OAKM's Sortino Ratio of 1.77 indicates that for each unit of downside volatility, it generates 1.77 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 17, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
OAKM Sortino Ratio Rank
OAKM ranks above 41.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
OAKM Sortino Ratio Market Positioning
The chart shows OAKM's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.16 or lower
- Yellow zone (middle 50%): 1.16 to 2.72
- Green zone (top 25%): 2.72 or higher
- Top 1%: 13.60+
- Median: 2.02 — half of all investments score higher
How it compares to other similar ETFs
The table compares Oakmark U.S. Large Cap ETF's Sortino Ratio with other ETFs in the Large Cap Value Equities category across multiple time periods, showing how OAKM's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 17, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PWV | Invesco Dynamic Large Cap Value ETF | 4.64 | |||
| VLUE | iShares MSCI USA Value Factor ETF | 4.60 | |||
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | 4.14 | |||
| IWX | iShares Russell Top 200 Value ETF | 4.12 | |||
| SEIV | SEI Enhanced US Large Cap Value Factor ETF | 4.09 | |||
| AVLV | Avantis U.S. Large Cap Value ETF | 4.04 | |||
| FBCV | Fidelity Blue Chip Value ETF | 4.04 | |||
| FELV | Fidelity Enhanced Large Cap Value ETF | 4.04 | |||
| DEW | WisdomTree Global High Dividend Fund | 4.01 | |||
| PRF | Invesco RAFI US 1000 ETF | 3.97 | |||
| OAKM | Oakmark U.S. Large Cap ETF | 1.77 |
Historical Sortino Ratio
The chart shows OAKM's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when OAKM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does OAKM fit in your portfolio?
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