REUYX vs. RCKSX

Last updated Jun 23, 2026

REUYX (Sustainable Equity Fund) and RCKSX (Rock Oak Core Growth Fund) are both Large Cap Blend Equities funds. Over the past 10 years, REUYX returned 13.24%/yr vs 11.11%/yr for RCKSX. Their correlation of 0.86 suggests significant overlap in exposure. REUYX charges 0.83%/yr vs 1.25%/yr for RCKSX.

Performance

REUYX vs. RCKSX - Performance Comparison

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

Returns By Period

In the year-to-date period, REUYX achieves a 6.93% return, which is significantly lower than RCKSX's 15.47% return. Over the past 10 years, REUYX has outperformed RCKSX with an annualized return of 13.24%, while RCKSX has yielded a comparatively lower 11.11% annualized return.

REUYX

• 1D: 1.07%
• 1M: 1.99%
• YTD: 6.93%
• 6M: 6.61%
• 1Y: 18.74%
• 3Y*: 14.55%
• 5Y*: 10.10%
• 10Y*: 13.24%

RCKSX

• 1D: 0.13%
• 1M: 0.60%
• YTD: 15.47%
• 6M: 13.59%
• 1Y: 22.04%
• 3Y*: 18.76%
• 5Y*: 8.36%
• 10Y*: 11.11%

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

REUYX vs. RCKSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
REUYX Sustainable Equity Fund	6.93%	12.11%	15.42%	19.76%	-13.87%	25.43%	13.60%	30.51%	-2.60%	18.45%
RCKSX Rock Oak Core Growth Fund	15.47%	12.99%	15.12%	15.57%	-18.09%	9.96%	13.75%	19.05%	-2.14%	22.69%

Correlation

The correlation between REUYX and RCKSX is 0.66, 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	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005	0.86

The correlation between REUYX and RCKSX shifts across timeframes, from 0.66 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

Return for Risk

REUYX vs. RCKSX — Risk / Return Rank

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

REUYX

REUYX Risk / Return Rank: 31
REUYX Sharpe Ratio Rank: 31
REUYX Sortino Ratio Rank: 30
REUYX Omega Ratio Rank: 31
REUYX Calmar Ratio Rank: 27
REUYX Martin Ratio Rank: 37

RCKSX

RCKSX Risk / Return Rank: 62
RCKSX Sharpe Ratio Rank: 46
RCKSX Sortino Ratio Rank: 47
RCKSX Omega Ratio Rank: 38
RCKSX Calmar Ratio Rank: 95
RCKSX Martin Ratio Rank: 83

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.

REUYX vs. RCKSX - Risk-Adjusted Trends Comparison

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

	REUYX	RCKSX	Difference
Sharpe ratio: Return per unit of total volatility	1.50	1.86	-0.36
Sortino ratio: Return per unit of downside risk	2.13	2.68	-0.55
Omega ratio: Gain probability vs. loss probability	1.27	1.31	-0.03
Calmar ratio: Return relative to maximum drawdown	1.82	5.26	-3.43
Martin ratio: Return relative to average drawdown	7.72	14.52	-6.79

REUYX vs. RCKSX - Sharpe Ratio Comparison

The current REUYX Sharpe Ratio is 1.50, which is comparable to the RCKSX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of REUYX and RCKSX, 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

REUYX vs. RCKSX - Drawdown Comparison

The maximum REUYX drawdown since its inception was -56.33%, roughly equal to the maximum RCKSX drawdown of -57.88%. Use the drawdown chart below to compare losses from any high point for REUYX and RCKSX.

Drawdown Indicators

	REUYX	RCKSX	Difference
Max Drawdown Largest peak-to-trough decline	-56.33%	-57.88%	+1.55%
Max Drawdown (1Y) Largest decline over 1 year	-10.20%	-4.14%	-6.06%
Max Drawdown (3Y) Largest decline over 3 years	-26.10%	-18.22%	-7.88%
Max Drawdown (5Y) Largest decline over 5 years	-26.10%	-22.54%	-3.56%
Max Drawdown (10Y) Largest decline over 10 years	-30.54%	-33.10%	+2.56%
Current Drawdown Current decline from peak	-0.69%	-0.46%	-0.23%
Average Drawdown Average peak-to-trough decline	-9.74%	-9.48%	-0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	1.50%	+0.90%

Volatility

REUYX vs. RCKSX - Volatility Comparison

Sustainable Equity Fund (REUYX) has a higher volatility of 5.14% compared to Rock Oak Core Growth Fund (RCKSX) at 3.30%. This indicates that REUYX's price experiences larger fluctuations and is considered to be riskier than RCKSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REUYX	RCKSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.14%	3.30%	+1.84%
Volatility (6M) Calculated over the trailing 6-month period	10.32%	8.09%	+2.23%
Volatility (1Y) Calculated over the trailing 1-year period	12.44%	11.73%	+0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.26%	15.65%	+2.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.86%	17.55%	+0.31%

REUYX vs. RCKSX - Expense Ratio Comparison

REUYX has a 0.83% expense ratio, which is lower than RCKSX's 1.25% expense ratio.

Dividends

REUYX vs. RCKSX - Dividend Comparison

REUYX's dividend yield for the trailing twelve months is around 13.10%, more than RCKSX's 5.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RCKSX Rock Oak Core Growth Fund	5.42%	6.26%	0.47%	0.71%	1.00%	4.31%	16.56%	3.18%	0.59%	5.91%	0.70%	3.21%
REUYX Sustainable Equity Fund	13.10%	14.26%	13.92%	7.38%	12.93%	23.27%	16.46%	14.74%	9.95%	10.43%	16.25%	1.49%

Frequently Asked Questions

Can I hold both REUYX and RCKSX in my portfolio?

REUYX and RCKSX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REUYX or RCKSX?

REUYX has higher volatility (5.14%) compared to RCKSX (3.30%). In terms of maximum drawdown, REUYX dropped -56.33% vs RCKSX's -57.88%.

Which has better risk-adjusted returns?

RCKSX currently has the higher Sharpe Ratio (1.86 vs 1.50), 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.