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POGSX vs. SSSYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POGSX vs. SSSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pin Oak Equity (POGSX) and State Street Equity 500 Index Fund Class K (SSSYX). The values are adjusted to include any dividend payments, if applicable.

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POGSX vs. SSSYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POGSX
Pin Oak Equity
5.66%27.41%18.99%27.16%-25.10%21.42%10.60%27.72%-6.15%15.14%
SSSYX
State Street Equity 500 Index Fund Class K
-7.05%17.81%24.99%26.27%-18.16%28.51%18.31%31.38%-4.38%21.61%

Returns By Period

In the year-to-date period, POGSX achieves a 5.66% return, which is significantly higher than SSSYX's -7.05% return. Both investments have delivered pretty close results over the past 10 years, with POGSX having a 13.07% annualized return and SSSYX not far ahead at 13.69%.


POGSX

1D
-0.02%
1M
-5.28%
YTD
5.66%
6M
12.41%
1Y
33.37%
3Y*
25.41%
5Y*
11.32%
10Y*
13.07%

SSSYX

1D
-0.39%
1M
-7.67%
YTD
-7.05%
6M
-4.60%
1Y
14.40%
3Y*
17.15%
5Y*
11.37%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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POGSX vs. SSSYX - Expense Ratio Comparison

POGSX has a 0.91% expense ratio, which is higher than SSSYX's 0.02% expense ratio.


Return for Risk

POGSX vs. SSSYX — Risk / Return Rank

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

POGSX
POGSX Risk / Return Rank: 9191
Overall Rank
POGSX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
POGSX Sortino Ratio Rank: 9292
Sortino Ratio Rank
POGSX Omega Ratio Rank: 8989
Omega Ratio Rank
POGSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
POGSX Martin Ratio Rank: 9393
Martin Ratio Rank

SSSYX
SSSYX Risk / Return Rank: 4646
Overall Rank
SSSYX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5050
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 5353
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.

POGSX vs. SSSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pin Oak Equity (POGSX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.


POGSXSSSYXDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.84

+0.91

Sortino ratio

Return per unit of downside risk

2.75

1.30

+1.45

Omega ratio

Gain probability vs. loss probability

1.40

1.20

+0.20

Calmar ratio

Return relative to maximum drawdown

2.85

1.06

+1.80

Martin ratio

Return relative to average drawdown

11.79

5.13

+6.66

POGSX vs. SSSYX - Sharpe Ratio Comparison

The current POGSX Sharpe Ratio is 1.74, which is higher than the SSSYX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of POGSX and SSSYX, 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


POGSXSSSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.84

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.68

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.11

+0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.11

+0.19

Correlation

The correlation between POGSX and SSSYX is 0.92, 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

POGSX vs. SSSYX - Dividend Comparison

POGSX's dividend yield for the trailing twelve months is around 17.99%, more than SSSYX's 1.55% yield.


TTM20252024202320222021202020192018201720162015
POGSX
Pin Oak Equity
17.99%8.85%17.87%8.21%0.15%10.93%4.60%3.22%2.94%1.79%2.03%3.83%
SSSYX
State Street Equity 500 Index Fund Class K
1.55%1.44%1.63%1.78%2.16%2.76%1.86%4.44%5.18%5.94%2.07%1.84%

Drawdowns

POGSX vs. SSSYX - Drawdown Comparison

The maximum POGSX drawdown since its inception was -89.46%, roughly equal to the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for POGSX and SSSYX.


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Drawdown Indicators


POGSXSSSYXDifference

Max Drawdown

Largest peak-to-trough decline

-89.46%

-91.48%

+2.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-12.10%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-24.49%

-5.32%

Max Drawdown (10Y)

Largest decline over 10 years

-33.05%

-91.48%

+58.43%

Current Drawdown

Current decline from peak

-8.03%

-8.88%

+0.85%

Average Drawdown

Average peak-to-trough decline

-36.91%

-4.20%

-32.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.49%

+0.16%

Volatility

POGSX vs. SSSYX - Volatility Comparison

The current volatility for Pin Oak Equity (POGSX) is 3.76%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that POGSX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POGSXSSSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

4.24%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

9.08%

+3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

18.10%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

16.85%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

124.43%

-105.87%