OISGX vs. VISGX

Last updated Aug 5, 2026

OISGX (Optimum Small-Mid Cap Growth Fund) and VISGX (Vanguard Small Cap Growth Index Fund) are both Small Cap Growth Equities funds. Over the past 10 years, OISGX returned 12.56%/yr vs 10.77%/yr for VISGX. Their 0.97 correlation means they have historically moved very closely together. OISGX charges 1.29%/yr vs 0.19%/yr for VISGX.

Performance

OISGX vs. VISGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Optimum Small-Mid Cap Growth Fund (OISGX) and Vanguard Small Cap Growth Index Fund (VISGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OISGX achieves a 13.84% return, which is significantly lower than VISGX's 15.02% return. Over the past 10 years, OISGX has outperformed VISGX with an annualized return of 12.56%, while VISGX has yielded a comparatively lower 10.77% annualized return.

OISGX

• 1D: 1.83%
• 1M: -3.36%
• 6M: 10.56%
• YTD: 13.84%
• 1Y: 24.82%
• 3Y*: 13.01%
• 5Y*: 4.18%
• 10Y*: 12.56%
• ALL TIME*: 9.55%

VISGX

• 1D: 1.86%
• 1M: -3.22%
• 6M: 10.42%
• YTD: 15.02%
• 1Y: 23.20%
• 3Y*: 14.87%
• 5Y*: 4.40%
• 10Y*: 10.77%
• ALL TIME*: 9.09%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
OISGX Optimum Small-Mid Cap Growth Fund	$0.00	$0.00	$0.00
VISGX Vanguard Small Cap Growth Index Fund	$0.00	$0.00	$0.00

OISGX vs. VISGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OISGX Optimum Small-Mid Cap Growth Fund	13.84%	9.56%	14.23%	13.92%	-28.00%	12.89%	57.04%	25.72%	-3.00%	27.59%
VISGX Vanguard Small Cap Growth Index Fund	15.02%	8.18%	14.80%	22.91%	-28.50%	5.58%	35.11%	32.60%	-5.81%	21.78%

Correlation

The correlation between OISGX and VISGX is 0.97 - 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.	0.97
Correlation (3Y) Balances recent behavior with more history.	0.96
Correlation (5Y) Shows whether the relationship held over a longer period.	0.97
Correlation (10Y) Provides a long-term view across more market conditions.	0.97
Correlation (All Time) Calculated using the full available price history since Jul 23, 2003	0.97

The correlation between OISGX and VISGX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

Return for Risk

OISGX vs. VISGX — Risk / Return Rank

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

OISGX

OISGX Risk / Return Rank: 34
OISGX Sharpe Ratio Rank: 32
OISGX Sortino Ratio Rank: 33
OISGX Omega Ratio Rank: 30
OISGX Calmar Ratio Rank: 36
OISGX Martin Ratio Rank: 39

VISGX

VISGX Risk / Return Rank: 42
VISGX Sharpe Ratio Rank: 35
VISGX Sortino Ratio Rank: 35
VISGX Omega Ratio Rank: 31
VISGX Calmar Ratio Rank: 58
VISGX Martin Ratio Rank: 50

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.

OISGX vs. VISGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Optimum Small-Mid Cap Growth Fund (OISGX) and Vanguard Small Cap Growth Index Fund (VISGX). 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.

	OISGX	VISGX	Difference
Sharpe ratio: Return per unit of total volatility	1.25	1.23	+0.02
Sortino ratio: Return per unit of downside risk	1.85	1.79	+0.06
Omega ratio: Gain probability vs. loss probability	1.22	1.21	+0.01
Calmar ratio: Return relative to maximum drawdown	1.75	2.23	-0.48
Martin ratio: Return relative to average drawdown	6.33	7.50	-1.17

OISGX vs. VISGX - Sharpe Ratio Comparison

The current OISGX Sharpe Ratio is 1.25, which is comparable to the VISGX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of OISGX and VISGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OISGX vs. VISGX - Drawdown Comparison

The maximum OISGX drawdown since its inception was -62.75%, which is greater than VISGX's maximum drawdown of -58.74%. Use the drawdown chart below to compare losses from any high point for OISGX and VISGX.

Drawdown Indicators

	OISGX	VISGX	Difference
Max Drawdown Largest peak-to-trough decline	-62.75%	-58.74%	-4.01%
Max Drawdown (1Y) Largest decline over 1 year	-15.52%	-11.39%	-4.13%
Max Drawdown (3Y) Largest decline over 3 years	-29.82%	-27.58%	-2.24%
Max Drawdown (5Y) Largest decline over 5 years	-35.63%	-38.41%	+2.78%
Max Drawdown (10Y) Largest decline over 10 years	-39.22%	-38.70%	-0.52%
Current Drawdown Current decline from peak	-5.83%	-5.21%	-0.62%
Average Drawdown Average peak-to-trough decline	-12.19%	-11.56%	-0.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.28%	3.38%	+0.90%

Volatility

OISGX vs. VISGX - Volatility Comparison

Optimum Small-Mid Cap Growth Fund (OISGX) has a higher volatility of 5.92% compared to Vanguard Small Cap Growth Index Fund (VISGX) at 5.53%. This indicates that OISGX's price experiences larger fluctuations and is considered to be riskier than VISGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OISGX	VISGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.92%	5.53%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	17.07%	16.08%	+0.99%
Volatility (1Y) Calculated over the trailing 1-year period	21.70%	20.71%	+0.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.34%	23.76%	-0.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.46%	23.04%	+0.42%

OISGX vs. VISGX - Expense Ratio Comparison

OISGX has a 1.29% expense ratio, which is higher than VISGX's 0.19% expense ratio.

Dividends

OISGX vs. VISGX - Dividend Comparison

OISGX's dividend yield for the trailing twelve months is around 2.33%, more than VISGX's 0.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OISGX Optimum Small-Mid Cap Growth Fund	2.33%	2.65%	0.00%	0.00%	8.92%	32.79%	15.04%	9.33%	24.93%	4.21%	0.00%	15.87%
VISGX Vanguard Small Cap Growth Index Fund	0.32%	0.33%	0.42%	0.56%	0.46%	0.23%	0.35%	0.47%	0.65%	0.71%	0.97%	0.84%

Frequently Asked Questions

Can I hold both OISGX and VISGX in my portfolio?

With a correlation of 0.97, OISGX and VISGX 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.

Which is riskier, OISGX or VISGX?

OISGX has higher volatility (5.92%) compared to VISGX (5.53%). In terms of maximum drawdown, OISGX dropped -62.75% vs VISGX's -58.74%.

Which has better risk-adjusted returns?

OISGX currently has the higher Sharpe Ratio (1.25 vs 1.23), 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.