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ISIN
US4138381037
CUSIP
413838103
Issuer
Oakmark
Inception Date
Aug 5, 1991
Region
North America (United States)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

OAKMX Performance Chart

Oakmark Fund Investor Class (OAKMX) is down 2.0% since the beginning of the year. OAKMX is currently trading at $169 per share. Investors who bought $1,000 worth of OAKMX shares 5 years ago would now be looking at an investment worth $1,632.


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S&P 500 Index

Returns By Period

Oakmark Fund Investor Class (OAKMX) has returned -2.01% so far this year and 8.99% over the past 12 months. Over the last ten years, OAKMX has had an annualized return of 13.39%, just under the S&P 500 Index benchmark’s 13.88%.


Oakmark Fund Investor Class

1D
-0.44%
1M
-1.03%
YTD
-2.01%
6M
-2.64%
1Y
8.99%
3Y*
13.31%
5Y*
10.29%
10Y*
13.39%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OAKMX Monthly Returns History

Based on dividend-adjusted daily data since Aug 5, 1991, OAKMX's average daily return is +0.05%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +17.9%, while the worst month was Mar 2020 at -21.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, OAKMX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.03%1.24%-3.70%2.56%-0.99%-1.06%-2.01%
20255.11%-0.48%-3.31%-4.35%4.44%4.46%0.37%3.40%-0.58%-1.77%2.24%4.33%14.13%
20240.62%3.43%5.97%-4.43%0.90%-0.43%6.57%0.91%-0.15%0.88%7.02%-5.49%16.02%
202312.89%-2.58%-1.71%1.71%-0.58%7.44%5.25%-2.24%-4.08%-3.40%9.66%6.62%30.92%
2022-0.60%-1.54%-0.51%-8.96%3.13%-12.44%9.61%-1.07%-9.51%10.98%5.79%-6.08%-13.38%
2021-1.19%10.42%5.88%5.45%3.53%-0.25%0.71%3.29%-2.09%5.80%-5.41%5.16%34.85%

Benchmark Metrics

Oakmark Fund Investor Class has an annualized alpha of 4.52%, beta of 0.90, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since August 05, 1991.

  • This fund captured 104.86% of S&P 500 Index gains but only 87.49% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 4.52% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.90 and R2 of 0.82, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
4.52%
Beta
0.90
0.82
Upside Capture
104.86%
Downside Capture
87.49%

Expense Ratio

OAKMX has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

OAKMX ranks 11 for risk / return — in the bottom 11% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


OAKMX Risk / Return Rank: 1111
Overall Rank
OAKMX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
OAKMX Sortino Ratio Rank: 99
Sortino Ratio Rank
OAKMX Omega Ratio Rank: 88
Omega Ratio Rank
OAKMX Calmar Ratio Rank: 1515
Calmar Ratio Rank
OAKMX Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Oakmark Fund Investor Class (OAKMX) and compare them to S&P 500 Index.

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.


OAKMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.13

1.37

-0.24

Calmar ratioReturn relative to maximum drawdown

1.30

2.78

-1.48

Martin ratioReturn relative to average drawdown

3.21

12.44

-9.23

Dividends

Dividend History

Oakmark Fund Investor Class provided a 0.94% dividend yield over the last twelve months, with an annual payout of $1.58 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.58$1.58$1.70$1.35$0.94$2.31$0.15$6.66$5.55$3.42$1.87$0.90

Dividend yield

0.94%0.92%1.12%1.02%0.92%1.94%0.17%8.33%8.13%4.06%2.58%1.43%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.58$1.58
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.70$1.70
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.35$1.35
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.94$0.94
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.31$2.31

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Oakmark Fund Investor Class. 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 Fund Investor Class was 56.19%, occurring on Mar 9, 2009. Recovery took 470 trading sessions.

The current Oakmark Fund Investor Class drawdown is 4.52%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-56.19%Mar 2009
1y 9mo1y 10mo
3y 7moJun 2007 - Jan 2011
COVID crash2020
-41.43%Mar 2020
1mo 9d7mo 22d
9mo 1dFeb 2020 - Nov 2020
Dot-com crash2000–2002
-37.20%Mar 2000
7mo 23d12mo 4d
1y 7moJul 1999 - Mar 2001
Dot-com crash2000–2002
-30.49%Oct 2002
6mo 23d1y 2mo
1y 9moMar 2002 - Dec 2003
Rate-hike selloffLate 2018
-24.45%Dec 2018
10mo 29d11mo 23d
1y 10moJan 2018 - Dec 2019

Drawdown Indicators


OAKMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.19%

-56.78%

+0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-6.98%

-9.10%

+2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-17.05%

-18.90%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-23.68%

-25.43%

+1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-41.43%

-33.92%

-7.51%

Current Drawdown

Current decline from peak

-4.52%

-1.80%

-2.72%

Average Drawdown

Average peak-to-trough decline

-6.39%

-10.71%

+4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.03%

+0.79%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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