SRFMX vs. RCKSX

Last updated Jul 1, 2026

SRFMX (Sarofim Equity Fund) and RCKSX (Rock Oak Core Growth Fund) are both Large Cap Blend Equities funds. Over the past 10 years, SRFMX returned 12.47%/yr vs 11.39%/yr for RCKSX. A 0.80 correlation means they provide meaningful diversification when combined. SRFMX charges 0.70%/yr vs 1.25%/yr for RCKSX.

Performance

SRFMX vs. RCKSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sarofim Equity Fund (SRFMX) 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, SRFMX achieves a -0.32% return, which is significantly lower than RCKSX's 17.18% return. Over the past 10 years, SRFMX has outperformed RCKSX with an annualized return of 12.47%, while RCKSX has yielded a comparatively lower 11.39% annualized return.

SRFMX

• 1D: 1.25%
• 1M: -4.41%
• YTD: -0.32%
• 6M: -0.90%
• 1Y: 4.69%
• 3Y*: 10.40%
• 5Y*: 6.60%
• 10Y*: 12.47%

RCKSX

• 1D: -0.04%
• 1M: 3.22%
• YTD: 17.18%
• 6M: 16.10%
• 1Y: 20.85%
• 3Y*: 18.72%
• 5Y*: 8.12%
• 10Y*: 11.39%

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

SRFMX vs. RCKSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SRFMX Sarofim Equity Fund	-0.32%	11.35%	13.67%	21.41%	-19.20%	27.72%	24.38%	35.64%	-6.98%	25.90%
RCKSX Rock Oak Core Growth Fund	17.18%	12.99%	15.12%	15.57%	-18.09%	9.96%	13.75%	19.05%	-2.14%	22.69%

Correlation

The correlation between SRFMX and RCKSX is 0.55, 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	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015	0.80

Over the past year, the correlation between SRFMX and RCKSX has dropped to 0.55 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

Return for Risk

SRFMX vs. RCKSX — Risk / Return Rank

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

SRFMX

SRFMX Risk / Return Rank: 7
SRFMX Sharpe Ratio Rank: 7
SRFMX Sortino Ratio Rank: 7
SRFMX Omega Ratio Rank: 7
SRFMX Calmar Ratio Rank: 7
SRFMX Martin Ratio Rank: 8

RCKSX

RCKSX Risk / Return Rank: 73
RCKSX Sharpe Ratio Rank: 64
RCKSX Sortino Ratio Rank: 67
RCKSX Omega Ratio Rank: 51
RCKSX Calmar Ratio Rank: 96
RCKSX Martin Ratio Rank: 89

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.

SRFMX vs. RCKSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sarofim Equity Fund (SRFMX) 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.

	SRFMX	RCKSX	Difference
Sharpe ratio: Return per unit of total volatility	0.42	1.86	-1.44
Sortino ratio: Return per unit of downside risk	0.66	2.68	-2.02
Omega ratio: Gain probability vs. loss probability	1.08	1.31	-0.23
Calmar ratio: Return relative to maximum drawdown	0.44	5.20	-4.76
Martin ratio: Return relative to average drawdown	1.60	14.36	-12.76

SRFMX vs. RCKSX - Sharpe Ratio Comparison

The current SRFMX Sharpe Ratio is 0.42, which is lower than the RCKSX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SRFMX 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

SRFMX vs. RCKSX - Drawdown Comparison

The maximum SRFMX drawdown since its inception was -32.46%, smaller than the maximum RCKSX drawdown of -57.88%. Use the drawdown chart below to compare losses from any high point for SRFMX and RCKSX.

Drawdown Indicators

	SRFMX	RCKSX	Difference
Max Drawdown Largest peak-to-trough decline	-32.46%	-57.88%	+25.42%
Max Drawdown (1Y) Largest decline over 1 year	-12.05%	-4.14%	-7.91%
Max Drawdown (3Y) Largest decline over 3 years	-16.95%	-18.22%	+1.27%
Max Drawdown (5Y) Largest decline over 5 years	-27.63%	-22.54%	-5.09%
Max Drawdown (10Y) Largest decline over 10 years	-32.46%	-33.10%	+0.64%
Current Drawdown Current decline from peak	-4.87%	-0.04%	-4.83%
Average Drawdown Average peak-to-trough decline	-5.87%	-9.47%	+3.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.29%	1.50%	+1.79%

Volatility

SRFMX vs. RCKSX - Volatility Comparison

Sarofim Equity Fund (SRFMX) has a higher volatility of 5.06% compared to Rock Oak Core Growth Fund (RCKSX) at 2.81%. This indicates that SRFMX'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

	SRFMX	RCKSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.06%	2.81%	+2.25%
Volatility (6M) Calculated over the trailing 6-month period	10.32%	8.00%	+2.32%
Volatility (1Y) Calculated over the trailing 1-year period	12.60%	11.59%	+1.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.07%	15.63%	+2.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.59%	17.42%	+1.17%

SRFMX vs. RCKSX - Expense Ratio Comparison

SRFMX has a 0.70% expense ratio, which is lower than RCKSX's 1.25% expense ratio.

Dividends

SRFMX vs. RCKSX - Dividend Comparison

SRFMX's dividend yield for the trailing twelve months is around 32.12%, more than RCKSX's 5.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RCKSX Rock Oak Core Growth Fund	5.34%	6.26%	0.47%	0.71%	1.00%	4.31%	16.56%	3.18%	0.59%	5.91%	0.70%	3.21%
SRFMX Sarofim Equity Fund	32.12%	31.88%	18.62%	11.14%	8.76%	8.36%	7.36%	5.03%	7.42%	5.41%	1.68%	0.00%

Frequently Asked Questions

Can I hold both SRFMX and RCKSX in my portfolio?

SRFMX and RCKSX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SRFMX or RCKSX?

SRFMX has higher volatility (5.06%) compared to RCKSX (2.81%). In terms of maximum drawdown, SRFMX dropped -32.46% vs RCKSX's -57.88%.

Which has better risk-adjusted returns?

RCKSX currently has the higher Sharpe Ratio (1.86 vs 0.42), 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.