SWZ vs. RCKSX
SWZ (Total Return Securities Fund) and RCKSX (Rock Oak Core Growth Fund) are both Large Cap Blend Equities funds. Over the past 10 years, SWZ returned 11.67%/yr vs 11.23%/yr for RCKSX. Their 0.51 correlation means they have sometimes moved together and sometimes differently. SWZ charges 1.06%/yr vs 1.25%/yr for RCKSX.
Performance
SWZ vs. RCKSX - Performance Comparison
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Returns By Period
In the year-to-date period, SWZ achieves a -5.14% return, which is significantly lower than RCKSX's 20.84% return. Both investments have delivered pretty close results over the past 10 years, with SWZ having a 11.67% annualized return and RCKSX not far behind at 11.23%.
SWZ
- 1D
- 0.17%
- 1M
- -0.34%
- 6M
- -0.34%
- YTD
- -5.14%
- 1Y
- -1.67%
- 3Y*
- 19.90%
- 5Y*
- 11.63%
- 10Y*
- 11.67%
- ALL TIME*
- 6.33%
RCKSX
- 1D
- 0.49%
- 1M
- 1.77%
- 6M
- 14.90%
- YTD
- 20.84%
- 1Y
- 26.97%
- 3Y*
- 19.18%
- 5Y*
- 8.92%
- 10Y*
- 11.23%
- ALL TIME*
- 8.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $177.26K | $207.26K | $377.27K |
SWZ vs. RCKSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWZ Total Return Securities Fund | -5.14% | 86.85% | -2.46% | 15.50% | -17.69% | 18.20% | 14.19% | 24.00% | -13.18% | 26.28% |
RCKSX Rock Oak Core Growth Fund | 20.84% | 12.99% | 15.12% | 15.57% | -18.09% | 9.96% | 13.75% | 19.05% | -2.14% | 22.69% |
Correlation
The correlation between SWZ and RCKSX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.51 |
The correlation between SWZ and RCKSX shifts across timeframes, from 0.34 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SWZ vs. RCKSX — Risk / Return Rank
SWZ
RCKSX
SWZ vs. RCKSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Total Return Securities Fund (SWZ) 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.
| SWZ | RCKSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.55 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.36 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 5.87 | -6.47 |
| Martin ratioReturn relative to average drawdown | -1.05 | 19.20 | -20.25 |
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Drawdowns
SWZ vs. RCKSX - Drawdown Comparison
The maximum SWZ drawdown since its inception was -69.62%, which is greater than RCKSX's maximum drawdown of -57.88%. Use the drawdown chart below to compare losses from any high point for SWZ and RCKSX.
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Drawdown Indicators
| SWZ | RCKSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.62% | -57.88% | -11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -4.14% | -2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -15.47% | -18.22% | +2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -30.36% | -22.54% | -7.82% |
Max Drawdown (10Y)Largest decline over 10 years | -31.21% | -33.10% | +1.89% |
Current DrawdownCurrent decline from peak | -8.10% | -0.28% | -7.82% |
Average DrawdownAverage peak-to-trough decline | -21.91% | -9.44% | -12.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 1.28% | +2.75% |
Volatility
SWZ vs. RCKSX - Volatility Comparison
The current volatility for Total Return Securities Fund (SWZ) is 1.78%, while Rock Oak Core Growth Fund (RCKSX) has a volatility of 2.54%. This indicates that SWZ experiences smaller price fluctuations and is considered to be less risky than RCKSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWZ | RCKSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 2.54% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 7.57% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.22% | 11.36% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.21% | 15.57% | +11.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.70% | 17.39% | +5.31% |
SWZ vs. RCKSX - Expense Ratio Comparison
SWZ has a 1.06% expense ratio, which is lower than RCKSX's 1.25% expense ratio.
Dividends
SWZ vs. RCKSX - Dividend Comparison
SWZ has not paid dividends to shareholders, while RCKSX's dividend yield for the trailing twelve months is around 5.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RCKSX Rock Oak Core Growth Fund | 5.18% | 6.26% | 0.47% | 0.71% | 1.00% | 4.31% | 16.56% | 3.18% | 0.59% | 5.91% | 0.70% | 3.21% |
SWZ Total Return Securities Fund | 0.00% | 98.81% | 7.11% | 6.07% | 8.23% | 5.83% | 6.25% | 1.67% | 74.09% | 1.02% | 5.00% | 6.72% |
Frequently Asked Questions
SWZ and RCKSX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCKSX has higher volatility (2.54%) compared to SWZ (1.78%). In terms of maximum drawdown, SWZ dropped -69.62% vs RCKSX's -57.88%.
RCKSX currently has the higher Sharpe Ratio (2.14 vs -0.41), 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.
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