PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Oakmark Select Fund (OAKLX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US4138386085

CUSIP

413838608

Issuer

Oakmark

Inception Date

Nov 1, 1996

Min. Investment

$1,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

OAKLX has a high expense ratio of 0.98%, indicating higher-than-average management fees.


Expense ratio chart for OAKLX: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
OAKLX vs. SPY OAKLX vs. INDEX OAKLX vs. OAKMX OAKLX vs. OFVIX OAKLX vs. BRK-A OAKLX vs. VLIFX OAKLX vs. VGT OAKLX vs. QQQ OAKLX vs. PRWCX OAKLX vs. IVV
Popular comparisons:
OAKLX vs. SPY OAKLX vs. INDEX OAKLX vs. OAKMX OAKLX vs. OFVIX OAKLX vs. BRK-A OAKLX vs. VLIFX OAKLX vs. VGT OAKLX vs. QQQ OAKLX vs. PRWCX OAKLX vs. IVV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Oakmark Select Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.26%
9.66%
OAKLX (Oakmark Select Fund)
Benchmark (^GSPC)

Returns By Period

Oakmark Select Fund had a return of 14.34% year-to-date (YTD) and 14.95% in the last 12 months. Over the past 10 years, Oakmark Select Fund had an annualized return of 7.25%, while the S&P 500 had an annualized return of 11.11%, indicating that Oakmark Select Fund did not perform as well as the benchmark.


OAKLX

YTD

14.34%

1M

-4.29%

6M

15.26%

1Y

14.95%

5Y*

13.38%

10Y*

7.25%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of OAKLX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.87%3.13%4.97%-4.83%-1.50%0.07%8.58%-0.25%-0.22%2.39%9.00%14.34%
202315.03%-3.97%0.40%2.24%2.96%6.78%6.79%-1.03%-5.31%-4.55%11.15%8.05%43.02%
2022-2.52%-1.95%-1.73%-9.58%4.84%-11.85%8.57%-2.61%-11.05%9.15%4.50%-8.25%-22.74%
2021-2.14%12.76%5.20%6.42%3.18%-1.68%1.48%3.84%-1.87%4.06%-4.78%4.15%33.72%
2020-1.15%-9.11%-24.90%15.40%5.21%1.52%3.55%6.90%-4.93%1.79%17.10%6.18%10.76%
201914.44%0.33%-1.17%6.80%-9.04%7.61%0.79%-6.40%2.38%2.76%4.87%3.46%27.70%
20186.43%-6.02%-3.91%-1.68%1.31%-0.02%2.78%-1.51%-0.93%-12.02%-0.15%-14.88%-28.23%
20170.63%2.26%0.09%0.77%-0.83%1.94%2.99%-2.49%5.49%0.61%1.54%-2.00%11.27%
2016-8.85%-4.92%8.98%2.57%2.34%-2.19%4.55%2.69%0.42%-0.10%3.34%2.65%10.78%
2015-4.46%5.62%-1.87%2.57%0.10%-2.72%1.04%-6.11%-3.87%9.08%0.30%-2.29%-3.59%
2014-2.60%5.66%1.87%-0.40%3.63%2.70%-0.07%2.63%-2.08%1.77%1.89%-12.01%1.82%
20135.84%-1.07%2.68%1.92%4.54%-0.08%6.32%-3.85%4.14%4.77%3.41%-1.93%29.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of OAKLX is 63, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of OAKLX is 6363
Overall Rank
The Sharpe Ratio Rank of OAKLX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of OAKLX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of OAKLX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of OAKLX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of OAKLX is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Oakmark Select Fund (OAKLX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for OAKLX, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.001.042.07
The chart of Sortino ratio for OAKLX, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.001.552.76
The chart of Omega ratio for OAKLX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.39
The chart of Calmar ratio for OAKLX, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.0012.0014.001.863.05
The chart of Martin ratio for OAKLX, currently valued at 4.43, compared to the broader market0.0020.0040.0060.004.4313.27
OAKLX
^GSPC

The current Oakmark Select Fund Sharpe ratio is 1.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Oakmark Select Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.04
2.07
OAKLX (Oakmark Select Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Oakmark Select Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%0.20%0.40%0.60%0.80%1.00%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.36$0.15$0.03$0.00$0.29$0.06$0.14$0.40$0.12$0.00$0.04

Dividend yield

0.00%0.51%0.31%0.04%0.00%0.67%0.18%0.28%0.94%0.30%0.00%0.10%

Monthly Dividends

The table displays the monthly dividend distributions for Oakmark Select Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.40
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2013$0.04$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.14%
-1.91%
OAKLX (Oakmark Select Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Oakmark Select Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Oakmark Select Fund was 65.99%, occurring on Nov 20, 2008. Recovery took 1129 trading sessions.

The current Oakmark Select Fund drawdown is 5.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.99%Dec 6, 2006492Nov 20, 20081129May 21, 20131621
-50.71%Jan 29, 2018541Mar 23, 2020224Feb 10, 2021765
-31.61%Nov 25, 2014305Feb 11, 2016361Jul 19, 2017666
-29.57%May 20, 200299Oct 9, 2002185Jul 8, 2003284
-28.14%Nov 9, 2021225Sep 30, 2022207Jul 31, 2023432

Volatility

Volatility Chart

The current Oakmark Select Fund volatility is 4.67%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.67%
3.82%
OAKLX (Oakmark Select Fund)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab