OFVIX Performance — OShaughnessy Market Leaders Value Fund, Class I
Data updated: 2026-10-13
OFVIX returned +14.00% year to date and +22.66% over one year to Jul 2026. Annualised returns are +19.91% over 3 years and +13.76% over 5 years. The fund beat its US Mid-Cap Value category average: $100 invested three years ago grew to $172, against $145 for the category, and to $123 over one year, against $120. Volatility over the past three years was 13.62% a year. In the 12 months to Jul 2026 the fund took in a net $32.3M, and assets reached $287.43M.
OFVIX Growth of $100
What $100 invested in OShaughnessy Market Leaders Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Value category average over the same months.
| Period | OFVIX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $123 | $120 |
| 3 years (Aug 2023 – Jul 2026) | $172 | $145 |
| 5 years (Aug 2021 – Jul 2026) | $191 | $156 |
| Since data start (Feb 2020 – Jul 2026) | $252 | $207 |
OFVIX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.00% |
| 1 year | +22.66% |
| 3 years (annualised) | +19.91% |
| 5 years (annualised) | +13.76% |
OFVIX Annual Returns
Calendar-year total returns of OShaughnessy Market Leaders Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +14.00% |
| 2025 | +15.79% |
| 2024 | +23.90% |
| 2023 | +17.83% |
| 2022 | −6.22% |
| 2021 | +30.47% |
| 2020 (Feb–Dec) | +6.91% |
OFVIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.6% | +2.6% | −2.1% | +5.6% | −0.8% | +1.8% | +3.8% | — | — | — | — | — |
| 2025 | +4.9% | −0.5% | −3.6% | −3.2% | +5.0% | +4.1% | +1.1% | +3.5% | +0.3% | −0.7% | +1.9% | +2.4% |
| 2024 | +0.4% | +3.4% | +7.0% | −5.2% | +4.0% | −0.5% | +5.6% | +3.0% | +1.7% | +0.9% | +10.8% | −8.0% |
| 2023 | +7.6% | −3.2% | −4.0% | +1.3% | −3.9% | +9.4% | +4.8% | −1.4% | −3.6% | −3.1% | +7.8% | +6.1% |
| 2022 | −1.8% | −1.2% | +1.9% | −5.1% | +3.9% | −10.3% | +6.7% | −2.2% | −9.9% | +13.3% | +6.2% | −5.1% |
| 2021 | +0.8% | +7.8% | +6.4% | +3.7% | +2.8% | −0.3% | +0.6% | +2.8% | −4.0% | +3.5% | −2.8% | +6.2% |
| 2020 | — | −10.0% | −19.2% | +10.5% | +3.2% | +2.2% | +3.5% | +3.9% | −3.1% | −0.8% | +16.0% | +5.1% |
OFVIX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 13.62%
- 3-year Sharpe ratio: 1.13 (vs 4.5% risk-free rate)
- Best month: +10.83% (Nov 2024)
- Worst month: −7.97% (Dec 2024)
OFVIX Fund Flows
Monthly money in and out of OShaughnessy Market Leaders Value Fund, from SEC Form N-PORT.
- 12-month net flow: $32.3M
- 12-month gross sales (incl. reinvestments): $89.0M
- Sales ÷ redemptions: 1.57×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $2.9M | $3.7M | −$786K |
| Jun 2026 | $4.3M | $5.7M | −$1.3M |
| May 2026 | $4.5M | $5.9M | −$1.3M |
| Apr 2026 | $1.7M | $2.5M | −$714K |
| Mar 2026 | $1.8M | $4.9M | −$3.1M |
| Feb 2026 | $3.2M | $5.3M | −$2.1M |
| Jan 2026 | $5.2M | $10.6M | −$5.4M |
| Dec 2025 | $38.7M | $6.4M | $32.2M |
| Nov 2025 | $3.4M | $2.7M | $713K |
| Oct 2025 | $3.9M | $3.0M | $915K |
| Sep 2025 | $4.6M | $3.8M | $794K |
| Aug 2025 | $14.8M | $2.3M | $12.4M |
OFVIX Assets Under Management
Net assets of OShaughnessy Market Leaders Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $287.43M |
| 2026-04-30 | $277.53M |
| 2026-01-31 | $267.69M |
| 2025-10-31 | $264.66M |
| 2025-07-31 | $242.87M |
| 2025-04-30 | $209.75M |
| 2025-01-31 | $222.03M |
| 2024-10-31 | $220.96M |
| 2024-07-31 | $220.45M |
| 2024-04-30 | $226.99M |
| 2024-01-31 | $239.26M |
| 2023-10-31 | $217.25M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.