RCKSX vs. AUEIX

Last updated Jun 26, 2026

RCKSX (Rock Oak Core Growth Fund) and AUEIX (AQR Large Cap Defensive Style Fund) are both Large Cap Blend Equities funds. Over the past 10 years, RCKSX returned 11.49%/yr vs 10.94%/yr for AUEIX. Their correlation of 0.82 suggests significant overlap in exposure. RCKSX charges 1.25%/yr vs 0.37%/yr for AUEIX.

Performance

RCKSX vs. AUEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rock Oak Core Growth Fund (RCKSX) and AQR Large Cap Defensive Style Fund (AUEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RCKSX achieves a 16.11% return, which is significantly higher than AUEIX's 4.59% return. Both investments have delivered pretty close results over the past 10 years, with RCKSX having a 11.49% annualized return and AUEIX not far behind at 10.94%.

RCKSX

• 1D: 0.51%
• 1M: 1.28%
• YTD: 16.11%
• 6M: 14.01%
• 1Y: 21.58%
• 3Y*: 19.59%
• 5Y*: 7.69%
• 10Y*: 11.49%

AUEIX

• 1D: -0.11%
• 1M: -1.55%
• YTD: 4.59%
• 6M: 3.30%
• 1Y: 6.64%
• 3Y*: 10.67%
• 5Y*: 6.02%
• 10Y*: 10.94%

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

RCKSX vs. AUEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RCKSX Rock Oak Core Growth Fund	16.11%	12.99%	15.12%	15.57%	-18.09%	9.96%	13.75%	19.05%	-2.14%	22.69%
AUEIX AQR Large Cap Defensive Style Fund	4.59%	6.95%	13.85%	9.49%	-13.81%	23.52%	13.10%	28.63%	-0.27%	22.14%

Correlation

The correlation between RCKSX and AUEIX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.81
Correlation (All Time) Calculated using the full available price history since Jul 9, 2012	0.82

The correlation between RCKSX and AUEIX shifts across timeframes, from 0.64 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RCKSX vs. AUEIX — Risk / Return Rank

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

RCKSX

RCKSX Risk / Return Rank: 66
RCKSX Sharpe Ratio Rank: 52
RCKSX Sortino Ratio Rank: 54
RCKSX Omega Ratio Rank: 42
RCKSX Calmar Ratio Rank: 95
RCKSX Martin Ratio Rank: 86

AUEIX

AUEIX Risk / Return Rank: 12
AUEIX Sharpe Ratio Rank: 11
AUEIX Sortino Ratio Rank: 11
AUEIX Omega Ratio Rank: 10
AUEIX Calmar Ratio Rank: 13
AUEIX Martin Ratio Rank: 14

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.

RCKSX vs. AUEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rock Oak Core Growth Fund (RCKSX) and AQR Large Cap Defensive Style Fund (AUEIX). 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.

	RCKSX	AUEIX	Difference
Sharpe ratio: Return per unit of total volatility	1.75	0.69	+1.06
Sortino ratio: Return per unit of downside risk	2.52	1.02	+1.50
Omega ratio: Gain probability vs. loss probability	1.29	1.12	+0.17
Calmar ratio: Return relative to maximum drawdown	4.91	0.98	+3.94
Martin ratio: Return relative to average drawdown	13.57	3.20	+10.37

RCKSX vs. AUEIX - Sharpe Ratio Comparison

The current RCKSX Sharpe Ratio is 1.75, which is higher than the AUEIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of RCKSX and AUEIX, 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

RCKSX vs. AUEIX - Drawdown Comparison

The maximum RCKSX drawdown since its inception was -57.88%, which is greater than AUEIX's maximum drawdown of -30.82%. Use the drawdown chart below to compare losses from any high point for RCKSX and AUEIX.

Drawdown Indicators

	RCKSX	AUEIX	Difference
Max Drawdown Largest peak-to-trough decline	-57.88%	-30.82%	-27.06%
Max Drawdown (1Y) Largest decline over 1 year	-4.14%	-5.91%	+1.77%
Max Drawdown (3Y) Largest decline over 3 years	-18.22%	-10.27%	-7.95%
Max Drawdown (5Y) Largest decline over 5 years	-22.54%	-22.08%	-0.46%
Max Drawdown (10Y) Largest decline over 10 years	-33.10%	-30.82%	-2.28%
Current Drawdown Current decline from peak	0.00%	-2.38%	+2.38%
Average Drawdown Average peak-to-trough decline	-9.48%	-3.41%	-6.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.50%	1.80%	-0.30%

Volatility

RCKSX vs. AUEIX - Volatility Comparison

The current volatility for Rock Oak Core Growth Fund (RCKSX) is 3.14%, while AQR Large Cap Defensive Style Fund (AUEIX) has a volatility of 3.44%. This indicates that RCKSX experiences smaller price fluctuations and is considered to be less risky than AUEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RCKSX	AUEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.14%	3.44%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	8.03%	6.28%	+1.75%
Volatility (1Y) Calculated over the trailing 1-year period	11.64%	8.36%	+3.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.64%	13.03%	+2.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.49%	15.20%	+2.29%

RCKSX vs. AUEIX - Expense Ratio Comparison

RCKSX has a 1.25% expense ratio, which is higher than AUEIX's 0.37% expense ratio.

Dividends

RCKSX vs. AUEIX - Dividend Comparison

RCKSX's dividend yield for the trailing twelve months is around 5.39%, less than AUEIX's 21.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AUEIX AQR Large Cap Defensive Style Fund	21.70%	22.70%	24.31%	24.28%	10.26%	2.54%	1.29%	1.12%	1.67%	2.36%	1.99%	6.18%
RCKSX Rock Oak Core Growth Fund	5.39%	6.26%	0.47%	0.71%	1.00%	4.31%	16.56%	3.18%	0.59%	5.91%	0.70%	3.21%

Frequently Asked Questions

Can I hold both RCKSX and AUEIX in my portfolio?

RCKSX and AUEIX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RCKSX or AUEIX?

AUEIX has higher volatility (3.44%) compared to RCKSX (3.14%). In terms of maximum drawdown, RCKSX dropped -57.88% vs AUEIX's -30.82%.

Which has better risk-adjusted returns?

RCKSX currently has the higher Sharpe Ratio (1.75 vs 0.69), 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.