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RIVSX vs. MASKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RIVSX vs. MASKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in River Oak Discovery Fund (RIVSX) and iShares Russell 2000 Small-Cap Index Fund (MASKX). The values are adjusted to include any dividend payments, if applicable.

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RIVSX vs. MASKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RIVSX
River Oak Discovery Fund
4.25%9.11%4.42%8.18%-14.53%24.78%29.00%30.36%-13.72%11.33%
MASKX
iShares Russell 2000 Small-Cap Index Fund
-2.51%12.76%11.35%16.99%-20.39%14.54%19.99%25.54%-11.03%14.61%

Returns By Period

In the year-to-date period, RIVSX achieves a 4.25% return, which is significantly higher than MASKX's -2.51% return. Both investments have delivered pretty close results over the past 10 years, with RIVSX having a 9.61% annualized return and MASKX not far behind at 9.43%.


RIVSX

1D
-0.97%
1M
-7.33%
YTD
4.25%
6M
8.20%
1Y
24.27%
3Y*
7.47%
5Y*
4.09%
10Y*
9.61%

MASKX

1D
-1.48%
1M
-8.19%
YTD
-2.51%
6M
-0.38%
1Y
21.43%
3Y*
11.69%
5Y*
3.00%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RIVSX vs. MASKX - Expense Ratio Comparison

RIVSX has a 1.18% expense ratio, which is higher than MASKX's 0.12% expense ratio.


Return for Risk

RIVSX vs. MASKX — Risk / Return Rank

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

RIVSX
RIVSX Risk / Return Rank: 6565
Overall Rank
RIVSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RIVSX Sortino Ratio Rank: 6666
Sortino Ratio Rank
RIVSX Omega Ratio Rank: 5454
Omega Ratio Rank
RIVSX Calmar Ratio Rank: 7474
Calmar Ratio Rank
RIVSX Martin Ratio Rank: 7070
Martin Ratio Rank

MASKX
MASKX Risk / Return Rank: 4949
Overall Rank
MASKX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MASKX Sortino Ratio Rank: 5151
Sortino Ratio Rank
MASKX Omega Ratio Rank: 4040
Omega Ratio Rank
MASKX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MASKX Martin Ratio Rank: 5151
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.

RIVSX vs. MASKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for River Oak Discovery Fund (RIVSX) and iShares Russell 2000 Small-Cap Index Fund (MASKX). 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.


RIVSXMASKXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.91

+0.18

Sortino ratio

Return per unit of downside risk

1.67

1.40

+0.28

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.73

1.32

+0.41

Martin ratio

Return relative to average drawdown

6.62

5.00

+1.63

RIVSX vs. MASKX - Sharpe Ratio Comparison

The current RIVSX Sharpe Ratio is 1.09, which is comparable to the MASKX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of RIVSX and MASKX, 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


RIVSXMASKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.91

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.13

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.40

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.34

-0.01

Correlation

The correlation between RIVSX and MASKX is 0.90, 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

RIVSX vs. MASKX - Dividend Comparison

RIVSX's dividend yield for the trailing twelve months is around 0.28%, less than MASKX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
RIVSX
River Oak Discovery Fund
0.28%0.29%0.00%0.00%0.15%16.84%14.54%3.81%17.54%5.48%0.00%0.11%
MASKX
iShares Russell 2000 Small-Cap Index Fund
3.22%3.13%4.81%2.92%1.70%7.64%1.42%3.43%4.26%3.15%4.60%3.63%

Drawdowns

RIVSX vs. MASKX - Drawdown Comparison

The maximum RIVSX drawdown since its inception was -60.61%, roughly equal to the maximum MASKX drawdown of -59.06%. Use the drawdown chart below to compare losses from any high point for RIVSX and MASKX.


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Drawdown Indicators


RIVSXMASKXDifference

Max Drawdown

Largest peak-to-trough decline

-60.61%

-59.06%

-1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-13.89%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-25.75%

-31.98%

+6.23%

Max Drawdown (10Y)

Largest decline over 10 years

-41.45%

-41.68%

+0.23%

Current Drawdown

Current decline from peak

-9.11%

-11.01%

+1.90%

Average Drawdown

Average peak-to-trough decline

-10.57%

-11.69%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

3.68%

-0.44%

Volatility

RIVSX vs. MASKX - Volatility Comparison

The current volatility for River Oak Discovery Fund (RIVSX) is 5.47%, while iShares Russell 2000 Small-Cap Index Fund (MASKX) has a volatility of 6.63%. This indicates that RIVSX experiences smaller price fluctuations and is considered to be less risky than MASKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIVSXMASKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

6.63%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.56%

14.09%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

22.40%

23.10%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.34%

23.14%

-2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.87%

23.63%

-1.76%