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RCKSX vs. SSSYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RCKSX vs. SSSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rock Oak Core Growth Fund (RCKSX) 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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RCKSX vs. SSSYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RCKSX
Rock Oak Core Growth Fund
7.71%12.99%15.12%15.57%-18.09%9.96%13.75%19.05%-2.14%22.69%
SSSYX
State Street Equity 500 Index Fund Class K
-4.34%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, RCKSX achieves a 7.71% return, which is significantly higher than SSSYX's -4.34% return. Over the past 10 years, RCKSX has underperformed SSSYX with an annualized return of 10.38%, while SSSYX has yielded a comparatively higher 14.02% annualized return.


RCKSX

1D
1.56%
1M
-1.74%
YTD
7.71%
6M
8.21%
1Y
22.14%
3Y*
17.13%
5Y*
5.93%
10Y*
10.38%

SSSYX

1D
2.92%
1M
-5.02%
YTD
-4.34%
6M
-2.15%
1Y
17.29%
3Y*
18.28%
5Y*
11.75%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RCKSX vs. SSSYX - Expense Ratio Comparison

RCKSX has a 1.25% expense ratio, which is higher than SSSYX's 0.02% expense ratio.


Return for Risk

RCKSX vs. SSSYX — 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: 7373
Sharpe Ratio Rank
RCKSX Sortino Ratio Rank: 7777
Sortino Ratio Rank
RCKSX Omega Ratio Rank: 6868
Omega Ratio Rank
RCKSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
RCKSX Martin Ratio Rank: 9090
Martin Ratio Rank

SSSYX
SSSYX Risk / Return Rank: 5959
Overall Rank
SSSYX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5555
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 7575
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. SSSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rock Oak Core Growth Fund (RCKSX) 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.


RCKSXSSSYXDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.97

+0.43

Sortino ratio

Return per unit of downside risk

2.06

1.49

+0.57

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

2.09

1.52

+0.57

Martin ratio

Return relative to average drawdown

10.93

7.30

+3.63

RCKSX vs. SSSYX - Sharpe Ratio Comparison

The current RCKSX Sharpe Ratio is 1.40, which is higher than the SSSYX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of RCKSX 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


RCKSXSSSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.97

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.70

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.11

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.11

+0.26

Correlation

The correlation between RCKSX and SSSYX is 0.85, 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. SSSYX - Dividend Comparison

RCKSX's dividend yield for the trailing twelve months is around 5.81%, more than SSSYX's 1.51% yield.


TTM20252024202320222021202020192018201720162015
RCKSX
Rock Oak Core Growth Fund
5.81%6.26%0.47%0.71%1.00%4.31%16.56%3.18%0.59%5.91%0.70%3.21%
SSSYX
State Street Equity 500 Index Fund Class K
1.51%1.44%1.63%1.78%2.16%2.76%1.86%4.44%5.18%5.94%2.07%1.84%

Drawdowns

RCKSX vs. SSSYX - Drawdown Comparison

The maximum RCKSX drawdown since its inception was -57.88%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for RCKSX and SSSYX.


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Drawdown Indicators


RCKSXSSSYXDifference

Max Drawdown

Largest peak-to-trough decline

-57.88%

-91.48%

+33.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-12.10%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-23.50%

-24.49%

+0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-33.10%

-91.48%

+58.38%

Current Drawdown

Current decline from peak

-1.74%

-6.22%

+4.48%

Average Drawdown

Average peak-to-trough decline

-9.58%

-4.20%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.52%

-0.36%

Volatility

RCKSX vs. SSSYX - Volatility Comparison

The current volatility for Rock Oak Core Growth Fund (RCKSX) is 3.72%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that RCKSX 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


RCKSXSSSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

5.34%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

9.53%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

18.29%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.78%

16.89%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

124.43%

-106.84%