YCGEX vs. RCKSX
YCGEX (YCG Enhanced Fund) and RCKSX (Rock Oak Core Growth Fund) are both Large Cap Blend Equities funds. Over the past 10 years, YCGEX returned 10.81%/yr vs 11.23%/yr for RCKSX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. YCGEX charges 1.19%/yr vs 1.25%/yr for RCKSX.
Performance
YCGEX vs. RCKSX - Performance Comparison
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Returns By Period
In the year-to-date period, YCGEX achieves a -6.08% return, which is significantly lower than RCKSX's 20.84% return. Both investments have delivered pretty close results over the past 10 years, with YCGEX having a 10.81% annualized return and RCKSX not far ahead at 11.23%.
YCGEX
- 1D
- -1.60%
- 1M
- -0.65%
- 6M
- -4.85%
- YTD
- -6.08%
- 1Y
- -4.30%
- 3Y*
- 4.87%
- 5Y*
- 3.12%
- 10Y*
- 10.81%
- ALL TIME*
- 11.07%
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 | |
YCGEX YCG Enhanced Fund | $0.00 | $0.00 | $0.00 |
YCGEX vs. RCKSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YCGEX YCG Enhanced Fund | -6.08% | 4.14% | 11.99% | 30.15% | -22.38% | 27.32% | 17.27% | 41.20% | -3.25% | 22.81% |
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 YCGEX and RCKSX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.76 |
Over the past year, the correlation between YCGEX and RCKSX has dropped to 0.45 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
YCGEX vs. RCKSX — Risk / Return Rank
YCGEX
RCKSX
YCGEX vs. RCKSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YCG Enhanced Fund (YCGEX) 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.
| YCGEX | RCKSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.36 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 5.87 | -6.31 |
| Martin ratioReturn relative to average drawdown | -0.96 | 19.20 | -20.16 |
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Drawdowns
YCGEX vs. RCKSX - Drawdown Comparison
The maximum YCGEX drawdown since its inception was -35.90%, smaller than the maximum RCKSX drawdown of -57.88%. Use the drawdown chart below to compare losses from any high point for YCGEX and RCKSX.
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Drawdown Indicators
| YCGEX | RCKSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | -57.88% | +21.98% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -4.14% | -10.77% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -18.22% | +2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -30.75% | -22.54% | -8.21% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | -33.10% | -2.80% |
Current DrawdownCurrent decline from peak | -8.51% | -0.28% | -8.23% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -9.44% | +4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 1.28% | +5.40% |
Volatility
YCGEX vs. RCKSX - Volatility Comparison
YCG Enhanced Fund (YCGEX) has a higher volatility of 6.19% compared to Rock Oak Core Growth Fund (RCKSX) at 2.54%. This indicates that YCGEX'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.
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Volatility by Period
| YCGEX | RCKSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 2.54% | +3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 7.57% | +3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 11.36% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 15.57% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 17.39% | +0.62% |
YCGEX vs. RCKSX - Expense Ratio Comparison
YCGEX has a 1.19% expense ratio, which is lower than RCKSX's 1.25% expense ratio.
Dividends
YCGEX vs. RCKSX - Dividend Comparison
YCGEX's dividend yield for the trailing twelve months is around 5.24%, more than RCKSX's 5.18% yield.
| 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% |
YCGEX YCG Enhanced Fund | 5.24% | 4.92% | 4.31% | 1.96% | 0.00% | 9.49% | 0.00% | 0.56% | 3.53% | 3.66% | 3.38% | 2.13% |
Frequently Asked Questions
YCGEX and RCKSX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCGEX has higher volatility (6.19%) compared to RCKSX (2.54%). In terms of maximum drawdown, YCGEX dropped -35.90% vs RCKSX's -57.88%.
RCKSX currently has the higher Sharpe Ratio (2.14 vs -0.47), 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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