline from peak

-7.90%

-5.53%

-2.37%

Average Drawdown

Average peak-to-trough decline

-8.45%

-7.08%

-1.37%

Ulcer Index

Depth 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


OILGXVUGDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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