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RCKSX vs. HLEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RCKSX vs. HLEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rock Oak Core Growth Fund (RCKSX) and JPMorgan Equity Index Fund Class I (HLEIX). The values are adjusted to include any dividend payments, if applicable.

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RCKSX vs. HLEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RCKSX
Rock Oak Core Growth Fund
6.05%12.99%15.12%15.57%-18.09%9.96%13.75%19.05%-2.14%22.69%
HLEIX
JPMorgan Equity Index Fund Class I
-7.31%17.65%24.78%26.02%-18.29%28.44%18.19%31.23%-4.62%21.62%

Returns By Period

In the year-to-date period, RCKSX achieves a 6.05% return, which is significantly higher than HLEIX's -7.31% return. Over the past 10 years, RCKSX has underperformed HLEIX with an annualized return of 10.21%, while HLEIX has yielded a comparatively higher 13.50% annualized return.


RCKSX

1D
-0.32%
1M
-2.56%
YTD
6.05%
6M
6.54%
1Y
21.02%
3Y*
16.53%
5Y*
5.89%
10Y*
10.21%

HLEIX

1D
-0.40%
1M
-7.91%
YTD
-7.31%
6M
-4.91%
1Y
13.97%
3Y*
16.86%
5Y*
11.14%
10Y*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RCKSX vs. HLEIX - Expense Ratio Comparison

RCKSX has a 1.25% expense ratio, which is higher than HLEIX's 0.38% expense ratio.


Return for Risk

RCKSX vs. HLEIX — Risk / Return Rank

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

RCKSX
RCKSX Risk / Return Rank: 7777
Overall Rank
RCKSX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
RCKSX Sortino Ratio Rank: 7878
Sortino Ratio Rank
RCKSX Omega Ratio Rank: 7070
Omega Ratio Rank
RCKSX Calmar Ratio Rank: 7575
Calmar Ratio Rank
RCKSX Martin Ratio Rank: 8787
Martin Ratio Rank

HLEIX
HLEIX Risk / Return Rank: 4343
Overall Rank
HLEIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HLEIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
HLEIX Omega Ratio Rank: 4646
Omega Ratio Rank
HLEIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
HLEIX Martin Ratio Rank: 5050
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.

RCKSX vs. HLEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rock Oak Core Growth Fund (RCKSX) and JPMorgan Equity Index Fund Class I (HLEIX). 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.


RCKSXHLEIXDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.81

+0.52

Sortino ratio

Return per unit of downside risk

1.96

1.26

+0.70

Omega ratio

Gain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratio

Return relative to maximum drawdown

1.76

1.02

+0.74

Martin ratio

Return relative to average drawdown

9.21

4.93

+4.28

RCKSX vs. HLEIX - Sharpe Ratio Comparison

The current RCKSX Sharpe Ratio is 1.33, which is higher than the HLEIX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of RCKSX and HLEIX, 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


RCKSXHLEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.81

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.66

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.75

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.56

-0.20

Correlation

The correlation between RCKSX and HLEIX is 0.87, 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

RCKSX vs. HLEIX - Dividend Comparison

RCKSX's dividend yield for the trailing twelve months is around 5.90%, more than HLEIX's 0.99% yield.


TTM20252024202320222021202020192018201720162015
RCKSX
Rock Oak Core Growth Fund
5.90%6.26%0.47%0.71%1.00%4.31%16.56%3.18%0.59%5.91%0.70%3.21%
HLEIX
JPMorgan Equity Index Fund Class I
0.99%1.12%1.09%1.32%1.50%2.39%1.58%2.02%2.16%2.46%11.24%20.30%

Drawdowns

RCKSX vs. HLEIX - Drawdown Comparison

The maximum RCKSX drawdown since its inception was -57.88%, roughly equal to the maximum HLEIX drawdown of -55.22%. Use the drawdown chart below to compare losses from any high point for RCKSX and HLEIX.


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Drawdown Indicators


RCKSXHLEIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.88%

-55.22%

-2.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-12.12%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-23.50%

-24.62%

+1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.10%

-33.73%

+0.63%

Current Drawdown

Current decline from peak

-3.25%

-9.14%

+5.89%

Average Drawdown

Average peak-to-trough decline

-9.58%

-8.83%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.50%

-0.35%

Volatility

RCKSX vs. HLEIX - Volatility Comparison

The current volatility for Rock Oak Core Growth Fund (RCKSX) is 3.42%, while JPMorgan Equity Index Fund Class I (HLEIX) has a volatility of 4.33%. This indicates that RCKSX experiences smaller price fluctuations and is considered to be less risky than HLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCKSXHLEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

4.33%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

9.13%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

18.16%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

16.85%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

18.03%

-0.45%