PortfoliosLab logoPortfoliosLab logo
OKMUX vs. VNDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OKMUX vs. VNDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oklahoma Municipal Fund (OKMUX) and Viking Tax-Free Fund for North Dakota (VNDFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

OKMUX vs. VNDFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OKMUX
Oklahoma Municipal Fund
-0.81%4.78%-0.51%4.94%-10.69%0.90%3.74%6.00%0.53%3.93%
VNDFX
Viking Tax-Free Fund for North Dakota
-0.40%3.02%-1.96%4.65%-9.89%0.42%2.90%5.12%0.72%3.35%

Returns By Period

In the year-to-date period, OKMUX achieves a -0.81% return, which is significantly lower than VNDFX's -0.40% return. Over the past 10 years, OKMUX has outperformed VNDFX with an annualized return of 1.01%, while VNDFX has yielded a comparatively lower 0.53% annualized return.


OKMUX

1D
0.19%
1M
-2.70%
YTD
-0.81%
6M
1.45%
1Y
4.42%
3Y*
1.94%
5Y*
-0.18%
10Y*
1.01%

VNDFX

1D
0.23%
1M
-2.35%
YTD
-0.40%
6M
1.76%
1Y
4.05%
3Y*
0.86%
5Y*
-0.85%
10Y*
0.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OKMUX vs. VNDFX - Expense Ratio Comparison

Both OKMUX and VNDFX have an expense ratio of 0.98%.


Return for Risk

OKMUX vs. VNDFX — Risk / Return Rank

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

OKMUX
OKMUX Risk / Return Rank: 4141
Overall Rank
OKMUX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
OKMUX Sortino Ratio Rank: 3333
Sortino Ratio Rank
OKMUX Omega Ratio Rank: 8080
Omega Ratio Rank
OKMUX Calmar Ratio Rank: 2929
Calmar Ratio Rank
OKMUX Martin Ratio Rank: 2929
Martin Ratio Rank

VNDFX
VNDFX Risk / Return Rank: 3535
Overall Rank
VNDFX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VNDFX Sortino Ratio Rank: 2525
Sortino Ratio Rank
VNDFX Omega Ratio Rank: 7474
Omega Ratio Rank
VNDFX Calmar Ratio Rank: 2424
Calmar Ratio Rank
VNDFX Martin Ratio Rank: 2424
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.

OKMUX vs. VNDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oklahoma Municipal Fund (OKMUX) and Viking Tax-Free Fund for North Dakota (VNDFX). 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.


OKMUXVNDFXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.70

+0.10

Sortino ratio

Return per unit of downside risk

1.15

1.01

+0.14

Omega ratio

Gain probability vs. loss probability

1.31

1.28

+0.03

Calmar ratio

Return relative to maximum drawdown

0.84

0.73

+0.11

Martin ratio

Return relative to average drawdown

3.16

2.57

+0.59

OKMUX vs. VNDFX - Sharpe Ratio Comparison

The current OKMUX Sharpe Ratio is 0.80, which is comparable to the VNDFX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of OKMUX and VNDFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


OKMUXVNDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.70

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.19

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.13

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.43

+0.18

Correlation

The correlation between OKMUX and VNDFX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OKMUX vs. VNDFX - Dividend Comparison

OKMUX's dividend yield for the trailing twelve months is around 2.96%, more than VNDFX's 2.80% yield.


TTM20252024202320222021202020192018201720162015
OKMUX
Oklahoma Municipal Fund
2.96%3.18%3.01%2.32%1.85%1.39%1.73%2.55%2.41%2.47%2.43%2.22%
VNDFX
Viking Tax-Free Fund for North Dakota
2.80%3.03%2.93%2.30%1.86%1.69%2.07%2.72%2.58%2.71%2.62%2.38%

Drawdowns

OKMUX vs. VNDFX - Drawdown Comparison

The maximum OKMUX drawdown since its inception was -16.68%, which is greater than VNDFX's maximum drawdown of -14.80%. Use the drawdown chart below to compare losses from any high point for OKMUX and VNDFX.


Loading graphics...

Drawdown Indicators


OKMUXVNDFXDifference

Max Drawdown

Largest peak-to-trough decline

-16.68%

-14.80%

-1.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-6.58%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

-14.80%

-0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

-14.80%

-0.59%

Current Drawdown

Current decline from peak

-3.48%

-5.59%

+2.11%

Average Drawdown

Average peak-to-trough decline

-2.53%

-2.77%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.87%

-0.25%

Volatility

OKMUX vs. VNDFX - Volatility Comparison

Oklahoma Municipal Fund (OKMUX) has a higher volatility of 1.01% compared to Viking Tax-Free Fund for North Dakota (VNDFX) at 0.93%. This indicates that OKMUX's price experiences larger fluctuations and is considered to be riskier than VNDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


OKMUXVNDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.93%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

1.56%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

6.30%

6.57%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.46%

4.58%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.13%

4.03%

+0.10%