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OSTIX vs. VFSTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

OSTIX vs. VFSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Osterweis Strategic Income Fund (OSTIX) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
4.21%
3.73%
OSTIX
VFSTX

Returns By Period

In the year-to-date period, OSTIX achieves a 7.33% return, which is significantly higher than VFSTX's 4.24% return. Over the past 10 years, OSTIX has outperformed VFSTX with an annualized return of 4.66%, while VFSTX has yielded a comparatively lower 2.03% annualized return.


OSTIX

YTD

7.33%

1M

0.48%

6M

4.12%

1Y

11.16%

5Y (annualized)

5.72%

10Y (annualized)

4.66%

VFSTX

YTD

4.24%

1M

-0.22%

6M

3.53%

1Y

7.04%

5Y (annualized)

1.77%

10Y (annualized)

2.03%

Key characteristics


OSTIXVFSTX
Sharpe Ratio6.212.52
Sortino Ratio13.374.05
Omega Ratio3.431.52
Calmar Ratio17.471.73
Martin Ratio78.6413.71
Ulcer Index0.14%0.51%
Daily Std Dev1.78%2.80%
Max Drawdown-10.06%-9.68%
Current Drawdown0.00%-1.18%

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OSTIX vs. VFSTX - Expense Ratio Comparison

OSTIX has a 0.84% expense ratio, which is higher than VFSTX's 0.20% expense ratio.


OSTIX
Osterweis Strategic Income Fund
Expense ratio chart for OSTIX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for VFSTX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Correlation

-0.50.00.51.00.1

The correlation between OSTIX and VFSTX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

OSTIX vs. VFSTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Osterweis Strategic Income Fund (OSTIX) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). 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.


Sharpe ratio
The chart of Sharpe ratio for OSTIX, currently valued at 6.21, compared to the broader market-1.000.001.002.003.004.005.006.212.52
The chart of Sortino ratio for OSTIX, currently valued at 13.37, compared to the broader market0.005.0010.0013.374.05
The chart of Omega ratio for OSTIX, currently valued at 3.43, compared to the broader market1.002.003.004.003.431.52
The chart of Calmar ratio for OSTIX, currently valued at 17.47, compared to the broader market0.005.0010.0015.0020.0025.0017.471.73
The chart of Martin ratio for OSTIX, currently valued at 78.64, compared to the broader market0.0020.0040.0060.0080.00100.0078.6413.71
OSTIX
VFSTX

The current OSTIX Sharpe Ratio is 6.21, which is higher than the VFSTX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of OSTIX and VFSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio2.003.004.005.006.007.00JuneJulyAugustSeptemberOctoberNovember
6.21
2.52
OSTIX
VFSTX

Dividends

OSTIX vs. VFSTX - Dividend Comparison

OSTIX's dividend yield for the trailing twelve months is around 6.03%, more than VFSTX's 3.92% yield.


TTM20232022202120202019201820172016201520142013
OSTIX
Osterweis Strategic Income Fund
6.03%5.71%4.71%4.03%3.85%4.74%4.66%4.58%5.24%5.98%5.15%4.70%
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
3.92%3.04%1.93%1.62%2.24%2.81%2.67%1.99%1.97%1.98%1.89%1.82%

Drawdowns

OSTIX vs. VFSTX - Drawdown Comparison

The maximum OSTIX drawdown since its inception was -10.06%, roughly equal to the maximum VFSTX drawdown of -9.68%. Use the drawdown chart below to compare losses from any high point for OSTIX and VFSTX. For additional features, visit the drawdowns tool.


-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JuneJulyAugustSeptemberOctoberNovember0
-1.18%
OSTIX
VFSTX

Volatility

OSTIX vs. VFSTX - Volatility Comparison

The current volatility for Osterweis Strategic Income Fund (OSTIX) is 0.46%, while Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) has a volatility of 0.80%. This indicates that OSTIX experiences smaller price fluctuations and is considered to be less risky than VFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.40%0.60%0.80%1.00%JuneJulyAugustSeptemberOctoberNovember
0.46%
0.80%
OSTIX
VFSTX